【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。更多还原

【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.更多还原