臺灣博碩士論文加值系統

自2009年4月，我國汽車保險費率自由化，各家產險公司在經營與訂價之策略也因應調整。本論文針對車商保代通路之乙式車體保單，探討影響理賠之相關因素。本文資料來源為台灣某家產物保險公司，保單期間為2015年11月至2016年10月。採用Probit 迴歸模型分析。在全體樣本保單之分析，實證結果發現被保人年齡、理賠係數、車子引擎數、及車子廠牌等因素會顯著影響車體險理賠。
此外，針對理賠保單之分析，本文探討會影響保單到期時理賠的因素，本文首先觀察理賠保單是否在契約到期兩個月理賠，實證發現影響因素為有續保者、新車、及被保人之年齡有顯著正相關，但在觀察理賠保單是否在契約到期前一個月理賠者，僅有新車較為顯著正相關，其原因可能是通路與保險公司之業務配合，意味被保人與保險公司與銷售通路三者之間互相有著資訊不對等之中道德危險的問題存在。

In Taiwan automobile, liberalization was implemented in April 2009. Thus, the completion among various property insurance companies have become very severe. This study examines the risk factors of affecting the probability of incurring claim for vehicle insurance.
This study uses the data from one Taiwanese insurance company that insured the insured’s policy for type B loss insurance from November 2015 to October 2016. My results show that policyholder’s age, claim coefficient, exhaust size, and car brand are positively related to the probability of incurring a claim.
When we analyze the claim data, we first define the expiration date as the claim before the last two months; our results show that the renewals, new car, and the insured’s age are positively correlated with the probability of last two months’ claim. This might be a problem that the channel may be in line with the insurance company's business, so there are exists the asymmetric information problems between the insureds, the insurance company, and the channel.

摘要.......................................................................... i
英文摘要..................................................................... ii
誌謝........................................................................ iii
目錄......................................................................... iv
表目錄........................................................................ v
第一章 緒論................................................................... 1
第一節 研究背景 .............................................................. 1
第二節 研究動機 .............................................................. 4
第二章 文獻探討............................................................... 5
第三章 研究設計與方法......................................................... 5
第一節 資料來源 .............................................................. 9
第二節 相關變數定義 .......................................................... 9
第三節 計量模型 ............................................................. 11
第四章 實證結果.............................................................. 12
第一節 全體樣本 ............................................................. 12
第二節 理賠樣本 ............................................................. 14
第五章 結論.................................................................. 29
參考文獻..................................................................... 30

一、中文文獻
1.利菊秀、林志豪、劉純之， 2010， “風險分類與道德風險—汔車保險未限定駕駛人保單的損失評估”， 經濟論文， 38/4， 619-659.
2.彭盛昌、利菊秀、劉純之， 2014， "替代品還是互補品？汽車車體損失險與任意汽車第三人責任險的關係探究 任意汽車第三人責任險的關係探究，" 經濟論文 ， 42(24)，145–172.


二、英文文獻
1.Li， Chu-Shiu, Chwen-Chi Liu, and Sheng-Chang Peng, 2013, "Expiration Dates in Automobile Insurance Contracts: The Curious Case of Last Policy Month Claims in Taiwan, " The Geneva Risk and Insurance Review, 38(1):23-47.
2.Li， Chu-Shiu, Chwen-Chi Liu, and Sheng-Chang Peng, 2013, "Bundled Automobile Insurance Coverage and Accidents" Accident Analysis and Prevention, 50: 64– 72.
3.Li, Chu-Shiu, Chwen-Chi Liu, and Sheng-Chang Peng, 2016, “Deregulation， Pricing Strategies and Claim Behavior in Taiwan Automobile Insurance Market” , Emerging Markets Finance & Trade .
4.Shu-Hui Hsieh，Chun-Ting Liu and Larry Y. Tzen, 2014, "Insurance Marketing Channel as a ScreeningMechanism: Empirical Evidences from Taiwan Automobile Insurance Market", The Geneva Papers, 39, 90–103.
5.Huang and Kili Wang， Journal of Risk and Insurance, 2016, forthcoming.


三、網路資源
1.保險公開資訊觀測站
http://ins-info.ib.gov.tw/customer/announceinfo.aspx
2.保險事業發展中心
https://www.tii.org.tw/opencms/