| 非对称信息下产险公司与投保大户之间的二周期讨价还价博弈 |
| |
| 引用本文： | 刘亮,糜仲春,乔林. 非对称信息下产险公司与投保大户之间的二周期讨价还价博弈[J]. 管理工程学报, 2007, 21(4): 91-94 |
| |
| 作者姓名： | 刘亮 糜仲春 乔林 |
| |
| 作者单位： | 1. 中国科技大学管理学院,安徽,合肥,230026;广东省电信规划设计院有限公司企业咨询研究院,广东,广州,510630
2. 中国科技大学管理学院,安徽,合肥,230026 |
| |
| 摘 要： | 将投保人分为投保大户与非大户,认为投保大户能够准确预知自身损失概率,而产险公司却无法知道投保大户损失概率的真值.在这样的信息不对称条件下,构造了产险公司与投保大户之间的二周期讨价还价模型.用博弈论求解该模型,得到了完美贝叶斯均衡解,进而给出了产险公司在谈判中能获得的最大期望收益与投保大户的最优策略.
|
| 关 键 词： | 非对称信息 财产保险公司 投保大户 完美贝叶斯均衡 |
| 文章编号： | 1004-6062(2007)04-0091-04 |
| 修稿时间： | 2005-12-13 |
Two-staged Bargaining between Property Insurer and Big Insured with Asymmetric Information |
| |
| LIU Liang,MI Zhong-chun,QIAO Lin. Two-staged Bargaining between Property Insurer and Big Insured with Asymmetric Information[J]. Journal of Industrial Engineering and Engineering Management, 2007, 21(4): 91-94 |
| |
| Authors: | LIU Liang MI Zhong-chun QIAO Lin |
| |
| Abstract: | We define big insured in a way that can foresee the exact lost probability of its own,which is unknown to property insurer.As a result of this,it makes information asymmetric.This paper constructs a two-staged bargaining model between property insurer and big insured with asymmetric information,uses the game theory to solve the model and gains the perfect Bayes equilibrium,and eventually finds the property insurer's maximum expected income and the big insured's optimal strategies respectively. |
| |
| Keywords: | asymmetric information property insurer big insured perfect Bayes equilibrium |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
|
