考虑多方防灾努力的保险合同及优化策略：以古建筑群火灾为背景

项目名称： 考虑多方防灾努力的保险合同及优化策略：以古建筑群火灾为背景

项目编号： No.71471168

项目类型： 面上项目

立项/批准年度： 2015

项目学科： 管理科学

项目作者： 刘天卓

作者单位： 中国科学技术大学

项目金额： 61万元

中文摘要： 在传统的古建筑群火灾保险研究中，火灾保险合同不能有效地激发投保人、保险公司和政府的防灾努力。围绕这个缺陷，本项目提出一种新的古建筑群火灾保险合同。首先，投保人可以根据自身的防灾环境选择恰当的保险合同，明确相应的防灾努力；其次，保险公司在了解投保人非理性风险偏好行为的前提下设计保险合同，既优化自身利润又刺激投保人主动采取防灾努力；最后，政府基于投保人和保险公司的防灾努力优化自身的防灾措施。本项目有如下创新之处：为准确地刻画投保人的购买决策，本项目引入投保人的非理性风险偏好行为；合同设计借鉴制造领域中基于绩效的合同模式，激发投保人的防灾努力；在研究中大量应用博弈理论，分别构建了投保人之间的Nash博弈、投保人与保险公司的Stackelberg博弈和投保人与政府的Hotelling博弈。本项目的成果旨在利用商业保险模式，激发各方的防灾努力，最大程度地降低古建筑群火灾带来的负面影响。

中文关键词： 风险管理；优化模型；保险合同；防灾努力

英文摘要： The traditional researches of fire insurance of ancient buildings fail to effectively spur prevention efforts from applicants, the insurance company and the government. Aiming at this insufficient, our project proposes an innovative fire insurance of ancient buildings. Firstly, applicants choose appropriate insurance contracts according to their own environments, then clear corresponding prevention efforts; Secondly, on the basis of understanding applicants' irrational risk preference behavior, the insurance company designs insurance contracts which can both optimize his profit and spur applicants to adopt prevention efforts positively; Lastly, on account of applicants' and the insurance company's prevention efforts, the government optimizes his own prevention efforts to maximize the whole society's welfare. The innovations of this project are the following points: we introduce applicants' irrational risk preference behavior to accurately portray their purchasing decisions; for contract designing, by refering the theory of performance-based contract which has been widely used in the field of manufacturing, it spurs applicants' prevention efforts ; we apply game theory in our model methodology, including the Nash game between different applicants, the Stackelberg game between applicants and the insurance company and the Hotelling game between applicants and the government. By taking advantages of commercial fire insurance, our project aims to spur prevention efforts from all parties , therefore, to minimize the negative impact from fire disaster of ancient buildings.

英文关键词： Risk Management;Optimization Modelling;Insurance Contract;Disaster Preventing Effort