[1]李凌云,达庆利.基于博弈分析的保险人市场行为监管策略研究[J].东南大学学报(自然科学版),2004,34(5):682-685.[doi:10.3969/j.issn.1001-0505.2004.05.027]
 Li Lingyun,Da Qingli.Analysis of regulation on insurer’s market operation based on game theory[J].Journal of Southeast University (Natural Science Edition),2004,34(5):682-685.[doi:10.3969/j.issn.1001-0505.2004.05.027]
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基于博弈分析的保险人市场行为监管策略研究()
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《东南大学学报(自然科学版)》[ISSN:1001-0505/CN:32-1178/N]

卷:
34
期数:
2004年第5期
页码:
682-685
栏目:
经济与管理
出版日期:
2004-09-20

文章信息/Info

Title:
Analysis of regulation on insurer’s market operation based on game theory
作者:
李凌云12 达庆利1
1 东南大学经济管理学院, 南京 210096; 2 青岛大学科研处, 青岛 266071
Author(s):
Li Lingyun12 Da Qingli1
1 College of Economics and Management, Southeast University, Nanjing 210096, China
2 Science Research Department of Qingdao University, Qingdao 266071, China
关键词:
保险监管 风险 博弈 社会福利
Keywords:
insurance regulation risk game theory social welfare
分类号:
F840
DOI:
10.3969/j.issn.1001-0505.2004.05.027
摘要:
利用博弈论模型论证了保险监管存在的必要性; 接着利用委托-代理模型指出保险人也是严格风险规避的,保险人与投保人之间可以达到风险分担的帕累托最优; 最后指出,政府监管的介入可以实现市场的公平有效,有利于防止可能出现的市场失灵,并有利于社会福利的最大化,即在保持生产者剩余不变的前提下,实现消费者剩余的最大化.
Abstract:
It is useful for government’s regulation to study the property of the insurers’ behavior. The objective of this study is to present a proof why insurance regulation exists against regulation in other scopes. Two different models were used to verify our viewpoint. One model based on game theory characterized the necessity of insurance regulation, and the other based on principal-agent theory described both the sufficiency and the validity. A conclusion is that a Pareto optimal allocation of risk can be reached by an insurance contract though the insurer is risk-averse as well as the insured, and insurance regulation is helpful for preventing from market failure and can maximize social welfare, that is to achieve the maximization of the consumer surplus while keeping the producer surplus.

参考文献/References:

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[5] Kjetil H,Stein W W.Analyzing legal regulations in the Norwegian life insurance business using a multistage asset-liability management model [J].European Journal of Operational Research, 2001,134:293-308
[6] Skipper H D,Black K,Brockett P L.国际风险与保险:环境-管理分析[M].荆涛等译.北京:机械工业出版社,1999.40-162.
[7] 胡建东.略论中国保险监管模式之转化[J].上海大学学报(社会科学版),2003,10(1):79-83.
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备注/Memo

备注/Memo:
作者简介: 李凌云(1973—),男,博士生; 达庆利(联系人),男,教授,博士生导师, Dql@public1.ptt.js.cn.
更新日期/Last Update: 2004-09-20