保险欺诈博弈与基于最优博弈策略的保险契约

运用不完全信息动态博弈和机制设计的有关理论,以伪造风险损失的保险欺诈问题为例,建立了保险欺诈博弈模型,研究了伪造风险损失欺诈博弈问题的纳什均衡及其保险双方的最优博弈策略.在此基础上,得出了使保险人的期望利润为零的保险定价公式,讨论了基于保险双方最优博弈策略的最优保险合同形式,证明了基于保险双方最优博弈策略的保险合同是部分保险.

The Insurance Fraud Game and Insurance Contract Based on Optimal Game Strategies

Based on the incomplete information dynamic game theory and mechanism design theory, this paper firstly takes example for foging the loss and constructs insurance fraud game model . Then, It studies the Nash Equilibrium of the game and how buyers and sellers choose the optimal game strategy. On the one hand, the price of insurance policy that is making zero expected profit for the insurer is educed; on the other hand, the optimal insurance contract based on the optimal game strategy for both buyers and sellers is discussed. It also proves that the partial insurance policy is the optimal insurance for both sides.