银保合作纳什议价模型研究  

Bancassurance Cooperation Pricing Based on Nash Bargaining Model

作　　者：刘忠轶[1] 徐晓华[2] 赵景涛[3] 王冠英[4] 

机构地区：[1]中国人民公安大学管理学院,北京100038 [2]中央财经大学保险学院,北京100081 [3]北京大学经济学院,北京100871 [4]天津大学管理与经济学部,天津300072

出　　处：《保险研究》2015年第11期25-35,共11页Insurance Studies

基　　金：北京市哲学社会科学规划项目(15JGB128);天津市哲学社会科学规划项目(TJYYWT15-014);国家社会科学基金青年项目(15CJY009)

摘　　要：本文主要研究了银保合作定价问题,首次引入纳什议价模型来制定银行代理费用。通过比较银保间不同定价模式发现,先保险定价后议价银行代理费用模式(BA)是银保合作最优定价模式,是银行斯坦伯格模式(BS)的帕累托改进。当存在激励行为时,保险定价会升高,而无论是银行利润还是保险公司利润都会优于不存在激励时的情况。当存在保险价格竞争时,保险定价和银行代理费用都会变高,但价格竞争也会提高银保合作整体效率。研究结果为更好提高银保合作效率提供了理论基础。We explored the pricing problem in bancassurance cooperation by firstly introducing the Nash Bargaining model to determine the bank＇ s commission. Comparing with different pricing modes, we found that pricing first and bargaining last was the optimal pricing mode, which was also the Pareto improvement of Bank Stackelberg mode. When there was incentive, the insurance price went up, while both profits of banks and insurers were better than when there was no incentive. When there was price competition, both insurance price and bank commission went up, but the total bancassurance cooperation efficiency would be improved. The result provided a theoretical basis for improving bancassurance cooperation efficiency.

关 键 词：银保合作 纳什议价模型 定价模式 合作效率 

分 类 号：F840.4[经济管理—保险]