【摘要】 针对保险中的道德风险问题,基于保险人的利益最大化的角度,建立委托-代理模型.分析模型中最优保险合同中的风险分担与激励机制的特征.存在道德风险的情况下,最优保险合同不能达到Pareto最优风险分担;出于激励的目的,最优保险合同要求部分保险,且被保险人的实际损失值会随损失值的增大而增大.更多还原

【Abstract】 Principal-agent model is applied to moral risk in insurance for the insurer’s interest maximization.It is analyzed that the characters of risk sharing and incentives in the optimal insurance contracts.Under moral risk,the optimal insurance contracts cannot achieve the Pareto optimal risk sharing,and require partial insurance for incentives.Insurer’s actual loss value can increase as the loss value increases.更多还原