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防范道德风险的博弈分析和契约设计
Game Analysis of Preventing Moral Hazard and Contract Design
【摘要】 运用不完全信息动态博弈的理论,建立了一个防范道德风险的博弈模型,给出了该博弈的精炼贝叶斯纳什均衡,在此基础上给出了基于最优博弈策略的契约的具体形式。而这种基于博弈论的契约可以克服有成本的状态验证模型(CSV)及经典激励理论中承诺的可信性问题。
【Abstract】 Based on incomplete information dynamic game theory, this paper constructs a game model against moral hazard. Then it studies the perfect Bayesian Nash Equilibrium of the game, and gives the contract’s expression. The model presented here is proved to overcome the problem of credibility in costly state verification(CSV) model and some related research in the theory of incentive.
【关键词】 博弈;
契约;
精炼贝叶斯纳什均衡;
道德风险;
【Key words】 game; contract; perfect Bayesian Nash equilibrium; moral hazard;
【Key words】 game; contract; perfect Bayesian Nash equilibrium; moral hazard;
【基金】 国家自然科学基金资助项目(60274048);国家科技攻关计划资助项目(2002BA901A37)
- 【文献出处】 运筹与管理 ,Operations Research and Management Science , 编辑部邮箱 ,2005年02期
- 【分类号】F224.32
- 【被引频次】19
- 【下载频次】624