基于道德风险的汽车保险设计与定价模型研究

发布时间：2018-04-16 06:41

本文选题：道德风险 + 博弈分析　；参考：《北方工业大学》2017年硕士论文

【摘要】：车险,全称是机动车辆保险,是指机动车辆由于自然灾害或意外事故所造成的人身伤亡或财产损失负赔偿责任的一种商业保险。随着人们生活水平的提高,我国的私人汽车拥有量也逐渐增多,汽车保险渐渐变成大多数人需要接触的一个险种,汽车保险也成为了现代保险市场中最重要的保险之一。虽然车险市场得到了飞速发展,但是由于道德风险的存在车险市场上伴随着也产生了一些问题,使车险赔付率高居不减,比如车主投保后可能就不会再像没有投保那样认真地防范事故的发生,也有可能发生事故后夸大其损失,甚至存在出事故后伪造事实再买保险,严重阻碍了车险市场的发展。为了使车险市场能够健康发展,本文主要对汽车保险市场的道德风险进行研究,在道德风险的影响下利用期望效用函数理论对车险进行定价,通过对车主发生道德风险概率的分析研究,得到最优的保险价格和免赔额,从而进一步分析保险价格、审查概率、防范成本、审查成本等和发生道德风险概率的关系。本文主要分五个部分进行研究。第一章绪论,主要介绍道德风险的研究背景及其意义,阐述了国内外对于车险市场上道德风险的研究现状;第二章主要介绍了道德风险和非对称信息理论以及一些基础博弈理论,了解了道德风险产生的原因和对保险市场带来的危害,对投保人和保险人需要的研究信息也进行了假设,并在此基础上对投保人和保险人的财富情况进行了博弈分析;第三章主要介绍了效用函数理论以及对汽车保险进行了简单分析,在此基础上利用效用函数对车险市场的道德风险进行了分析,对车险进行定价,分析讨论了保费、审查概率、防范成本、审查成本等和发生道德风险概率的关系;第四章着重讨论了免赔额,当赔付结构为限额赔付时,在道德风险的影响下,得到最优免赔额满足的式子;第五章对全文进行了总结,指出了文章还需做的后续研究等工作。
[Abstract]:Auto insurance, the full name of motor vehicle insurance, refers to motor vehicles due to natural disasters or accidents caused by personal injury or property loss liability for a commercial insurance.With the improvement of people's living standards, the number of private cars in our country is increasing gradually. Automobile insurance has gradually become a kind of insurance that most people need to contact. Automobile insurance has become one of the most important insurance in the modern insurance market.Although the auto insurance market has developed rapidly, because of the existence of moral hazard, there are also some problems in the auto insurance market, which makes the premium rate of auto insurance unabated.For example, car owners may not take care of accidents as seriously as they have not insured, and may exaggerate their losses after accidents, or even buy insurance by falsifying facts after accidents, which seriously hinders the development of the auto insurance market.In order to make the auto insurance market develop healthily, this paper mainly studies the moral hazard of the auto insurance market, and makes use of the expected utility function theory to price the auto insurance under the influence of the moral hazard.Through the analysis and research on the probability of moral hazard of vehicle owner, the optimal insurance price and deductible amount are obtained, and the relationship between the insurance price, the examination probability, the prevention cost, the examination cost and the probability of moral hazard is further analyzed.This paper is divided into five parts.The first chapter is introduction, mainly introduces the research background and significance of moral hazard, expounds the domestic and foreign research status of moral hazard in the auto insurance market;The second chapter mainly introduces the theory of moral hazard, asymmetric information and some basic game theory, understands the causes of moral hazard and the harm to the insurance market, and also hypothesizes the research information needed by policy holder and insurer.The third chapter mainly introduces the theory of utility function and the analysis of automobile insurance.On this basis, the utility function is used to analyze the moral hazard in the auto insurance market, and the relationship between the insurance premium, the probability of examination, the cost of prevention, the cost of examination and the probability of moral hazard is discussed.The fourth chapter focuses on the deductible amount, when the compensation structure is limited compensation, under the influence of moral hazard, we get the formula of the optimal deductible amount satisfaction. Chapter five summarizes the full text, and points out the further research work that needs to be done in this paper.
【学位授予单位】：北方工业大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F842.634

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