效用理论在保险中的应用

发布时间：2018-07-02 13:55

本文选题：保险欺诈 + 信息不对称　；参考：《燕山大学》2013年硕士论文

【摘要】：保险行业不仅是当今社会金融领域的三大支柱产业之一，也是现代社会的一种经济补偿方式。尽管保险在促进社会发展和保证人们的日常工作和生活中发挥着重要作用，也可称之为社会进步的稳定器和助推器。然而，保险欺诈现象随着保险业快速的发展也是屡见不鲜。保险欺诈不仅存在于原保险交易市场中，而且也存在于再保险交易市场中。究其原因是市场中交易双方之间信息的不对称。信息不对称非常容易引起逆向选择和道德风险问题。论文依据保险法中的最大诚信原则，运用效用理以及博弈论和风险理论的相关知识，主要研究了再保险交易中再保险定价以及保险人的监管成本两方面问题。首先，得出了当不存在道德风险时以及在信息对称条件下，完全竞争市场中比例再保险合同中最优的再保险价格；其次，得出了当不存在道德风险时以及在信息对称和信息不对称条件下，竞争市场中超额损失再保险合同中最优的再保险价格；再次，得出了当存在道德风险时，主要是指当保险人偿还能力不足时，，保险人进行再保险以及不进行再保险的条件下，保险人对投保人的最优监管成本；最后，当保险人偿还能力充足时，保险人进行再保险和不进行再保险的条件下，保险人对投保人的最优监管成本；最后，结合实际，提出一些加强保险人道德水平的建议。
[Abstract]:Insurance industry is not only one of the three pillar industries in the field of social finance, but also an economic compensation method in modern society. Although insurance plays an important role in promoting social development and ensuring people's daily work and life, it can also be called the stabilizer and booster of social progress. However, the phenomenon of insurance fraud with the rapid development of the insurance industry is not uncommon. Insurance fraud exists not only in the original insurance market, but also in the reinsurance market. The reason is the asymmetry of information between the two parties in the market. Asymmetric information can easily lead to adverse selection and moral hazard. According to the principle of maximum good faith in insurance law, the thesis mainly studies the reinsurance pricing in reinsurance transaction and the supervision cost of the insurer by using the utility theory and the relevant knowledge of game theory and risk theory. Firstly, when there is no moral hazard and under the condition of information symmetry, the optimal reinsurance price in the proportional reinsurance contract in the completely competitive market is obtained. When there is no moral hazard and under the condition of information symmetry and information asymmetry, the optimal reinsurance price of excess loss reinsurance contract in the competitive market is obtained. Thirdly, when there is moral hazard, the optimal reinsurance price is obtained. It mainly refers to the optimal supervision cost of the policy holder under the condition that the insurer carries out reinsurance and does not carry out reinsurance when the insurer has insufficient ability to repay. Finally, when the insurer has sufficient repayment ability, Under the condition that the insurer carries on the reinsurance and does not carry on the reinsurance, the insurer's optimal supervision cost to the policy holder; finally, unifies the reality, puts forward some suggestions to strengthen the insurer's moral level.
【学位授予单位】：燕山大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F840.69;F224

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