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題名 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
作者 魏青暉
貢獻者 彭金隆<br>汪琪玲
魏青暉
關鍵詞 汽車第三人責任保險
訊息不對稱
Probit迴歸
負二項迴歸
日期 2017
上傳時間 1-Jun-2017 09:51:37 (UTC+8)
摘要 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。
參考文獻 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.
描述 碩士
國立政治大學
經營管理碩士學程(EMBA)
104932126
資料來源 http://thesis.lib.nccu.edu.tw/record/#G0104932126
資料類型 thesis
dc.contributor.advisor 彭金隆<br>汪琪玲zh_TW
dc.contributor.author (Authors) 魏青暉zh_TW
dc.creator (作者) 魏青暉zh_TW
dc.date (日期) 2017en_US
dc.date.accessioned 1-Jun-2017 09:51:37 (UTC+8)-
dc.date.available 1-Jun-2017 09:51:37 (UTC+8)-
dc.date.issued (上傳時間) 1-Jun-2017 09:51:37 (UTC+8)-
dc.identifier (Other Identifiers) G0104932126en_US
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/110136-
dc.description (描述) 碩士zh_TW
dc.description (描述) 國立政治大學zh_TW
dc.description (描述) 經營管理碩士學程(EMBA)zh_TW
dc.description (描述) 104932126zh_TW
dc.description.abstract (摘要) 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。zh_TW
dc.description.tableofcontents 第一章 緒論 1
第一節 研究背景 1
第二節 研究動機與目的 3
第三節 研究架構 4
第二章 文獻回顧 7
第一節 訊息不對稱的理論文獻 7
第二節 訊息不對稱的實證文獻 9
第三章 研究方法 12
第一節 研究假說 12
第二節 實證模型 13
第四章 資料來源與統計分析 17
第一節 資料來源與建構 17
第二節 變數說明與敘述統計 19
第五章 實證結果分析 25
第一節 以出險機率定義風險的實證結果 25
第二節 以出險頻率定義風險的實證結果 32
第三節 以出險機率定義風險的實證結果(子樣本) 38
第四節 以出險頻率定義風險的實證結果(子樣本) 51
第六章 結論 64
參考文獻 67		zh_TW
dc.format.extent 1296633 bytes-
dc.format.mimetype application/pdf-
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#G0104932126en_US
dc.subject (關鍵詞) 汽車第三人責任保險zh_TW
dc.subject (關鍵詞) 訊息不對稱zh_TW
dc.subject (關鍵詞) Probit迴歸zh_TW
dc.subject (關鍵詞) 負二項迴歸zh_TW
dc.title (題名) 汽車第三人責任險訊息不對稱問題之研究zh_TW
dc.title (題名) A study on the asymmetric information of automobile third-party liability insuranceen_US
dc.type (資料類型) thesisen_US
dc.relation.reference (參考文獻) 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.		zh_TW