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題名:汽車保險之經濟分析
作者:彭盛昌
作者(外文):Sheng-Chang Peng
校院名稱:逢甲大學
系所名稱:商學研究所
指導教授:劉純之
利菊秀
學位類別:博士
出版日期:2009
主題關鍵詞:訊息不對稱道德危險誘發性理賠保險詐欺汽車保險automobile insuranceinduced claimasymmetric informationmoral hazardinsurance fraud
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(0) 博士論文(1) 專書(0) 專書論文(0)
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  • 點閱點閱:44
訊息不對稱是近年來保險研究中重要的議題。在保險市場中,訊息不對稱指的是保險公司對於想要投保的消費者,並不完全了解其個人的風險狀況,因此保險公司與消費者之間會產生訊息不對稱的現象,並以兩種主要方式表現出來:(1)逆選擇;(2)道德危險。本論文以台灣汽車車體損失保險市場為對象,檢驗訊息不對稱現象的存在。第一章驗證汽車保險市場存在保險詐欺的現象,實證分析顯示保單到期前一個月的理賠出現異常的特性,間接證實道德危險的存在,並進一步確認是車商誘發詐欺理賠的發生。第二章驗證不明車損保障會產生誘發性理賠,實證結果支持保險契約若提供一個無須驗證的保障會誘發道德危險的發生。除了風險類別的訊息不對稱外,第三章檢驗風險偏好的訊息效果,利用任意汽車責任保險的需求作為風險趨避的代理變數,進一步地發現汽車保險市場存在不同面向的訊息不對稱。
Asymmetric information has been an essential issue in insurance studies. In the insurance market, asymmetric information refers to the situation in which insurers cannot completely identify the risk type regarding individuals who would like to purchase insurance. This phenomenon, therefore, can occur between insurers and customers, and mainly emerges from adverse selection and moral hazard. This dissertation examines the existence of asymmetric information in the Taiwanese automobile physical damage insurance market. The first chapter tests the occurrence of insurance fraud in the automobile insurance market. The empirical analysis demonstrates the unusual characteristics in the month before expiration, indirectly proving the existence of ex post moral hazard. Furthermore, the evidence also supports that car dealers induce policyholders to file fraudulent claims. The second chapter verifies that the unknown perils coverage creates induced claims. The empirical evidence reveals that a special insurance contract which is permitted to reimburse the insured with the claimed loss without requiring any verification can induce the occurrence of moral hazard. Aside from asymmetric information regarding risk type, the third chapter examines the effect of private information regarding risk preference. By employing the demand of voluntary automobile liability insurance as a proxy of risk aversion, the analysis further presents a different dimension of asymmetric information in the automobile insurance market.
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