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題名：團體保險道德危險的實證研究
作者：張葆甄
作者(外文)：CHANG,PAO-CHEN
校院名稱：逢甲大學
系所名稱：金融博士學位學程
指導教授：許文彥
學位類別：博士
出版日期：2020
主題關鍵詞：道德危險；資訊不對稱；團體保險；moral hazard；information asymmetries；group insurance
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許多文獻常以損失金額做為被保險人風險程度的代理變數，並檢驗損失金額與保障金額的關係。由於事後觀察到的損失金額可能是因為逆選擇或道德危險造成，因此即使實證結果發現損失金額與保障金額具有正相關，仍無法確定這樣的結果是逆選擇、道德危險或是二者同時造成的，因此只能以是否發現資訊不對稱做為總結。
本文的目的係檢驗團體保險是否有道德危險，如果團體保險有道德危險，則被加費團體的前後期損失會呈負相關，具體而言，由於團體保險採經驗費率，當前一期理賠損失較高，保險人將在下一期調升保費，由於雇主的保費負擔提高了，會採取比較多的風險控制行為，來降低這期的預期損失，因此，如果團體保險有道德危險，對有加費的團體而言，前後期的損失將呈負相關，過去對道德危險的實證都是以汽車保險為樣本，而本文則實證發現團體保險也有道德危險。
實證結果顯示交互作用項「保險費增加 × 前一期平均損失金額」顯著且與被保險團體的每人平均損失取自然對數（因變數）呈現負相關，顯示當被保險團體前一期因為理賠損失太高而於下一期被調漲保費時，由於雇主負擔的保險費上升，可能會因此投入更多的風險管理措施，換言之，團體保險的經驗費率對雇主產生動機效果，使遭加費的團體保險前後期損失呈負相關，因此實證結果支持道德危險的存在。
Prior studies tend to use the loss amount as the proxy variable of risks for the insured to examine the relationship between the loss amount and the insurance amount. As the amount of loss observed after the incident may be caused by adverse selection or moral hazard, even the empirical outcomes confirm a positive correlation between the amount of loss and the amount covered, it is uncertain whether the outcomes result from one or both of the above factors. Therefore, researchers can only conclude whether they have discovered information asymmetries.
This study is aimed at exploring whether there is moral hazard in group life insurance. If there is moral hazard, the losses of two consecutive insurance policy periods of the insured group with increased premiums will have a negative correlation. Specifically, because group life insurance is based on the experience rating where future premium depends on prior loss experience. Consequently, as the financial burden of the employer is raised, it will adopt more measures to control the risks to lower the expected loss of the following period. Thus, if moral hazard exists in group life insurance, the losses of two consecutive policy periods of the insured group with increased premiums will be negatively correlated. While past studies verifying the existence of moral hazard are based on the samples of auto insurance, this study has found the same result based on the samples of group life and health insurance.
The empirical research has revealed the interaction effect of “increased premium x average loss of previous insurance period” is negatively and significantly correlated with the natural logarithm (dependent variable) of the average loss per person in group life and health insurance, indicating that the insured group may implement more risk-control measures due to the raised financial burden caused by the increased premium resulting from the high loss in the previous period. In other words, the experience rating of the group life insurance leads to employer’s higher motivation of loss control, and, hence, the losses of the two consecutive periods are negatively correlated, which supports the existence of moral hazard.
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