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題名：台灣颱風洪水保險需求之研究:空間計量應用
作者：謝秀宜
作者(外文)：Hsiu-Yi Hsieh
校院名稱：國立高雄第一科技大學
系所名稱：管理研究所
指導教授：賴麗華
學位類別：博士
出版日期：2009
主題關鍵詞：保險需求；颱風洪水保險；空間計量；typhoon and flood insurance；spatial econometrics；insurance demand
原始連結：連回原系統網址new window
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氣候變遷導致的天然災害日趨嚴重，政府防災補助的財政負擔逐年增加，颱風洪水保險的需求因素受到重視。以往有關研究主要以「政府政策」以及「消費者特性」兩大構面解釋颱風洪水保險消費的差異，惟若以區域資料為分析單位時，一般文獻常忽略颱風洪水保險的消費行為可能存在空間效果(spatial effect)的事實，例如相鄰的縣市常具有相同的受災經驗，進而可能導致保險消費行為的空間自我相關現象，因此「空間效果構面」值得加以重視與確認。
本論文實證模型，除採用縱橫資料(panel data)的固定效果模型(fixed effects model)以及隨機效果模型(random effects model)之外，進一步採用空間計量學(spatial econometrics)中的空間自我相關分析(spatial autocorrelation analysis)，空間Panel落遲模型(spatial panel lag model)以及空間Panel誤差模型(spatial panel error model)進行實證。空間模型較諸傳統模型，除了可用以探討影響保險消費的顯著因素之外，最大的特色與貢獻是可以檢驗颱風洪水保險需求的空間分佈特性，進而增進實證模型估計的效率。
除此之外，在空間加權矩陣(spatial weight matrix)的設定上，本文突破國內僅能以二元鄰近矩陣(binary continuity matrix)表示的設定方式，取而代之以距離倒數空間加權矩陣(inverse distance spatial weight matrix)，將更能真實反應區域之間因距離遠近的不同，區域鄰近關係亦有大小之不同。
實證結果顯示，台灣縣市颱風洪水保險的消費，以保險金額為需求指標時，確實存在空間自我相關的現象，代表台灣不同縣市保險的消費不是隨機分佈，而是具有空間聚集的現象，因此在預測與增加保險消費的策略上，需考量區域異質的行銷策略才能有效率的減少區域保險消費差異以及增加整體保險的消費，尤其是目標市場的設定應擴及到高消費的鄰近縣市，將能有效增加保險的需求。其次在影響消費因素方面，「政府政策構面」中的「政府防災預算」因素，部份獲致證實，惟「政府天然災害補助金額」未獲證實；「消費者特性構面」的影響因素與其它產物保險險商品有著一致的結論。最後在實證模型的選擇上，當涉及以區域資料為分析單位進行實證估計與推論時，在模型中考量空間的鄰近外溢效果可以增進估計與推論的效率。
Climate change has caused increasingly serious natural disasters. The weather-related events have led to large government outlays for disaster assistance. Accordingly reasons of purchasing typhoon and flood insurance are highly valued. Relevant literature mostly explains the difference of typhoon and flood insurance consumption from the two dimensions of governmental policy and consumer characteristics. However, when analysis is done based on regional data, it is easy to overlook that there exists a spatial correlation with geographic region in respect of occurrence and losses of typhoon and flood, which may result in a spatial effect of insurance consumption behavior. For example, neighboring regions often have similar disaster experience. Therefore, there may be existed spatial autocorrelation in respect to consumption of typhoon and flood insurance. It is worth to confirm spatial effect in Insurance Demand.
This study employed the Fixed Effect Model and Random Effect Model, Spatial Autocorrelation Analysis and Spatial Panel Lag Model to verify the nature of spatial distribution of insured amount of typhoon and flood insurance in Taiwan’s counties and cities and factors that affect insurance consumption.
Two alternative matrices are using to calculated spatial weights matrices. The first is a standardized binary contiguity weights matrix. The second used the inverse distance weights matrix.
At the binary contiguity and inverse distance spatial weights matrix, the empirical result shows that there exists an effect of spatial autocorrelation indeed in case where insured amount is the request indicator for the consumption of typhoon and flood insurance in Taiwan’s counties and cities. This represents that the consumption of insurance in different counties or cities shows a cluster phenomenon. Therefore, for the strategy of increasing insurance consumption, it is necessary to consider marketing strategies with regional distinction in order to efficiently reduce differences of regional insurance consumption and increase overall insurance consumption. In particular, the scope of the target market should extend to neighboring counties and cities with high insured amounts, which will effectively increase the demand of insurance. In addition, in terms of factors affecting consumption, government relief is no empirical proof for factors of the government policy. Factors of consumer characteristics are the same as those of other non-life insurance products. Finally, in terms of selection of empirical models, the spatial contiguity spillover effect should be considered for the models in cases where regional data is used as analysis units for verification and ratiocination.
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