摘要
本文首先建立了基于再保险人分担理赔费用的夸大风险损失的索赔欺诈博弈模型,然后分析了保险双方的博弈策略选择及其可能达到的均衡。研究表明,博弈模型存在某种形式的精炼贝叶斯纳什均衡,但如实告知一般不是保单持有人的精炼贝叶斯纳什均衡策略。而且,博弈模型不存在分离均衡,当费用自负率在一定范围内变化时,局中人将交替选用分离策略与合并策略。
Based on the incomplete dynamic game theory, a claiming fraud game model of exaggera ting the loss on the basis of sharing in the claim costs by the reinsures is set up. Then, the answers for buyers and sellers to choose the optimal game strategy and to achieve the possible equilibrium are given. The research shows that the game model has a perfect Bayesian Nash equilibrium, whereas telling the truth is not always a perfect Bayesian Nash equilibrium of the policyholder. Furthermore, The study also shows that the game model has not a separating equilibrium, and when the ratio of the policyholder sharing varies in the certain scope, the player will make use of separating strategy or pooling strategy alternatively.
出处
《运筹与管理》
CSCD
2006年第4期103-107,共5页
Operations Research and Management Science
基金
国家自然科学基金资助项目:(70271041)
关键词
博弈论
均衡
博弈分析
索赔欺诈
夸大损失
game theory
equilibrium
game analysis
claiming fraud
exaggerate the loss
