基于Agent的保险系统非对称信息博弈研究  

Study on the Asymmetric Information Game of the Insurance System Based on Agent

作　　者：刘超[1] 赵钦涵 

机构地区：[1]山东财经大学,山东济南250014

出　　处：《金融发展研究》2014年第4期14-21,共8页Journal Of Financial Development Research

基　　金：国家自然科学基金项目"货币政策多目标交互行为协调控制研究"(批准号:61273230);2012年度教育部"新世纪优秀人才支持计划"(批准编号:NCET-12-1027);教育部人文社会科学研究规划基金项目(项目批准号:10YJA790110);山东省"金融产业系统优化与区域发展管理协同创新中心";首席科学家平台"金融产业优化机制创新平台"项目支持

摘　　要：本文基于保险系统复杂性特征和复杂性科学在解决系统非线性和复杂性交互行为方面的优势,针对保险系统中非对称信息的特点,运用博弈数学模型系统分析保险系统非对称信息,通过CAS理论构建了基于Agent的保险系统仿真模型并在swarm平台上实现了关于保险系统逆向选择问题的经典模型的动态仿真。结果表明:信息不对称产生了保险逆向选择和道德风险,妨碍了保险机制顺利运行,使保险系统资源配置效率严重降低。In view of the characteristic of complexity in insurance system and the advantage of complexity science in solving nonlinear and complex adaptive behavior, this paper aims at studying the characteristic of asymmetrical information in insurance system. The research uses the game mathematical model system to analyze the asymmetric information of insurance market, and through the CAS theory it constructs the insurance system simulation model based on agent and uses the swarm platform to realize Rothchild and Stiglitz on insurance market adverse selection problem of the classic model dynamic simulation. The results show that the information asymmetry has produced the insurance adverse selection and moral hazard, hindered the smooth running of insurance mechanism, and reduced the resource allocation efficiency of the insurance system.

关 键 词：保险系统 非对称信息博弈 复杂适应系统 经济仿真 

分 类 号：F840[经济管理—保险]