论文标题
在存在违约风险的情况下，保险合同的公平原则
Fairness principles for insurance contracts in the presence of default risk
论文作者
论文摘要
我们将合作游戏理论用于设计公平保险合同。保险合同需要指定要支付的保费，并可能参与公司的福利（或盈余）。它是由于分析结果是，当合同面临保险公司的默认风险时，前均衡的考虑需要一定参与合同中指定的公司的利益。代理商的公平利益参与似乎是游戏的结果，涉及违约可能性和使用模糊联盟所引起的残差风险。
We use the theory of cooperative games for the design of fair insurance contracts. An insurance contract needs to specify the premium to be paid and a possible participation in the benefit (or surplus) of the company. It results from the analysis that when a contract is exposed to the default risk of the insurance company, ex-ante equilibrium considerations require a certain participation in the benefit of the company to be specified in the contracts. The fair benefit participation of agents appears as an outcome of a game involving the residual risks induced by the default possibility and using fuzzy coalitions.
