基于古建筑群的火灾保险契约设计及其防灾建议

发布时间：2018-03-31 15:57

本文选题：委托代理　切入点：绩效机制　出处：《中国科学技术大学》2017年硕士论文

【摘要】：近几年中国古建筑群频发火灾事故,损失惨重,令人扼腕。古建筑群属于不可再生资源,安全工作是文化遗产保护的生命线。探究火灾事故发生原因,发现人为因素占据首要地位。保险具有分担风险、经济补偿的功能,通过参与保险积极引导投保人增强防灾减灾意识,实施防灾措施。同时加强政府、投保人和保险公司的三方合作实现共同防灾减灾以达到保护古建筑群的终极目的是文章的立意之本。以往保险合同设计只关注于被保物发生灾害概率和损失大小,分担了投保人的经济损失,并没有达到引导积极防灾的目的,投保人反而会降低自身防范措施,产生道德风险行为。为了引导投保人积极防灾减灾,本文创新性的把"委托一代理"理论的分布函数参数化方法结合绩效机制、博弈论模型,构建了 "激励一监督一奖惩"一体化的模型设计,督促投保人落到实地的保护行动。首先在相当于对称信息条件下的基础模型中,不考虑投保人防灾行为的契约设计,得到帕累托最优、赔付函数与损失、保费的性质结论。其次考虑投保人防灾努力的契约设计,论证得出投保人净收益与实施防灾努力的负向趋势。引入激励策略之后,对比基础模型得出"防灾努力一激励"模型达不到最优条件,并且加大了投保人的风险分担,有刺激投保人实施防灾努力的作用。对委托代理双方的风险偏好的拓展,给予双方风险分担的影响更多参考价值。最后结合绩效机制的"监督一奖惩"策略后的保单设计,运用"委托一代理"理论的分布函数参数化模型验证了实施监督策略的可行性,接着在分布函数参数化模型中加入具体监督奖惩措施,得到重罚可以预防欺骗的结论。同时借鉴博尔奇经典博弈模型结合绩效机制,研究了双方的混合策略均衡点以及最优保费的影响因素,可以得到利用保费杠杆经济因素调控投保人的防灾行为。综合上述模型结论以及政府在古建筑群中的引导性防灾角色出台的一系列政策法规,得到管理启示,旨在达到全民共同保护古建筑群完整的目的。
[Abstract]:In recent years, there are frequent fire accidents in ancient buildings in China.Ancient buildings are non-renewable resources and safety is the lifeline of cultural heritage protection.To explore the causes of fire accidents and find that human factors occupy the primary position.Insurance has the function of sharing risk and economic compensation. Through participating in insurance, policy holders are actively guided to enhance their awareness of disaster prevention and mitigation and to implement disaster prevention measures.At the same time, strengthening the tripartite cooperation among the government, policy holders and insurance companies to achieve joint disaster prevention and mitigation in order to achieve the ultimate goal of protecting ancient buildings is the foundation of the article.In the past, the design of insurance contract only focused on the probability of disasters and the size of losses of insured objects, and shared the economic losses of policy holders, and did not achieve the purpose of guiding active disaster prevention. Instead, the policy holders would reduce their own preventive measures.Moral hazard behavior.In order to guide policy holders to actively prevent and reduce disaster, this paper innovatively combines the distribution function parameterized method of "principal-agent" theory with performance mechanism and game theory model, and constructs the integrated model design of "incentive, supervision, reward and punishment".Urge the policyholder to fall on the ground to protect the action.Firstly, in the basic model equivalent to symmetric information, the properties of Pareto optimum, compensation function, loss and premium are obtained without considering the contract design of the policy holder's disaster prevention behavior.Secondly, considering the contract design of the policy-holder 's disaster prevention efforts, the negative trend of the policy holder's net income and the implementation of the disaster prevention effort is demonstrated.After the introduction of incentive strategy, the comparison of the basic model shows that the "disaster prevention effort-incentive" model can not reach the optimal conditions, and increases the risk sharing of policy holders, which can stimulate the policy holders to implement disaster prevention efforts.The expansion of the risk preference of both parties gives more reference value to the impact of both parties' risk sharing.Finally, combined with the policy design of "supervision, reward and punishment" strategy of the performance mechanism, the feasibility of implementing the supervision strategy is verified by using the distribution function parameterized model of "principal-agent" theory.Then the concrete supervision measures are added to the parameterization model of distribution function, and the conclusion that heavy punishment can prevent cheating is obtained.At the same time, based on the classical game model of Borsch and performance mechanism, this paper studies the equilibrium point of the mixed strategy and the influencing factors of the optimal premium. We can use the economic factor of premium leverage to control the disaster prevention behavior of the policy holder.By synthesizing the conclusions of the above model and a series of policies and regulations issued by the government in guiding disaster prevention role in the ancient building complex, the management enlightenment is obtained, in order to achieve the goal of protecting the integrity of the ancient building group jointly by the whole people.
【学位授予单位】：中国科学技术大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：K878;F842.6

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