跳到主要內容

臺灣博碩士論文加值系統

(44.222.104.206) 您好!臺灣時間:2024/05/23 16:45
字體大小: 字級放大   字級縮小   預設字形  
回查詢結果 :::

詳目顯示

: 
twitterline
研究生:李承宗
研究生(外文):Cheng Zong Li
論文名稱:再探台灣車體損失險的訊息不對稱與動機效果
論文名稱(外文):A Revisit to the Asymmetric Information and Incentive Effect Problem of Auto Insurance in Taiwan
指導教授:詹芳書詹芳書引用關係
指導教授(外文):Chan, Fang-Shu
學位類別:碩士
校院名稱:東吳大學
系所名稱:財務工程與精算數學系
學門:數學及統計學門
學類:數學學類
論文種類:學術論文
論文出版年:2012
畢業學年度:100
語文別:中文
論文頁數:29
中文關鍵詞:車體損失險訊息不對稱逆選擇道德危險動機效果
外文關鍵詞:automobile comprehensive insuranceasymmetric informationadverse selectionmoral hazardincentive effects
相關次數:
  • 被引用被引用:0
  • 點閱點閱:386
  • 評分評分:
  • 下載下載:28
  • 收藏至我的研究室書目清單書目收藏:0
本研究以2005至2007年台灣車體損失險資料分析(1)被保險人於續保時是否存有調高保障之逆選擇情形,(2)調高保障之行為是否誘發道德危險的動機效果。自追蹤連續兩年皆投保的保單資料發現,初次投保低保障保單之被保險人於續保年度是否提高保障與其前一年度之損失機率與損失幅度有顯著的正相關。以續保年度之被保險人、車背景、續保時提高保障的虛擬變數以及續保後未來一年平均油價解釋道德危險的動機效果發現在初投保低保障的保單,續保時提高保障將誘發出險的動機。以切齊理賠金額之資料分析初投保高保障之保單顯示續保時提高保障之負面動機效果僅體現於損失機率而非損失金額。我們的研究結果與汪琪玲(2006b)及Li , Liu與Yeh (2007)發現調整自負額或保障範圍時將誘發道德危險下的負面動機效果並非完全一致。
The research, based on the private data of auto comprehensive insurance in Taiwan from 2005 to 2007, analyzes (1) if the adverse selection where the policyholders switch to high coverage contracts on insurance renewal exists, and (2) if the act of switching to high coverage contracts induces incentive effects of moral hazard. According to the policy data in which the policyholders buy insurance for two consecutive years, this study finds that there’s significant correlation between whether the policyholders initially buying lower coverage contracts switch to higher coverage contracts in the renewal year and the loss probability plus loss severity in the previous year. Also, the samples initially buying higher coverage contracts indicate that high-risk policyholders tend to buy higher coverage contracts or maintain the original coverage in the renewal year. Based on the backgrounds of the policyholders and their vehicles in the renewal year, the probability of buying higher coverage contracts and the average oil price in the year after the renewal to explain the incentive effects of moral hazard, it’s found that when the policyholders with high coverage contracts buy even higher coverage contracts on renewal, the incentives of compensation aren’t induced. What this research finds isn’t entirely consistent with that of Wang (2006b) and Li, Liu and Yeh (2007), who conclude that when policyholders readjust the deductible or the insurance coverage, negative incentive effects of moral hazard would be induced.
壹、研究背景與目的 3
貳、資料選取與變數定義 3
參、實證模型與研究方法 3
肆、實證結果 3
一、續保前一年度之風險衡量 3
二、 風險與續保行為 3
三、 續保行為與道德危險 3
伍、結論與未來研究建議 3
參考文獻 3
相關圖表 3
表1 依續保行為區分之子樣本數 3
表2 資料處理範例 3
表3 變數定義與說明 3
表4 續保前一年度保單之基本統計量 3
表5 續保前一年度有出險保單之基本統計量 3
表6 續保後一年度保單之基本統計量 3
表7 續保後一年度有出險保單之基本統計量 3
表8 續保前一年度之損失機率估計結果 3
表9 續保前一年度之損失金額估計結果 3
表10 續保時提高保障之機率估計結果 3
表11 續保年度之損失機率估計結果 3
表12 續保年度之損失金額估計結果 3
表13 續保年度之損失機率估計結果_切齊保障範圍 3
表14 續保年度之損失金額估計果_切齊保障範圍 3
Abbring, Jaap H., Pierre A. Chiappori, James J. Heckman and Jean Pinquet (2002), “Testing for Moral Hazard on Dynamic Data,” working paper, available on: http://nanna.u-cergy.fr/IMG/2002-24Pinquet.pdf
Arnott, Richard J. and Joseph E. Stiglitz (1988), “Randomization with Asymmetric Information,” Rand Journal of Economics, 19 (3), 344-362.
Cawley, John and Tomas J. Philipson (1999), “An Empirical Examination of Information Barriers to Trade in Insurance,” American Economic Review, 89 (4), 827-846.
Chiappori, Pierre A and Bernard Salanie (2000), “Testing for Asymmetric Information in Insurance Markets”, Journal of Political Economy, 108 (1), 56-78.
56-78.
Cho, In K. and David M. Kreps (1987), “Signalling Games and Stable Equilibria,” The Quarterly Journal of Economics, 102 (2), 179-221.
Crocker, Keith J. and John R. Moran (2002), “Contracting with Limited Commitment: Evidence from Employment Based Life Insurance Contracts,” Working Paper No. 45, Center for Policy Research.
Dionne, Georges (1983), “Adverse Selection and Repeated Insurance Contracts,” Geneva Papers on Risk and Insurance, 8 (1), 316-33.
----, ----, Christian S. Gourieroux, and Charles Vanasse (2001), “Testing for Evidence of Adverse Selection in The Automobile Insurance Market: A Comment,” Journal of Political Economy, 109 (2), 444-453.
----, ---- and Neil Doherty (1994), “Adverse Selection, Commitment and Renegociation: Extension to and Evidence from Insurance Market”, Journal of Political Economy, 102 (2), 209-235.
----, ---- and Robert M. Gagne (2002), “Replacement Cost Endorsement and Opportunistic Fraud in Automobile Insurance,” Journal of Risk and Uncertainty, 24 (3), 213-230.
----, ----, Pierre C. Michaud, and Maki Dahchour (2006), “Separating Moral Hazard from Adverse Selection and Learning in Automobile Insurance: Longitudinal Evidence from France,” working paper, available on: https://www.cirrelt.ca/DocumentsTravail/CIRRELT-2010-40.pdf
Heldel, Igal and Alessandro Lizzeri (2003), “The Role of Commitment in Dynamic Contracts: Evidence from Life Insurance,” Quarterly Journal of Economics, 13 (2), 324-340.
Hellwig, Martin F. (1988), “A Note on The Specification of Interfirm Communication in Insurance Markets with Adverse Selection,” Journal of Economic Theory, 46 (1), 154-163.
Holmstrom, Bengt (1982), “Moral Hazard in Teams,” The Rand Journal of Economics, 13 (2), 324-340.
Hoy, Michael (1989), “The Value of Screening Mechanisms under Alternative Insurance Possibilities,” Journal of Public Economics, 39 (2), 177-206.
Li, Chu S., Chwen C. Liu, and Jason J. Yeh (2007), “The Incentive Effects of Increasing Per-claim Deductible Contracts in Automobile Insurance,” Journal of Risk and Insurance, 74 (2), 441-559.
Mookerjee, Dilip and Ivan Png (1989), “Optimal Auditing, Insurance and Redistribution,” Quarterly Journal of Economics, 104 (2), 399-415.
Radner, Roy (1981), “Monitoring Cooperative Agreements in a Repeated Principal-Agent Relationship,” Econometrica 49 (5), 1127-1148.
Riley, John G. (1979), “Non-Cooperative Equilibrium and Markets Signaling,” American Economic Review, 69 (2), 303-307.
Rothschild, Michael and Joseph E. Stiglitz 1(1976), “Equilibrium in Competitive Insurance Markets: An essay on the economics of imperfect information,” Quarterly Journal of Economics, 90 (4),629-649.
Rubinstein, Amnon and Menahem Yarri (1983), “Repeated Insurance Contracts and Moral Hazard,” Journal of Economic Theory, 30 (1), 74-97.
Shavell, Steven (1979), “On Moral Hazard and Insurance,” Quarterly Journal of Economics, 93 (4), 541-562.
Puelz, Robert and Art Snow (1994), “Evidence on Adverse Selection: Equilibrium Signaling and Cross-Subsidization in The Insurance Market,” Journal of Political Economy, 102 (2), 236-257
汪琪玲 (2006a),「台灣車體損失險契約中存在之訊息不對稱問題」,台大管理論叢,第16卷,第2期,頁161-186。
汪琪玲 (2006b),「台灣車體損失險上的動機效果」,台大管理論叢,第17卷,第1期,頁31-58。
曾郁仁 (2006),「台灣車體損失保險不對稱訊息的實證研究」,管理學報,第23卷,第2期,頁227-240。
QRCODE
 
 
 
 
 
                                                                                                                                                                                                                                                                                                                                                                                                               
第一頁 上一頁 下一頁 最後一頁 top