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    Title: 汽車第三人責任險訊息不對稱問題之研究
    A study on the asymmetric information of automobile third-party liability insurance
    Authors: 魏青暉
    Contributors: 彭金隆
    汪琪玲

    魏青暉
    Keywords: 汽車第三人責任保險
    訊息不對稱
    Probit迴歸
    負二項迴歸
    Date: 2017
    Issue Date: 2017-06-01 09:51:37 (UTC+8)
    Abstract: 本研究採用國內某家產物保險公司的樣本,針對台灣汽車第三人責任保險上的訊息不對稱問題進行實證研究。除了探討市場上是否存在訊息不對稱問題,更重要的是,嘗試區分在不同通路銷售保單上,可能面臨的訊息不對稱問題的影響程度。本研究的內容在於:(1)以與保險公司本身關係親疏不同之通路,銷售汽車保險保單時,實證在保單上所可能面臨的訊息不對稱問題的影響程度。 (2)依循(Dionne et al., 2001)的兩階段估計法(Two-Stage Method),對訊息不對稱問題進行檢定。分別使用Probit迴歸與負二項迴歸建立實證模型,多重檢證訊息不對稱是否存在,確保研究結論的穩健性和可靠性。(3)我們成功辨識逆選擇或道德風險所形成訊息不對稱,在不同通路投保人群體中的顯著性有所不同,這個發現增益了過去國內有關人車風險分類,與費率釐訂等定性研究的結論。
    Reference: 一、中文文獻
    汪琪玲(2006),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,16(2),161-186。
    曾郁仁、蔡英哲、鄭安峰(2006),台灣車體損失保險不對稱訊息的實證研究,管理學報,23(2),227-240。
    二、英文文獻
    Akerloff, G. A. 1970. The Market for Lemons: Quality Uncertainty and the Market Mechanism. Quarterly Journal of Economics. 84: 488-500.
    Arrow, K. J. 1963. Uncertainty and the Welfare Economics of Medical Care. American Economic Review. 53: 941-969.
    Boyer, M., and Dionne, G. 1989. An Empirical Analysis of Moral Hazard and Experience Rating. Review of Economics and Statistics. 71: 128-134.
    Browne, M. J. 1992. Evidence of Adverse Selection in the Individual Health Insurance Market. The Journal of Risk and Insurance. 59: 13-33.
    Cardon, J. H., and Hendel, I. 2001. Asymmetric Information in Health Insurance: Evidence from the National Medical Expenditure Survey. Rand Journal of Economics. 32(3): 408-427.
    Cawley, J., and Philipson, T. J. 1999. An Empirical Examination of Information Barriers to Trade in Insurance. American Economic Review. 89(4): 827-846.
    Chiappori, P. A., and Salanié, B. 2000. Testing for Asymmetric Information in Insurance Markets. Journal of Political Economy. 108(1): 56–78.
    Crocker, K. J., and Snow, A. 1985. The Efficiency of Competitive Equilibria in Insurance Markets with Adverse Selection. Journal of Public Economics. 26: 207-219.
    Dahlby, B. 1983. Adverse Selection and Statistical Discrimination: An Analysis of Canadian Automobile Insurance Market. Journal of Public Economics. 20: 121-131.
    De Meza, D., and Webb, D. 2001. Advantageous Selection in Insurance Markets. Rand Journal of Economics. 32(2): 249-262.
    Dionne, G., Gouriéroux, C., and Vanasse, C. 2001. Testing for Evidence of Adverse Selection in the Automobile Insurance Market: A Comment. Journal of Political Economy. 109: 444–453.
    Dionne, G., and Gagne, R. 2002. Replacement Cost Endorsement and Opportunistic Fraud in Automobile Insurance. Journal of Risk and Insurance. 24(3):213-230.
    Eisenhauer, J. 2004. Risk Aversion and the Willingness to Pay for Insurance: A Cautionary Discussion of Adverse Selection. Risk Management and Insurance Review. 7(2): 165-175.
    Finkelstein, A., and McGarry, K. 2003. Private Information and Its Effect on Market Equilibrium: New Evidence from Long-Term Care Insurance. NBER. Worker Paper. no. 9957.
    Finkelstein, A., and Poterba, J. 2004. Adverse Selection in Insurance Markets: Policyholder Evidence from the U.K. Annuity Market. Journal of Political Economy. 112(1): 183-208.
    Kaplow, L. 1992. Income Tax Deductions for Losses as Insurance. American Economic Review. 82(4): 1013-1017.
    Li, C. S., Liu, C. C., and Yeh, J. J. 2007. The Incentive Effects of Increasing Per-Claim Deductible Contracts in Automobile Insurance. Journal of Risk and Insurance. 74(2): 441-459.
    Miyazaki, H. 1977. The Rate Race and Internal Labour Markets. Bell Journal of Economics. 8: 394-418.
    Puelz, R. and Snow, A. 1994. Evidence on Adverse Selection: Equilibrium Signaling and Cross Subsidization in the Insurance Market. Journal of Political Economy. 102: 236–57.
    Rothschild, M., and Stiglitz, J. E. 1976. Equilibrium in Competitive Insurance Market: The Economics of Markets with Imperfect Information. Quarterly Journal of Economics. 90: 629-650.
    Saito, K. 2006. Testing for Asymmetric Information in the Automobile Insurance Market under Rate Regulation. The Journal of Risk and Insurance. 73: 335-356.
    Shavell, S. 1979. On Moral Hazard and Insurance. Quarterly Journal of Economics. 93: 541-562.
    Spence, M. 1978. Product Differentiation and Performance in Insurance Markets. Journal of Public Economics.10: 427-447.
    Wang, J. L., Chung, C. F., and Tzeng, L. Y. 2008. An Empirical Analysis of the Effects of Increasing Deductibles on Moral Hazard. Journal of Risk and Insurance. 75 (3): 551-566.
    Wilson, C. 1977. A Model of Insurance Markets with Incomplete Information. Journal of Economic Theory. 16: 167-207.
    Description: 碩士
    國立政治大學
    經營管理碩士學程(EMBA)
    104932126
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0104932126
    Data Type: thesis
    Appears in Collections:[經營管理碩士學程EMBA] 學位論文

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