巨災保險博弈分析

《巨災保險博弈分析》由会员上传分享，免费在线阅读，更多相关内容在工程资料-天天文库。

1、巨災保險博弈分析摘要：近年來，中國經歷瞭許多巨災。雖然今年年底將推出巨災保險，中國在此領域還需進一步探索。旨在用博弈論的知識分析即將推行的巨災保險機制的不足之處，並提出合理性的建議關鍵詞：巨災保險；博弈分析；保險機制中圖分類號：F84文獻標志碼：A文章編號:1673-291X(2011)03-0066-021.TheCatastropheInsuranceSchenetoBeLaunchedattheEndofthisYearinChinaCatastropheinsuraneeschen®isexpectedtoI

2、aunchattheendof2010zvtiichw11establishcatastrophefundineachprovineeinsteadofanationalunifiedone.AdniittedlyfChinahasnanyprovincesandtheeconomicIevelsandnainnaturaldisastersnaybequitedifferent.Isthisreasonablethateachprovineeestablishingitsovcatastrophefund?Su

3、pposethattherearetvodifferentprovincesR1andR2,eisitsecononiicIevel,cisonekindofcatastropheaprovineesuffers,pistheprobabiIityofthecatastropheoccurreneezaistheanrountofIossandfinalIyristheinterestrateofthecatastrophefund(catastrophefundinreinsurancerequiresIowri

4、sk,thusalIthefundaredepositedintobank)・F二R(ezczpfafr)istheutiIityfunction.Fi=Ri(ei,cizpizaizri)i=1f2cieczC={fIoodfdroughtftyphoon,earthquake}e1>e2fr1>r2IfeconontcIevelishigherzthesealeofcatastrophefundisIarger,thustherateofdepositinterestishigher.Ifthetvoprovi

5、ncescooperatefthenF=R(e1+e2zc1Uc2z1-(1-p1)*(1-p2)za1+a2,r)r>r1>r2F1=e1*(1+r1)n-a1*p1F2=e2*(1+r2)n-a2*p2F=(e1+e2)*(1+r)n-a1*p1-a2*p2+p1*p2*(a1+a2)F-F1-F2>0PIayers:R1andR2Strategies:CooperateornotcooperatePayoffs:K1=*FK2=*F(K1-F1)+(K2-F2)>0SofatIeastoneofandispos

6、itive.Analysis:(1)K1-F1>0zK2-F2=0zR1choosestocooperateandR2choosestocooperate.(2)K1-F1=0,K2-F2>0,R1choosestocooperateandR2choosestocooperate・(2)K1-F1>0fK2-F2<0fR1choosestocooperateandR2choosestonotcooperate・(3)K1-F1<0ZK2-F2>0ZR1choosestonotcooperateandR2chooses

7、tocooperate・ConeIusion:Regionalcooperationcansharethebigcatastropheriskandestablishesaharderfoundationforcatastropheinsurance.ButitisthegapofbenefitdistributionbetAeenthemthathindersthisregionalcooperationsystemThecatastrophetheseyearsshovsthatinthesouthvest

8、partofChinazWiereecononyIevelisIoverthanotherregionzcatastropheoccursmore・Iftheseregionsareisolated,theirabiIitytoagainstcatastropheriskisIiniltedzandotherregionsvouldpayn