基于合作博弈的保险公司合作利益分配研究

针对合作联盟获得收益的分配问题,对几个保险公司之间相互合作的情况进行研究。先对单个保险公司收益的Markov链进行研究,给出转移矩阵,并确定稳定情况下保险公司各个层次的人数,从而确定保险公司的收益。然后对保险公司之间结成联盟后的收益进行计算,运用合作博弈理论的Shapley值法对联盟收益进行分配。

Research on Method for Sharing Benefit from Joint Insurance Company Based on Cooperative Game

This paper studies the benefit distribution which is created by alliance, the alliance is made up of several insurance companies. Accordong to Markov chain, we make a study of the revenue of a single company, then, giving the transfer matrix, and make sure the number of people at all levels, so, we can work out the income of the in- surance company. In the end, we figure the income of the alliance made up of several insurance companies, using the Shapley value of cooperative game theory method to assign the alliance benefits.