Study on the Insurance Fraud Game of Exaggerating the Loss based on Random Auditing Strategies
基于随机查勘策略的夸大损失索赔欺诈博弈分析

Based on the incomplete information dynamic game theory,an insurance fraud game model of exaggerating the loss on the basis of random auditing strategies is firstly established.Then,the answers for buyers and sellers to choose the optimal game strategy and to achieve the possible equilibrium are given,and the price of insurance policy that is making zero expected profit for the insurer is also educed.The research shows that the game model has a perfect Bayesian Nash equilibrium and the existing of moral hazard elevates the price of insurance policy. Finally,the solution of the insurance fraud game,which the loss amount of insurance object is discrete random variable,is demonstrated.