發(fā)布時(shí)間：2018-03-31 15:57

  本文選題：委托代理　切入點(diǎn)：績效機(jī)制　出處：《中國科學(xué)技術(shù)大學(xué)》2017年碩士論文

【摘要】：近幾年中國古建筑群頻發(fā)火災(zāi)事故,損失慘重,令人扼腕。古建筑群屬于不可再生資源,安全工作是文化遺產(chǎn)保護(hù)的生命線。探究火災(zāi)事故發(fā)生原因,發(fā)現(xiàn)人為因素占據(jù)首要地位。保險(xiǎn)具有分擔(dān)風(fēng)險(xiǎn)、經(jīng)濟(jì)補(bǔ)償?shù)墓δ?通過參與保險(xiǎn)積極引導(dǎo)投保人增強(qiáng)防災(zāi)減災(zāi)意識(shí),實(shí)施防災(zāi)措施。同時(shí)加強(qiáng)政府、投保人和保險(xiǎn)公司的三方合作實(shí)現(xiàn)共同防災(zāi)減災(zāi)以達(dá)到保護(hù)古建筑群的終極目的是文章的立意之本。以往保險(xiǎn)合同設(shè)計(jì)只關(guān)注于被保物發(fā)生災(zāi)害概率和損失大小,分擔(dān)了投保人的經(jīng)濟(jì)損失,并沒有達(dá)到引導(dǎo)積極防災(zāi)的目的,投保人反而會(huì)降低自身防范措施,產(chǎn)生道德風(fēng)險(xiǎn)行為。為了引導(dǎo)投保人積極防災(zāi)減災(zāi),本文創(chuàng)新性的把"委托一代理"理論的分布函數(shù)參數(shù)化方法結(jié)合績效機(jī)制、博弈論模型,構(gòu)建了 "激勵(lì)一監(jiān)督一獎(jiǎng)懲"一體化的模型設(shè)計(jì),督促投保人落到實(shí)地的保護(hù)行動(dòng)。首先在相當(dāng)于對(duì)稱信息條件下的基礎(chǔ)模型中,不考慮投保人防災(zāi)行為的契約設(shè)計(jì),得到帕累托最優(yōu)、賠付函數(shù)與損失、保費(fèi)的性質(zhì)結(jié)論。其次考慮投保人防災(zāi)努力的契約設(shè)計(jì),論證得出投保人凈收益與實(shí)施防災(zāi)努力的負(fù)向趨勢。引入激勵(lì)策略之后,對(duì)比基礎(chǔ)模型得出"防災(zāi)努力一激勵(lì)"模型達(dá)不到最優(yōu)條件,并且加大了投保人的風(fēng)險(xiǎn)分擔(dān),有刺激投保人實(shí)施防災(zāi)努力的作用。對(duì)委托代理雙方的風(fēng)險(xiǎn)偏好的拓展,給予雙方風(fēng)險(xiǎn)分擔(dān)的影響更多參考價(jià)值。最后結(jié)合績效機(jī)制的"監(jiān)督一獎(jiǎng)懲"策略后的保單設(shè)計(jì),運(yùn)用"委托一代理"理論的分布函數(shù)參數(shù)化模型驗(yàn)證了實(shí)施監(jiān)督策略的可行性,接著在分布函數(shù)參數(shù)化模型中加入具體監(jiān)督獎(jiǎng)懲措施,得到重罰可以預(yù)防欺騙的結(jié)論。同時(shí)借鑒博爾奇經(jīng)典博弈模型結(jié)合績效機(jī)制,研究了雙方的混合策略均衡點(diǎn)以及最優(yōu)保費(fèi)的影響因素,可以得到利用保費(fèi)杠桿經(jīng)濟(jì)因素調(diào)控投保人的防災(zāi)行為。綜合上述模型結(jié)論以及政府在古建筑群中的引導(dǎo)性防災(zāi)角色出臺(tái)的一系列政策法規(guī),得到管理啟示,旨在達(dá)到全民共同保護(hù)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.
【學(xué)位授予單位】：中國科學(xué)技術(shù)大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2017
【分類號(hào)】：K878;F842.6

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