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研究生:張文武
研究生(外文):Wen-Wu Chang
論文名稱:保險業效率、承保週期及損失率之實證研究
指導教授:俞明德俞明德引用關係
指導教授(外文):Min-Teh Yu
學位類別:博士
校院名稱:國立中央大學
系所名稱:財務管理研究所
學門:商業及管理學門
學類:財務金融學類
論文種類:學術論文
論文出版年:1999
畢業學年度:87
語文別:中文
論文頁數:134
中文關鍵詞:市場開放X-效率解約失效率縱橫資料固定效果模型無分配方法承保週期損失率
外文關鍵詞:liberalizationX-efficiencylapse ratepanel datafixed-effect modeldistribution free approachunderwriting cycleloss rate
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我國保險市場自1987年開放美商保險公司在台灣設立分公司、1992年6月開放國人申請新設保險公司後,才打破長期壟斷的局面,邁向自由競爭之路。在保險市場管制逐漸解禁之下,日益高昇的競爭環境,使得保險監理主管機關漸漸地關注保險公司的經營績效。因為市場競爭固然會使金融消費者受益,但是也大大提高保險公司因經營管理不當而面臨失去清償能力或者有破產的可能性,所以保險公司的經營效率乃成為重要的探討課題。基此,本論文之研究目的乃是分別探討我國人壽保險業經營績效和產物保險業核保績效等相關議題,在人壽保險業方面,實證發現(1)人壽保險市場開放後,顯示壽險公司為能因應市場開放後的競爭環境,降低成本、提昇經營效率,以增加市場競爭力;(2)由於個人壽險解約失效過高,使得壽險公司經營成本上升,降低經營效率。在產物保險業方面,實證發現(1)汽車保險各險種有承保週期的現象,但是一般火災保險和貨物運輸保險則沒有承保週期﹔另外,實證支持我國產物保險費率釐訂方法(監理制度上因素)確實會影響保險費收入的變動,此實證結果與理性預期/制度性干預的假說一致;(2) Granger因果關係檢定顯示在解釋汽車責任險承保週期的現象時,經濟成長率和股市報酬率扮演重要的角色;(3)實證支持保險價格會反應產物保險公司失去清償能力風險的假說,其隱含我國產物保險市場存在著市場紀律的功能,同時實證支持再保險需求有降低核保風險的作用。
封面
論文提要
目錄
圖目錄
表目錄
第一章 序論
第一節 前言
第二節 各章資料的說明
第三節 縱橫資料的優點和估計方法
參考文獻
第二章 我國人壽保險市場開放前後效率之實驗研究
第一節 前言
第二節 文獻回顧
第三節 估計X-效率方法和計量模型
第四節 資料來源和變數定義
第五節 實證結果
第六節 結論
參考文獻
第三章 我國產物保險業承保週期之實證研究
第一節 前言
第二節 文獻和承保週期理論
第三節 選擇樣本險種和資料來源
第四節 研究方法
第五節 實證結果
第六節 結論
附錄
參考文獻
第四章 經濟變數對我國汽車保險承保週期的影響
第一節 前言
第二節 文獻回顧
第三節 選擇樣本險種和資料來源
第四節 研究方法
第五節 實證結果
第六節 結論
參考文獻
第五章 我國產物保險損失率決定因素之實證研究
第一節 前言
第二節 核保績效、保險價格和保險新市場概況
第三節 文獻回顧
第四節 實驗模證
第五節 選擇樣本險種和資料來源
第六節 實證結果
第七節 結論
參考文獻
第六章 結論
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