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[1]刘任河,郭光耀.“NCD”系统中保险双方的最优博弈[J].武汉工程大学学报,2008,(03):124-126.
　LIU Ren he,GUO Guan yao.The optimal game between the insurer and the insured in NCD systems[J].Journal of Wuhan Institute of Technology,2008,(03):124-126.
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“NCD”系统中保险双方的最优博弈
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《武汉工程大学学报》[ISSN:1674-2869/CN:42-1779/TQ]

卷:
期数:
2008年03期
页码:
124-126
栏目:
机电与信息工程
出版日期:
2008-03-31

文章信息/Info

Title:
The optimal game between the insurer and the insured in NCD systems
文章编号:
16742869(2008)03012403
作者:
刘任河; 郭光耀
武汉工程大学 理学院，湖北 武汉 430074
Author(s):
LIU Renhe;  GUO Guanyao
School of Science,Wuhan Institue of Technology, Wuhan 430074, China
关键词:
“NCD”系统; Markov决策过程; 临界损失值; 最优保费; 最优折扣
Keywords:
“NCD” systems;  Markov decision process;  threshold damage values;  optimal premium;  optimal discount values
分类号:
O 211.62
DOI:
-
文献标志码:
A
摘要:
在“NCD”系统中，利用Markov决策过程，获得了投保双方博弈行为的最优结果.对被保险人来说，确定了其最优临界损失值，对保险人来说，确定了最优保费与折扣值.
Abstract:
According to the Markov decision process,the optimal game behavior results between the insurer and the insured was obtained in NCD systems，i.e. for the insured,the optimal threshold damage values was decided,while for the insurer, its optimal premium and discount values was decided too.

参考文献/References:

［1］Lemaire J.A comparative analysis of most European and Japanese bonusmalus Systems［J］.Journal of Risk and Insurance, 1988,56:660681.
［2］Verrall R. No Claims Discount Systems(A2,Unit16)［M］.London and Edinburgh： Fundamentals of Actuarial Mathematics,Institute and Faculty of Actuaries,1995:316325.
［3］Goovaerts M, deVylder F, Haezendonck J.Insurance Premiums［M］. Netherlands：NorthHoll，1984:469472.
［4］De Pril N.Optimal claim decisions for a bonusmalus systems:a contiuous Approach［J］. Astin Bulletin,1979,10(2):215222.

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备注/Memo

备注/Memo:
收稿日期：20070327
作者简介：刘任河（1970）,湖南隆回人，硕士，讲师.
研究方向:风险分析与精算学.
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