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研究生: 沈育甄
Yu-Chen Shen
論文名稱: 保修詐欺問題 之擴展形式與重複賽局分析
Extensive-form and Repeated Games for Analyzing Service Agent Warranty Fraud
指導教授: 林希偉
Shi-Woei Lin
口試委員: 陳威志
Wei-Chih Chen
曹譽鐘
Yu-Chung Tsao
林希偉
Shi-Woei Lin
學位類別: 碩士
Master
系所名稱: 管理學院 - 工業管理系
Department of Industrial Management
論文出版年: 2020
畢業學年度: 108
語文別: 英文
論文頁數: 52
中文關鍵詞: 保修詐欺賽局理論重複賽局保修供應商服務代理商
外文關鍵詞: Warranty Fraud, Game Theory, Repeated Game, Service Agents, Warranty providers
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  • 保固維修是服務重要的一環,它可以展現公司對產品負責任的態度及承諾,保固維修也是消費者在消費過程中的重要指標。然而,當廠商將此服務委託外包給服務代理商時,由於資訊不對稱,保修供應商不清楚產品損壞的情況,因此容易產生服務代理商高報成本等的保修詐欺問題。 本研究使用賽局理論建立服務代理商和保修供應商互動的數學模型。在此數學模型中,保修供應商為了避免服務代理商謊報,會制定審查率及罰款比例。由於服務代理商的目的是將收益最大化,而保修供應商必須將成本最小化,在這兩個前提下,本研究需找出均衡解,以減少詐欺問題。本研究建立兩個模型,第一個模型使用擴展形式賽局(extensive-form game)建模求解,並使用數值範例探討懲罰率不同對均衡解的影響;第二個模型使用重複賽局理論,建立一個可以將服務代理商的累犯行為納入考量的審查機制,並加入誠實的服務代理商,以討論當誠實代理商存在時,均衡解會如何改變,以確保模型更能貼近實際情況。研究結果之均衡解可以提供保修供應商當做未來建立保固合約的依據參考,也能協助供應商評估未來保修服務的預算,以及建立更完善的審查機制。


    Warranty is an important part of service. It can be used to demonstrate a company's commitment to its products, and is also considered an important indicator for consumers in making purchase decisions. However, when a manufacturer outsources the warranty service to external service agents, service agents may conduct warranty frauds such as adding cost elements to existing service claims due to information asymmetry between warranty providers and service agents. This study uses game theory to build a mathematical model for formulating the interaction between service agents and warranty providers. In order to reduce the number of service frauds, the warranty provider need to set a rate of claim validation and a rate of penalty. An equilibrium involving these key decision variables can then be derived under the conditions that the service agent tries maximizing its profit and the warranty provider tries minimizing its cost. Two different models were developed in this study. The first model uses extensive-form game to formulate the problem and solve for the equilibrium, and uses numerical examples to discuss the impact of penalty rates on equilibrium. The second model uses repeated-game formulation to take the service-agent's reputation into consideration. In the repeated-game model, we also discuss how the equilibrium solution will change when honest agents exist. Research results of this study can provide some guidelines for the warranty provider to design new warranty contracts in the future. They can also help the warranty provider to develop a more comprehensive validation mechanism under budget constraints.

    摘要 ............................................................... i ABSTRACT .......................................................... ii 誌謝 ............................................................. iii TABLE OF CONTENTS ................................................. iv LIST OF FIGURES ................................................... vi LIST OF TABLES ................................................... vii CHAPTER 1 INTRODUCTION ............................................. 1 CHAPTER 2 LITERATURE REVIEW ........................................ 4 2.1 Game theory and warranty fraud problem ..........................6 2.2 Tax avoidance problem .......................................... 8 CHAPTER 3 SINGLE PERIOD GAME THEORETIC MODEL ...................... 12 3.1 The model...................................................... 12 3.1.1 Symbols of the model ........................................ 12 3.1.2 The expected revenue of the players ..........................14 3.1.3 The differential of equations ............................... 15 3.2 The constructive approach to equilibrium....................... 18 3.3 Numerical Example ............................................. 20 CHAPTER 4 REPEATED GAME THEORETIC MODEL ........................... 24 4.1 The model...................................................... 24 4.1.1 Game formulation ............................................ 24 4.2 The Optimal Strategy .......................................... 26 4.3 Extension Model – some agents may be honest.................... 29 4.4 Comparative Analysis of the models ............................ 31 4.5 Numerical Example ............................................. 33 CHAPTER 5 CONCLUSIONS.............................................. 38 5.1 Conclusions ................................................... 38 5.2 Limitation and Future Research ................................ 39 REFERENCES ........................................................ 40

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