本文選題：道德風險 + 博弈分析　； 參考：《北方工業(yè)大學》2017年碩士論文

【摘要】：車險,全稱是機動車輛保險,是指機動車輛由于自然災害或意外事故所造成的人身傷亡或財產損失負賠償責任的一種商業(yè)保險。隨著人們生活水平的提高,我國的私人汽車擁有量也逐漸增多,汽車保險漸漸變成大多數人需要接觸的一個險種,汽車保險也成為了現代保險市場中最重要的保險之一。雖然車險市場得到了飛速發(fā)展,但是由于道德風險的存在車險市場上伴隨著也產生了一些問題,使車險賠付率高居不減,比如車主投保后可能就不會再像沒有投保那樣認真地防范事故的發(fā)生,也有可能發(fā)生事故后夸大其損失,甚至存在出事故后偽造事實再買保險,嚴重阻礙了車險市場的發(fā)展。為了使車險市場能夠健康發(fā)展,本文主要對汽車保險市場的道德風險進行研究,在道德風險的影響下利用期望效用函數理論對車險進行定價,通過對車主發(fā)生道德風險概率的分析研究,得到最優(yōu)的保險價格和免賠額,從而進一步分析保險價格、審查概率、防范成本、審查成本等和發(fā)生道德風險概率的關系。本文主要分五個部分進行研究。第一章緒論,主要介紹道德風險的研究背景及其意義,闡述了國內外對于車險市場上道德風險的研究現狀;第二章主要介紹了道德風險和非對稱信息理論以及一些基礎博弈理論,了解了道德風險產生的原因和對保險市場帶來的危害,對投保人和保險人需要的研究信息也進行了假設,并在此基礎上對投保人和保險人的財富情況進行了博弈分析;第三章主要介紹了效用函數理論以及對汽車保險進行了簡單分析,在此基礎上利用效用函數對車險市場的道德風險進行了分析,對車險進行定價,分析討論了保費、審查概率、防范成本、審查成本等和發(fā)生道德風險概率的關系;第四章著重討論了免賠額,當賠付結構為限額賠付時,在道德風險的影響下,得到最優(yōu)免賠額滿足的式子;第五章對全文進行了總結,指出了文章還需做的后續(xù)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.
【學位授予單位】：北方工業(yè)大學
【學位級別】：碩士
【學位授予年份】：2017
【分類號】：F842.634

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本文編號：1757704