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題名 易於引起大流行或流行之疾病對保險需求之影響：以動態追蹤資料方法分析
The Effect of Pandemic and Epidemic-Prone Diseases on Insurance Demand: A Dynamic Panel Data Approach作者 李浩賢
Lee, Ho-Yin貢獻者 曾毓英
Tzeng, Yu-Ying
李浩賢
Lee, Ho-Yin關鍵詞 全球大流行
保險需求
動態追蹤資料模型
中斷時間序列分析
保險搶購行為
Pandemic
Insurance demand
Dynamic panel data model
Controlled interrupted time series analysis
Panic buying of insurance日期 2024 上傳時間 2-May-2024 10:33:58 (UTC+8) 參考文獻 Alin, A. (2010). Multicollinearity. Wiley Interdisciplinary Reviews: Computational Statistics, 2(3), 370-374. https://doi.org/10.1002/wics.84 Ansley, C. F., & Newbold, P. (1980). Finite sample properties of estimators for autoregressive moving average models. Journal of Econometrics, 13(2), 159–183. https://doi.org/10.1016/0304-4076(80)90013-5 Arellano, M., & Bond, S. (1991). Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations. The Review of Economic Studies, 58(2), 277–297. https://doi.org/10.2307/2297968 Baltagi, B. H. (2008). Econometric Analysis of Panel Data (3rd ed.). John Wiley & Sons Inc. https://library.wbi.ac.id/repository/27.pdf Beck, T., & Webb, I. (2003). Economic, Demographic, and Institutional Determinants of Life Insurance Consumption across Countries. The World Bank Economic Review, 17(1), 51–88. http://www.jstor.org/stable/3990045 Belsley, D. A., Kuh, E., & Welsch, R. E. (1980). Regression Diagnostics: Identifying Influential Data and Sources of Collinearity. John Wiley & Sons Inc. https://doi.org/10.1002/0471725153 Bernal, J. L., Cummins, S., & Gasparrini, A. (2018). The use of controls in interrupted time series studies of public health interventions. International journal of epidemiology, 47(6), 2082–2093. https://doi.org/10.1093/ije/dyy135 Blundell, R., & Bond, S. (1998). Initial conditions and moment restrictions in dynamic panel data models. Journal of Econometrics, 87(1), 115–143. https://doi.org/10.1016/S0304-4076(98)00009-8 Bottomley, C., Scott, J. & Isham, V. (2019). Analysing Interrupted Time Series with a Control. Epidemiologic Methods, 8(1), Article 20180010. https://doi.org/10.1515/em-2018-0010 Box, G. E. P., Jenkins, G. M., & Reinsel G. C. (2008). Time Series Analysis: Forecasting and Control (4th ed.). John Wiley & Sons, Inc. https://doi.org/10.1002/9781118619193 Brockwell, P. J. & Davis, R. A. (1991). Time Series: Theory and Methods (2nd ed.). Springer. https://doi.org/10.1007/978-1-4419-0320-4 Browne, M. J., Chung, J., & Frees, E. W. (2000). International Property-Liability Insurance Consumption. The Journal of Risk and Insurance, 67(1), 73–90. https://doi.org/10.2307/253677 Carson, J. M., Chen, P.-H., & Outreville, J. F. (2021). Foreign Direct Investment and the Supply of Life Insurance in Emerging Countries. Journal of Insurance Issues, 44(1), 38–64. https://www.jstor.org/stable/27000407 Cryer, J. D., & Chan, K. S. (2008). Time Series Analysis with Applications in R (2nd ed.). Springer. http://dx.doi.org/10.1007/978-0-387-75959-3 Davidson, J. E. H. (1981). Problems with the estimation of moving average processes. Journal of Econometrics, 16(3), 295–310. https://doi.org/10.1016/0304-4076(81)90032-4 Dickey, D. A., Hasza, D. P., & Fuller, W. A. (1984). Testing for Unit Roots in Seasonal Time Series. Journal of the American Statistical Association, 79(386), 355–367. https://doi.org/10.2307/2288276 Doshi, P. (2011). The elusive definition of pandemic influenza. Bulletin of the World Health Organization, 89(7), 532–538. https://doi.org/10.2471/BLT.11.086173 Dragotă, I. M., Cepoi, C. O., & Ştefan, L. (2023). Threshold effect for the life insurance industry: evidence from OECD countries. The Geneva Papers on Risk and Insurance - Issues and Practice, 48, 799–820. https://doi.org/10.1057/s41288-022-00272-8 Hamilton, J. D. (1994). Time Series Analysis. Princeton University Press. https://doi.org/10.2307/j.ctv14jx6sm Helfenstein, U. (1991). The Use of Transfer Function Models, Intervention Analysis and Related Time Series Methods in Epidemiology. International journal of epidemiology, 20(3), 808–815. https://doi.org/10.1093/ije/20.3.808 Hou, H., & Cheng, S.-Y. (2017). The dynamic effects of banking, life insurance, and stock markets on economic growth. Japan and the World Economy, 41, 87–98. https://doi.org/10.1016/j.japwor.2017.02.001 Iamsiraroj, S., & Ulubaşoğlu, M. A. (2015). Foreign direct investment and economic growth: A real relationship or wishful thinking? Economic Modelling, 51, 200–213. https://doi.org/10.1016/j.econmod.2015.08.009 Kang, J. H., Jang, Y. Y., Kim, J. H., Han, S.-H., Lee, K. R., Kim, M. K & Eom, J. S. (2020). South Korea's responses to stop the COVID-19 pandemic. American Journal of Infection Control, 48(9), 1080–1086. https://doi.org/10.1016/j.ajic.2020.06.003 Karadima, M., & Louri, H. (2021). Economic policy uncertainty and non-performing loans: The moderating role of bank concentration. Finance Research Letters, 38, Article 101458. https://doi.org/10.1016/j.frl.2020.101458 Kumar, N. N., & Sailaja, P. (2022). Compulsive panic buying of insurance in pandemic. International Journal of Health Sciences, 6(S1), 4886–4904. https://doi.org/10.53730/ijhs.v6nS1.5942 Ljung, G. M., & Box, G. E. P. (1978). On a measure of lack of fit in time series models. Biometrika, 65(2), 297–303. https://doi.org/10.2307/2335207 Mathieu, E., Ritchie, H., Rodés-Guirao, L., Appel, C., Gavrilov, D., Giattino, C., Hasell, J., Macdonald, B., Dattani, S., Beltekian, D., Ortiz-Ospina, E., & Roser, M. (2020). Coronavirus Pandemic (COVID-19). OurWorld in Data. Retrieve from https://ourworldindata.org/coronavirus Nebolsina, E. (2021). The impact of the Covid-19 pandemic on the business interruption insurance demand in the United States. Heliyon, 7(11), Article E08357. https://doi.org/10.1016/j.heliyon.2021.e08357 Outreville, J. F. (2021). Insurance and foreign direct investment: a review (or lack) of evidence. The Geneva Papers on Risk and Insurance - Issues and Practice, 46, 236–247. https://doi.org/10.1057/s41288-021-00218-6 Pesaran, M. H. (2004). General diagnostic tests for cross-sectional dependence in panels. Empirical Economics, 60, 13–50. https://doi.org/10.1007/s00181-020-01875-7 Przybytniowski, J. W., Borkowski, S., Pawlik, A., & Garasyim, P. (2022). The Risk of the COVID-19 Pandemic and Its Influence on the Business Insurance Market in the Medium- and Long-Term Horizon. Risks, 10(5), Article 100. https://doi.org/10.3390/risks10050100 Qian, X. (2021). The impact of COVID-19 pandemic on insurance demand: the case of China. The European Journal of Health Economics, 22, 1017–1024. https://doi.org/10.1007/s10198-021-01344-7 Rawlings, J. O., Pantula, S. G., & Dickey, D. A. (1998). Applied Regression Analysis: A Research Tool (2nd ed.). Springer. https://doi.org/10.1007/b98890 Sawadogo, R., Guérineau, S., & Ouedraogo, M. I. (2018). Foreign direct investment and insurance in developing countries: Beyond the income effect. Revue D’économie Du Développement, 26(4), 69–97. https://doi.org/10.3917/edd.324.0069 Schaffer, A. L., Dobbins, T. A., & Pearson, S.-A. (2021). Interrupted time series analysis using autoregressive integrated moving average (ARIMA) models: a guide for evaluating large-scale health interventions. BMC Medical Research Methodology, 21, Article 58. https://doi.org/10.1186/s12874-021-01235-8 Schwert, G. W. (1989). Tests for Unit Roots: A Monte Carlo Investigation. Journal of Business & Economic Statistics, 7(2), 147–159. https://doi.org/10.2307/1391432 Segodi, M. P., & Sibindi, A. B. (2022). Determinants of Life Insurance Demand: Empirical Evidence from BRICS Countries. Risks, 10(4), Article 73. https://doi.org/10.3390/risks10040073 Sen, S., & Madheswaran, S. (2013). Regional determinants of life insurance consumption: evidence from selected Asian economies. Asian-Pacific Economic Literature, 27(2), 86–103. https://doi.org/10.1111/apel.12024 Torres Munguía, J. A., Badarau, F. C., Díaz Pavez, L. R., Martínez-Zarzoso, I., & Wacker, K. M. (2022). A global dataset of pandemic- and epidemic-prone disease outbreaks. Scientific Data, 9, Article 683. https://doi.org/10.1038/s41597-022-01797-2 Wilhelm, D. (2015). OPTIMAL BANDWIDTH SELECTION FOR ROBUST GENERALIZED METHOD OF MOMENTS ESTIMATION. Econometric Theory, 31(5), 1054–1077. http://www.jstor.org/stable/24537642 Williams, C. A. (1986). Higher Interest Rates, Longer Lifetimes, and the Demand for Life Annuities. The Journal of Risk and Insurance, 53(1), 164–171. https://doi.org/10.2307/252274 Windmeijer, F. (2005). A finite sample correction for the variance of linear efficient two-step GMM estimators. Journal of Econometrics, 126 (1), 25–51. https://doi.org/10.1016/j.jeconom.2004.02.005 Zietz, E. N. (2003). An Examination of the Demand for Life Insurance. Risk Management and Insurance Review, 6(2), 159–191. https://doi.org/10.1046/J.1098-1616.2003.030.x 描述 碩士
國立政治大學
風險管理與保險學系
110358030資料來源 http://thesis.lib.nccu.edu.tw/record/#G0110358030 資料類型 thesis dc.contributor.advisor 曾毓英 zh_TW dc.contributor.advisor Tzeng, Yu-Ying en_US dc.contributor.author (Authors) 李浩賢 zh_TW dc.contributor.author (Authors) Lee, Ho-Yin en_US dc.creator (作者) 李浩賢 zh_TW dc.creator (作者) Lee, Ho-Yin en_US dc.date (日期) 2024 en_US dc.date.accessioned 2-May-2024 10:33:58 (UTC+8) - dc.date.available 2-May-2024 10:33:58 (UTC+8) - dc.date.issued (上傳時間) 2-May-2024 10:33:58 (UTC+8) - dc.identifier (Other Identifiers) G0110358030 en_US dc.identifier.uri (URI) https://nccur.lib.nccu.edu.tw/handle/140.119/151093 - dc.description (描述) 碩士 zh_TW dc.description (描述) 國立政治大學 zh_TW dc.description (描述) 風險管理與保險學系 zh_TW dc.description (描述) 110358030 zh_TW dc.description.tableofcontents Chapter 1 Introduction 7 Chapter 2 Literature Review 10 Section 1 10 Section 2 13 Chapter 3 Methodology 15 Section 1 15 Section 2 22 Chapter 4 Data 30 Section 1 30 Section 2 35 Chapter 5 Results and Discussion 37 Section 1 37 Section 2 47 Chapter 6 Conclusions 63 Reference 65 Appendix 70 zh_TW dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#G0110358030 en_US dc.subject (關鍵詞) 全球大流行 zh_TW dc.subject (關鍵詞) 保險需求 zh_TW dc.subject (關鍵詞) 動態追蹤資料模型 zh_TW dc.subject (關鍵詞) 中斷時間序列分析 zh_TW dc.subject (關鍵詞) 保險搶購行為 zh_TW dc.subject (關鍵詞) Pandemic en_US dc.subject (關鍵詞) Insurance demand en_US dc.subject (關鍵詞) Dynamic panel data model en_US dc.subject (關鍵詞) Controlled interrupted time series analysis en_US dc.subject (關鍵詞) Panic buying of insurance en_US dc.title (題名) 易於引起大流行或流行之疾病對保險需求之影響：以動態追蹤資料方法分析 zh_TW dc.title (題名) The Effect of Pandemic and Epidemic-Prone Diseases on Insurance Demand: A Dynamic Panel Data Approach en_US dc.type (資料類型) thesis en_US dc.relation.reference (參考文獻) Alin, A. (2010). Multicollinearity. Wiley Interdisciplinary Reviews: Computational Statistics, 2(3), 370-374. https://doi.org/10.1002/wics.84 Ansley, C. F., & Newbold, P. (1980). Finite sample properties of estimators for autoregressive moving average models. Journal of Econometrics, 13(2), 159–183. https://doi.org/10.1016/0304-4076(80)90013-5 Arellano, M., & Bond, S. (1991). Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations. The Review of Economic Studies, 58(2), 277–297. https://doi.org/10.2307/2297968 Baltagi, B. H. (2008). Econometric Analysis of Panel Data (3rd ed.). John Wiley & Sons Inc. https://library.wbi.ac.id/repository/27.pdf Beck, T., & Webb, I. (2003). Economic, Demographic, and Institutional Determinants of Life Insurance Consumption across Countries. The World Bank Economic Review, 17(1), 51–88. http://www.jstor.org/stable/3990045 Belsley, D. A., Kuh, E., & Welsch, R. E. (1980). Regression Diagnostics: Identifying Influential Data and Sources of Collinearity. John Wiley & Sons Inc. https://doi.org/10.1002/0471725153 Bernal, J. L., Cummins, S., & Gasparrini, A. (2018). The use of controls in interrupted time series studies of public health interventions. International journal of epidemiology, 47(6), 2082–2093. https://doi.org/10.1093/ije/dyy135 Blundell, R., & Bond, S. (1998). Initial conditions and moment restrictions in dynamic panel data models. Journal of Econometrics, 87(1), 115–143. https://doi.org/10.1016/S0304-4076(98)00009-8 Bottomley, C., Scott, J. & Isham, V. (2019). Analysing Interrupted Time Series with a Control. Epidemiologic Methods, 8(1), Article 20180010. https://doi.org/10.1515/em-2018-0010 Box, G. E. P., Jenkins, G. M., & Reinsel G. C. (2008). Time Series Analysis: Forecasting and Control (4th ed.). John Wiley & Sons, Inc. https://doi.org/10.1002/9781118619193 Brockwell, P. J. & Davis, R. A. (1991). Time Series: Theory and Methods (2nd ed.). Springer. https://doi.org/10.1007/978-1-4419-0320-4 Browne, M. J., Chung, J., & Frees, E. W. (2000). International Property-Liability Insurance Consumption. The Journal of Risk and Insurance, 67(1), 73–90. https://doi.org/10.2307/253677 Carson, J. M., Chen, P.-H., & Outreville, J. F. (2021). Foreign Direct Investment and the Supply of Life Insurance in Emerging Countries. Journal of Insurance Issues, 44(1), 38–64. https://www.jstor.org/stable/27000407 Cryer, J. D., & Chan, K. S. (2008). Time Series Analysis with Applications in R (2nd ed.). Springer. http://dx.doi.org/10.1007/978-0-387-75959-3 Davidson, J. E. H. (1981). Problems with the estimation of moving average processes. Journal of Econometrics, 16(3), 295–310. https://doi.org/10.1016/0304-4076(81)90032-4 Dickey, D. A., Hasza, D. P., & Fuller, W. A. (1984). Testing for Unit Roots in Seasonal Time Series. Journal of the American Statistical Association, 79(386), 355–367. https://doi.org/10.2307/2288276 Doshi, P. (2011). The elusive definition of pandemic influenza. Bulletin of the World Health Organization, 89(7), 532–538. https://doi.org/10.2471/BLT.11.086173 Dragotă, I. M., Cepoi, C. O., & Ştefan, L. (2023). Threshold effect for the life insurance industry: evidence from OECD countries. The Geneva Papers on Risk and Insurance - Issues and Practice, 48, 799–820. https://doi.org/10.1057/s41288-022-00272-8 Hamilton, J. D. (1994). Time Series Analysis. Princeton University Press. https://doi.org/10.2307/j.ctv14jx6sm Helfenstein, U. (1991). The Use of Transfer Function Models, Intervention Analysis and Related Time Series Methods in Epidemiology. International journal of epidemiology, 20(3), 808–815. https://doi.org/10.1093/ije/20.3.808 Hou, H., & Cheng, S.-Y. (2017). The dynamic effects of banking, life insurance, and stock markets on economic growth. Japan and the World Economy, 41, 87–98. https://doi.org/10.1016/j.japwor.2017.02.001 Iamsiraroj, S., & Ulubaşoğlu, M. A. (2015). Foreign direct investment and economic growth: A real relationship or wishful thinking? Economic Modelling, 51, 200–213. https://doi.org/10.1016/j.econmod.2015.08.009 Kang, J. H., Jang, Y. Y., Kim, J. H., Han, S.-H., Lee, K. R., Kim, M. K & Eom, J. S. (2020). South Korea's responses to stop the COVID-19 pandemic. American Journal of Infection Control, 48(9), 1080–1086. https://doi.org/10.1016/j.ajic.2020.06.003 Karadima, M., & Louri, H. (2021). Economic policy uncertainty and non-performing loans: The moderating role of bank concentration. Finance Research Letters, 38, Article 101458. https://doi.org/10.1016/j.frl.2020.101458 Kumar, N. N., & Sailaja, P. (2022). Compulsive panic buying of insurance in pandemic. International Journal of Health Sciences, 6(S1), 4886–4904. https://doi.org/10.53730/ijhs.v6nS1.5942 Ljung, G. M., & Box, G. E. P. (1978). On a measure of lack of fit in time series models. Biometrika, 65(2), 297–303. https://doi.org/10.2307/2335207 Mathieu, E., Ritchie, H., Rodés-Guirao, L., Appel, C., Gavrilov, D., Giattino, C., Hasell, J., Macdonald, B., Dattani, S., Beltekian, D., Ortiz-Ospina, E., & Roser, M. (2020). Coronavirus Pandemic (COVID-19). OurWorld in Data. Retrieve from https://ourworldindata.org/coronavirus Nebolsina, E. (2021). The impact of the Covid-19 pandemic on the business interruption insurance demand in the United States. Heliyon, 7(11), Article E08357. https://doi.org/10.1016/j.heliyon.2021.e08357 Outreville, J. F. (2021). Insurance and foreign direct investment: a review (or lack) of evidence. The Geneva Papers on Risk and Insurance - Issues and Practice, 46, 236–247. https://doi.org/10.1057/s41288-021-00218-6 Pesaran, M. H. (2004). General diagnostic tests for cross-sectional dependence in panels. Empirical Economics, 60, 13–50. https://doi.org/10.1007/s00181-020-01875-7 Przybytniowski, J. W., Borkowski, S., Pawlik, A., & Garasyim, P. (2022). The Risk of the COVID-19 Pandemic and Its Influence on the Business Insurance Market in the Medium- and Long-Term Horizon. Risks, 10(5), Article 100. https://doi.org/10.3390/risks10050100 Qian, X. (2021). The impact of COVID-19 pandemic on insurance demand: the case of China. The European Journal of Health Economics, 22, 1017–1024. https://doi.org/10.1007/s10198-021-01344-7 Rawlings, J. O., Pantula, S. G., & Dickey, D. A. (1998). Applied Regression Analysis: A Research Tool (2nd ed.). Springer. https://doi.org/10.1007/b98890 Sawadogo, R., Guérineau, S., & Ouedraogo, M. I. (2018). Foreign direct investment and insurance in developing countries: Beyond the income effect. Revue D’économie Du Développement, 26(4), 69–97. https://doi.org/10.3917/edd.324.0069 Schaffer, A. L., Dobbins, T. A., & Pearson, S.-A. (2021). Interrupted time series analysis using autoregressive integrated moving average (ARIMA) models: a guide for evaluating large-scale health interventions. BMC Medical Research Methodology, 21, Article 58. https://doi.org/10.1186/s12874-021-01235-8 Schwert, G. W. (1989). Tests for Unit Roots: A Monte Carlo Investigation. Journal of Business & Economic Statistics, 7(2), 147–159. https://doi.org/10.2307/1391432 Segodi, M. P., & Sibindi, A. B. (2022). Determinants of Life Insurance Demand: Empirical Evidence from BRICS Countries. Risks, 10(4), Article 73. https://doi.org/10.3390/risks10040073 Sen, S., & Madheswaran, S. (2013). Regional determinants of life insurance consumption: evidence from selected Asian economies. Asian-Pacific Economic Literature, 27(2), 86–103. https://doi.org/10.1111/apel.12024 Torres Munguía, J. A., Badarau, F. C., Díaz Pavez, L. R., Martínez-Zarzoso, I., & Wacker, K. M. (2022). A global dataset of pandemic- and epidemic-prone disease outbreaks. Scientific Data, 9, Article 683. https://doi.org/10.1038/s41597-022-01797-2 Wilhelm, D. (2015). OPTIMAL BANDWIDTH SELECTION FOR ROBUST GENERALIZED METHOD OF MOMENTS ESTIMATION. Econometric Theory, 31(5), 1054–1077. http://www.jstor.org/stable/24537642 Williams, C. A. (1986). Higher Interest Rates, Longer Lifetimes, and the Demand for Life Annuities. The Journal of Risk and Insurance, 53(1), 164–171. https://doi.org/10.2307/252274 Windmeijer, F. (2005). A finite sample correction for the variance of linear efficient two-step GMM estimators. Journal of Econometrics, 126 (1), 25–51. https://doi.org/10.1016/j.jeconom.2004.02.005 Zietz, E. N. (2003). An Examination of the Demand for Life Insurance. Risk Management and Insurance Review, 6(2), 159–191. https://doi.org/10.1046/J.1098-1616.2003.030.x zh_TW
