“NCD”系统中保险双方的最优博弈  

The optimal game between the insurer and the insured in NCD systems

作　　者：刘任河[1] 郭光耀[1] 

机构地区：[1]武汉工程大学理学院,湖北武汉430074

出　　处：《武汉工程大学学报》2008年第3期124-126,共3页Journal of Wuhan Institute of Technology

摘　　要：在"NCD"系统中,利用Markov决策过程,获得了投保双方博弈行为的最优结果.对被保险人来说,确定了其最优临界损失值,对保险人来说,确定了最优保费与折扣值.According to the Markov decision process, the optimal game behavior results between the insurer and the insured was obtained in NCD systems, i. e. for the in-sured, the optimal threshold damage values was decided,while for the insurer, it＇s optimal premium and discount values was decided too.

关 键 词：“NCD”系统 MARKOV决策过程 临界损失值 最优保费 最优折扣 

分 类 号：O211.62[理学—概率论与数理统计]