责任保险的道德风险研究——基于博弈论视角

Study on Moral Hazard in Liability Insurance from the Perspective of Game Theory

本文利用博弈论的方法研究了责任保险的道德风险的产生过程。责任保险的道德风险包括保单持有人风险、索赔者风险、司法系统风险和承保人风险。在本文第二部分,通过博弈树的方法研究了责任保险与保险共同拥有的道德风险——保单持有人风险。在本文第三部分,同样利用动态博弈树的方法研究了责任保险特有的索赔者风险、司法系统风险与承保人风险三种道德风险的产生。同时,本文还简略解释了美国80年代责任保险危机形成的原因。最后,对本文的分析结果进行了总结并提出了相应的风险管理建议。

Based on the Game Theory, this paper researches the produce process of moral hazard in the li- abihty insurance claims. The moral hazards of liability insurance are made up of four risks ： policyholder hazard, claimant hazard, jurisprudential hazard and underwriter＇ s hazard. In the second part, by using the complete in- formation game analysis, the paper shows the traditional moral hazard in the liability insurance and insurance claims：the policyholder hazard. In the Third part, by using the dynamic Game Theory tree, the paper studies the produce process of special three moral hazards of liability insurance： claimant hazard, jurisprudential hazard and underwriting hazard. At the same time, this paper briefly explains the reasons of U. S liability insurance crisis in the 1980＇ s. In the last part, the awthors make the conclusion and propose some suggestions for addressing the moral hazard of liability insurance.