住房反向抵押贷款保险市场博弈演化模型研究
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F840.67

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国家自然科学基金资助项目(71273032; 71873015);


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    摘要:

    针对目前我国住房反向抵押贷款保险市场"供需双冷"的问题,本文从供给需求角度入手,构建了住房反向抵押贷款保险市场主体博弈模型,运用演化博弈理论分析了老年人和保险公司策略选择的动态变化过程,研究了住房反向抵押贷款保险市场的演化路径,揭示了市场的演化规律.模型解析及数值算例结果表明:当保险公司开展住房反向抵押贷款保险业务的成本收入率处于0和1之间,同时老年人的效用比大于1时,市场具有(申请,开展),(不申请,不开展)两个演化稳定均衡;老年人或保险公司对住房反向抵押贷款保险的初始接受程度超过特定阈值是市场收敛至(申请,开展)均衡的必要条件;市场收敛至(申请,开展)的概率与博弈支付矩阵的结构和参数密切相关.本文的结论可以为政府提供决策支持,以制定合适的政策,引导并促进住房反向抵押贷款保险市场健康有序发展.

    Abstract:

    Considering the current problem of insufficient supply and demand in China's housing reverse mortgage insurance market, this paper constructs a game model based on the supply and demand theory; analyzes the dynamic strategy selection process of the old and the insurance companies by using evolutionary game methods. This paper also studies the evolution path and evolution rules of the housing reverse mortgage insurance market. The results from our analytic solutions and numerical examples show that the housing reverse mortgage insurance market has two evolutionary stable equilibria: (not applying, not engaging) and (applying, engaging) , when the cost income ratio of insurance companies is between 0 and 1 and the utility ratio of the old is larger than 1; the initial acceptance of either the old or the insurance companies toward housing reverse mortgage insurance exceeding a certain threshold is the necessary condition that the market will evolve to the (applying, engaging) equilibrium. The probability of the market evolving to the (applying, engaging) equilibrium has a close relationship with the structure and parameters of the payoff matrix. The conclusion presented in this paper can provide decision support for the government to formulate appropriate policies to guide and promote the healthy and orderly development of the housing reverse mortgage insurance market.

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董沛武,乔凯,程璐.住房反向抵押贷款保险市场博弈演化模型研究[J].管理科学学报,2019,22(2):52~62

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  • 在线发布日期: 2021-10-25
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