保险市场静态博弈均衡分析及最优赔付研究

Static Game and Equilibrium Analysis and the Optimal Payouts Study in the Insurance Market

以保险市场上的逆向选择和道德风险问题为研究对象,通过设定相应变量将其整合,由此构建逆向选择与道德风险的联合完全信息静态博弈模型,分析了保险双方最优博弈策略,并求解出混合策略纳什均衡点。最后基于最优博弈策略探究了最优赔付问题,结论表明最优赔付额有激励投保人诚信并且努力采取防损与减损措施的作用。

Taking adverse selection and moral hazard problems of insurance as the study object, by setting the corresponding variable to make them integration, which constructed adverse selection and moral hazard of combined with complete information static game model, this paper analyzes the optimal game strategy of the both insurance parities, and solve the mixed strategy Nash equilibrium. Finally, based on the optimal game strategy to explore the optimal payouts, the conclusion shows that the opti- mal compensation will help to impel policyholders to follow integrity and strive to take the loss preven- tion measures.