保险欺诈与审核效率

保险欺诈问题成为当前保险业健康发展的最大威胁之一。一般的分析中,都假设保险人对被保险人进行欺诈审核时都能查出被保险人的欺诈行为。然而,这个假设常常是不成立的,特别是在信息严重不对称及被保险人和保险公司员工合伙骗保的情况,更是很难查出被保险人的欺诈行为。本文在引入审核效率的条件下分析了保险人和被保险人的非合作静态博弈,得出了混合策略下纳什均衡点以及在均衡点的保险定价公式。此外还分析了审核效率等因素在均衡点对道德风险发生和保费的影响。

The problem of insurance fraud has become one of the biggest threats for the healthy development of insurance industry. In general analysis, it is supposed that the insurer would check out the fraud of the insured when examining it. However, the hypothesis does not usually come into existence, especially under the circumstance of serious dissymmetry for information and the cheat with the insured uniting the staff of insurance companies, where it is more difficult to check out the fraud of the insured. This paper analyses the game at non- cooperatively static state between the insurer and the insured by introducing auditing efficiency and concludes the balance point of Nash and the formula of insurance pricing at this point. Moreover, it also analyses the influence on the occurrence of moral hazard and premiums from auditing efficiency at the balance point.