基于排队论的动态最优保险区块链决策研究  

Research on dynamic optimal insurance blockchain decisions based on the queuing theory

作　　者：王丽珍[1] 张简荻 WANG Lizhen;ZHANG Jiandi(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：《管理工程学报》2024年第3期172-185,共14页Journal of Industrial Engineering and Engineering Management

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

摘　　要：保险业的经营原则与区块链的共识特征存在基因相似性。本文引入“批排队”理论构建了动态最优保险区块链模型,较好地刻画了按照“先到先服务”原则将包含众多保险交易的区块追加到整个区块链的过程,该模型可以通过最大化保险区块链系统主体效用得到最优的保险交易费率。以中国车险市场2020年的实际经营数据为例进行数值模拟表明,不同参数的变化对保险交易双方效用的影响取决于交易记录延迟时间与交易费率之间的权衡,而对保单区块存储员效用的影响取决于区块存储收益与区块存储成本之间的权衡。相关数据为区块链技术在保险市场中降低经营成本、提高经营效率、释放劳动力等提供了理论支持。With the digital economy transformation based on the Internet as a platform for the digital economy based on blockchain,blockchain technology is profoundly changing the global economic development model and the industry’s future shape.At this stage,blockchain technology has become an important support for modernizing the national governance system and governance capacity.The“law of large numbers”of insurance and blockchain’s“collective consensus”are genetically similar.The nature of liability management in the insurance industry determines that trust is its foundation,whereas the nature of the trustworthiness of blockchain technology determines that the insurance industry is an important application area.Presently,the insurance industry is developing rapidly,especially in the social context of COVID-19,and health insurance is showing high growth.However,as is well known,moral hazard,adverse selection,and insurance fraud have been persistent issues plaguing the healthy development of the insurance industry,and the root of these issues lies in information asymmetry;that is,it is challenging to achieve absolute trust under the condition of incomplete information.Blockchain technology,which carries a trust gene by nature,can precisely eliminate this pain point.Along with the change in the insurance industry and the improvement in insurance demand,the introduction of blockchain technology will help the insurance industry achieve leapfrog development in the new era.The exploration of blockchain technology in the insurance field started late,and most of the research on insurance blockchain remains at the qualitative level of prospect analysis and mechanism design.The deep-level integration research on quantitative evaluation and underlying technology development of insurance blockchain is in a blank state.This study design’s an insurance transaction mechanism based on blockchain technology,uses the queuing theory to analyze the decisions of policyholders,insurance companies,and policy block depositors,and

关 键 词：保险交易 区块链 排队论 交易费率 保单区块存储人 

分 类 号：F840[经济管理—保险]