基于保险交易的静态最优区块链模型研究  

Research on Static Optimal Blockchain Model Based on Insurance Transactions

作　　者：王丽珍[1] 张简荻 王维[1] WANG Li-zhen;ZHANG Jian-di;WANG Wei(School of Insurance,Central University of Finance and Economics,Beijing 100081,China)

机构地区：[1]中央财经大学保险学院,北京100081

出　　处：《中国管理科学》2022年第8期44-56,共13页Chinese Journal of Management Science

基　　金：国家社会科学基金资助项目(19CJL033);中央财经大学科教融合研究生学术新星孵化计划资助项目(202116)。

摘　　要：保险业的经营特征与区块链技术存在天然契合性,本文通过分析基于区块链技术的保险交易流程,构建了基于保险交易的静态最优区块链模型,得到了保单区块存储员的最优区块存储能力、区块存储成本以及限制区块链违约分叉的约束条件。进一步以我国车险市场的经营数据为例进行数值模拟,得到区块规模、平均记录时间、平均交易费用等指标的最优结果。通过比较静态分析发现,保险交易数量、保单区块存储员人数、区块存储时间等增加以及风险损失率的降低均会导致区块规模增加以及保险交易记录时间和保险交易费用的减少,而外部冲击的增加会导致区块规模的增加以及保险交易记录时间减少,但对保险交易费用的影响取决于因外部冲击增加而产生的交费激励增加和区块规模受限而导致的交费激励减少之间的平衡。基于研究结果,本文在保险科技协同、区块链系统设计和具体场景实践等方面提出了政策建议,同时也指出了一些有待解决的现实问题。Considering that the integration of blockchain technology and social economy is an irresistible trend, the insurance industry is identified as an important application because of the natural fit of its characteristics and blockchain technology. The insurance transaction process is analyzed based on blockchain technology and constructs a static optimal blockchain model based on the insurance transactions. The following conclusions can be drawn: First, a qualitative analysis shows that the key to applying blockchain technology to insurance is to build an insurance blockchain, that is, to record insurance transactions in the ledger according to certain rules. The follow-up procedures such as reinsurance, surrender, and claim can be automatically realized by updating the digital identity of the subject and object of insurance in the blockchain system with the help of big data system. Second, in the insurance blockchain system, the optimal mining capacity and mining costs can be derived by maximizing the net surplus of honest miners. Concurrently, by calculating the maximum default benefit of the policyholders and insurers, and the optimal mining capacity of the dishonest miners, constraint conditions limiting the bifurcations of blockchain default can be obtained, and the static optimal blockchain model based on insurance transactions can be constructed. Third, the numerical simulation is based on China’s auto insurance business data and interviews from experts. In the benchmark parameter setting, the optimal results of blocksize, average recording time, average transaction fees, and other indicators can be obtained. Meanwhile, the comparative static analysis shows that an increase in the number of insurance transactions, the number of policy block depositors, and the block storage time, as well as a decrease in the risk loss rate, will lead to an increase in the blocksize and a decrease in the insurance transaction recording time and insurance transaction fees, while an increase in external shocks will lead to an

关 键 词：保险交易 区块链技术 保单区块存储员 区块规模 

分 类 号：F840[经济管理—保险]