巨灾保险市场风险识别模式的有效性分析——基于多期的巨灾保险合同研究
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引用本文:段胜, 吕煌芹.巨灾保险市场风险识别模式的有效性分析——基于多期的巨灾保险合同研究[J].财经理论与实践,2011,(2):30-35
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段胜, 吕煌芹 (西南财经大学 保险学院四川 成都610074) 
中文摘要:在市场化的巨灾保险机制运行过程中,信息不对称所引发的风险识别问题容易导致巨灾保险合同偏离最优均衡状况进而诱发市场失灵,因此,合理有效的识别投保人的风险类型显得尤为重要。在以信息经济学中的逆向选择与信号传递理论为基础,利用不完全动态信息博弈模型对巨灾保险中的风险识别模式进行研究后的结果表明,后验风险识别模式同样可以有效甄别投保人的风险状况,风险分离均衡后的巨灾保单可以在多期的合同中达到精练贝叶斯均衡。
中文关键词:巨灾保险  风险识别  精练均衡
 
The Effectiveness Analysis about Risk Identification in Catastrophe Insurance Market Based on the Study of Long Term Catastrophe Insurance Contracts
Abstract:In the practice of the marketization of catastrophe insurance, the problem in risk identification due to asymmetric information are easily lead catastrophe insurance market deviate to optimal state and result in market failure, therefore, how to resolve this kind of problems is vital. Based on the theories of adverse selection and signaling, the risk identification module in catastrophe insurance is researched by the dynamic game model of incomplete information. The results show that afterwards risk type identification can identify the risk profile of the insured, separating equilibrium will achieves perfect equilibrium in the long term catastrophe insurance contracts.
keywords:Catastrophe Insurance  Risk Identification  Perfect Equilibrium
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