道德风险与保险商品价格形成的博弈分析

A Game Study on Moral Risk and the Formation of Insurance Commodity Price

在一般的分析中,我们总是假定投保人的风险状况是外生的,投保人的行为不改变风险状况(损失概率)。但是,国际保险市场中各种类型的保险欺诈使得保险商品的价格每年要增加10%左右的事实表明,投保人(或被保险人)的行为导致风险(损失概率)内生化。因而,投保人(或被保险人)的道德风险对于保险商品的价格形成影响很大。

In general analysis, we always suppose that the risk of the insured's to be exogenous and the behaviors of the insured's don't change his risk (loss probability). However, the fact that all kinds of insurance cheating increase the insurance commodity price by 10 percent every year in the international insurance market shows that the behaviors of the insured make his risk (loss probability) endogenous. Therefore the formation of insurance commodity price is greatly affected by the moral risk of the insured.