多重信息不对称风险对聚合风险模型的影响  

Influence of Information Asymmetric Risk on Collective Risk Model

作　　者：常秋胜 赵雅娟[2] 孙喜波[3] 

机构地区：[1]包头师范学院数学科学学院,包头014030 [2]中国农业大学经济管理学院,北京100083 [3]内蒙古工业大学理学院,呼和浩特010051

出　　处：《内蒙古大学学报（自然科学版）》2013年第6期565-571,共7页Journal of Inner Mongolia University：Natural Science Edition

基　　金：国家自然科学基金项目(11161031);内蒙古自然科学基金资助项目(编号:2013MS0108)

摘　　要：利用敏感性问题抽样调查技术中Warner模型和多项选择模型估计了两类信息不对称风险对聚合风险模型的影响.并且通过数值算例验证了这种方法的可行性,有效性.又从破产概率角度分析了这两类信息不对称风险对聚合风险模型的影响.并分析了采用随机化回答方法,对聚合风险模型和其破产概率的影响.最后,在存在多重信息不对称风险条件下,建立了两种预警机制的理论框架.The Information Asymmetry Risk, also called Collective Risk, remains an important part in the field of information economy that requires further researches. By using the Warner model and multi--selection model based on the theory of sensitive questions sampling survey, the effect of two types of Information Asymmetry Risk on the Collective Risk model were estimated. A new way was proposed to analyze the Information Asymmetry Risks. The feasibility and effectiveness of the new method were proved by a numerical example. The effect of the Information Asymmetry Risks on the Collective Risk model was also analyzed by using ruin probability technique. The influence of the adoption of the randomized response on the Collective Risk model and its ruin probability was studied, and finally, two theoretical frameworks of the early warning mechanism were established under the condition of multiple Information Asymmetry Risks.

关 键 词：信息不对称 WARNER模型 预警机制 

分 类 号：O211[理学—概率论与数理统计]