基于联盟博弈我国海洋灾害保险参与模式分析

发布时间：2018-09-01 12:07

【摘要】：随着十二五规划对建立我国蓝色经济区的建议的提出,海洋产业正逐步发展为我国国民经济发展的支柱产业,作为身处海洋大国的我们,也要重视起海洋蕴含的资源所带来的巨大的经济发展空间。但是面临世界环境的恶化,全球气温变暖,资源枯竭等越来越多的问题,海洋灾害的发生频率也在不断加快,给人们带来巨大的经济损失。所以,海洋灾害保险的实施,是人们分散和转移海洋灾害风险所必须采取的手段和方法。我国海洋灾害保险模式主要是由投保人投保,政府主导,商业性保险公司协作的模式,但是由于理性经济人的存在,各参与保险的主体之间因为自身利益最大化的驱使,导致海洋灾害保险参与模式存在不稳定性。因此,对我国海洋灾害保险参与模式进行研究,将再保险公司引入海洋灾害保险参与模式,可以有效的提高海洋灾害保险参与模式的合作效率,也可以达到长期稳定合作。本文综合各海洋灾害保险参与主体的行为特征,以联盟博弈为分析工具,利用核和核心进行海洋灾害保险参与模式下各主体之间的利益分配,并将海洋灾害再保险机构引入到保险模式中,运用Shapley值进行实证分析,并以此建立长期、稳定参与的海洋灾害保险模式,促进我国海洋经济的可持续发展。文章首先海洋灾害保险所具有的双重准公共物品和正外部性属性进行了描述,提出我国海洋灾害保险市场存在的逆向选择和道德风险问题,导致了保险市场失灵,运行效率低下,也对国内外灾害保险市场进行了归纳,比较了国内外灾害保险市场的现状和海洋灾害保险的基本模式,分析了灾害保险市场的特征。然后,通过对海洋灾害保险模式中保险参与主体的行为特征进行识别,确定了文章的主要分析方法。以联盟博弈为基础对投保人、政府和保险公司参与的海洋灾害保险模式进行了利益分配核和核心的求解,发现在这种模式下,海洋灾害保险基于理性人的假定,存在多个利益最优分配或是不存在均衡的利益分配,进而将海洋灾害再保险机构纳入海洋灾害保险参与模式中,利用联盟博弈Shapley值进行分析,结果表明,将海洋灾害再保险机构纳入海洋灾害保险参与模式中,更有利于提高保险的合作收益和稳定性。最后,本文针对实证分析结果,对我国现行的海洋灾害保险参与模式提出建议,使各主体进行有效参与,提高海洋灾害保险参与模式的可行性和持续性。论文主要从以下几个方面进行了创新性探讨：从投保人、政府和商业性保险公司角度出发,对其参与海洋灾害保险模式的行为特征进行了识别,并以此确定了海洋灾害保险参与模式的分析方法。引入了海洋灾害再保险机构,同经典的海洋灾害保险模式相比较,将再保险机构引入到海洋灾害保险中,可以保证海洋灾害保险模式的运行更有效,更有利于海洋灾害保险参与主体的利益分配。对海洋灾害保险参与模式进行分析中,运用了以联盟博弈为基础的核心、和Shapley值分析方法,使针对我国海洋灾害保险参与模式的建议提出具有依据性。
[Abstract]:With the proposal of the 12th Five-Year Plan for the establishment of China's Blue Economic Zone, the marine industry is gradually developing into a pillar industry of China's national economic development. As a large marine country, we should also pay attention to the huge economic development space brought by the marine resources. But facing the deterioration of the world environment, the global temperature changes. More and more problems such as warmth, exhaustion of resources and so on, the frequency of marine disasters is also accelerating, bringing huge economic losses to people. Therefore, the implementation of marine disaster insurance is the means and methods that people must adopt to disperse and transfer the risk of marine disasters. Leading, commercial insurance company cooperation model, but due to the existence of rational economic people, the main participants in the insurance because of their own interests to maximize the driving, resulting in marine disaster insurance participation model instability. Insurance participation model can effectively improve the cooperation efficiency of marine disaster insurance participation model, and can also achieve long-term stable cooperation. This paper synthesizes the behavior characteristics of the marine disaster insurance participants, and uses the coalition game as the analysis tool, uses the core and core to distribute the interests among the participants in marine disaster insurance participation model. Then, the marine disaster reinsurance institution is introduced into the insurance mode, and the Shapley value is used to make an empirical analysis, and a long-term and stable participation marine disaster insurance mode is established to promote the sustainable development of marine economy in China. Adverse selection and moral hazard existing in the marine disaster insurance market of our country are put forward, which leads to the failure of the insurance market and the inefficiency of its operation. The domestic and foreign disaster insurance markets are also summarized. The current situation of the domestic and foreign disaster insurance markets and the basic modes of marine disaster insurance are compared, and the characteristics of the disaster insurance market are analyzed. Then, by identifying the behavior characteristics of the insurance participants in the marine disaster insurance model, the main analysis method is determined. Based on the coalition game theory, the core of interest distribution and the core of the marine disaster insurance model involving the policy holder, the government and the insurance company are solved. It is found that under this model, marine disaster insurance is the key to marine disaster insurance. Based on the hypothesis of rational person, there are multiple interests optimal allocation or no balanced interests allocation. Then marine disaster reinsurance institutions are included in the marine disaster insurance participation model. The Shapley value of alliance game is used to analyze the risk. The results show that marine disaster reinsurance institutions are included in the marine disaster insurance participation model, and more importantly, marine disaster reinsurance institutions are included in the marine disaster insurance participation model. Finally, based on the results of the empirical analysis, this paper puts forward some suggestions on the current participation model of marine disaster insurance in China, so as to make the main bodies participate effectively and improve the feasibility and sustainability of the participation model of marine disaster insurance. From the angle of policy-holder, government and commercial insurance company, this paper identifies the behavior characteristics of marine disaster insurance mode, and determines the analysis method of marine disaster insurance participation mode. In marine disaster insurance, the operation of marine disaster insurance model can be guaranteed to be more effective and more conducive to the distribution of the interests of marine disaster insurance participants. The proposal put forward is based on nature.
【学位授予单位】：中国海洋大学
【学位级别】：硕士
【学位授予年份】：2015
【分类号】：F842.64;F224

【参考文献】