“NCD”系统中保险双方的最优决策

THE OPTIMAL GAME BETWEEN THE INSURER AND THE INSURED IN NCD SYSTEMS

在"NCD"系统中,利用Markov决策过程,获得了投保双方博弈行为的最优结果.对被保险人来说,确定了其最优临界损失值;对保险人来说,确定了最优保费与折扣值.

According to the Markov decision process, the optimal game behavior results between the insurer and the insured was obtained in NCD systems, i.e. for the insured, the optimal threshold damage values was decided, while for the insurer, it＇s optimal premium and discount values was decided too.