农业保险参与主体的博弈行为与决策分析——基于算法机制设计和蒙特卡洛方法  

Games and Decision-Making Analysis of the Participates in Agricultural Insurance Market Based on Algorithmic Mechanism Design and Monte Carlo Methods

作　　者：丁宁 陈祖海[1] DING Ning;CHEN Zuhai(School of Economics,South-Central University for Nationalities,Wuhan 430074,China;School of Finance,Inner Mongolia University of Finance and Economics,Hohhot 010070,China)

机构地区：[1]中南民族大学经济学院,武汉430074 [2]内蒙古财经大学金融学院,呼和浩特010070

出　　处：《内蒙古大学学报（自然科学版）》2021年第6期651-662,共12页Journal of Inner Mongolia University：Natural Science Edition

基　　金：内蒙古自然科学基金(2017MS0714);内蒙古高校一般研究项目(NJSY16139)。

摘　　要：在分析政策性农业保险参与主体间存在的不同类型博弈和决策行为的基础上,应用首位交易环算法设计农险竞争性承保不含报价竞标机制,该机制具有帕累托有效、个体理性及防策略等重要特性。在对农险合同当事人之间的信息分布做出适当假设的前提下,使用解析方法给出欺诈-反欺诈动态博弈下双方最优策略的封闭解,并使用蒙特卡洛仿真得到保险人的反欺诈理赔稽查优化策略。最后针对投保农户存在的不同程度虚假报赔行为对保险人最优决策的解析解进行了验证和部分完善。Based on the analysis of different types of games and decision-making behaviors among the participants in policy agricultural insurance market, top trading circles(TTC) algorithm is used to design a simplified mechanism for competitive agricultural insurance underwriting bidding without quotation, the mechanism has some very desirable properties: Pareto efficient, individually rational, and strategy proof.On the premise of making appropriate assumptions about the distribution of information between the parties to agricultural insurance contract, the closed form solutions of the optimal strategy of both parties in a dynamic game of fraud-anti-fraud is given by using the analytical method, and the optimization strategy of the insurers’ anti-fraud claims auditing is obtained by Monte Carlo simulation.Finally, the analytical solution of the optimal decisions of insurer is verified aim at different levels of insured farmers’ exaggerate magnitude of legitimate claims.

关 键 词：政策性农业保险 招投标 机制设计 反欺诈 仿真 

分 类 号：C931.1[经济管理—管理学]