資料載入處理中...
臺灣人文及社會科學引文索引資料庫系統
:::
網站導覽
國圖首頁
聯絡我們
操作說明
English
行動版
(18.116.42.65)
登入
字型:
**字體大小變更功能,需開啟瀏覽器的JAVASCRIPT,如您的瀏覽器不支援,
IE6請利用鍵盤按住ALT鍵 + V → X → (G)最大(L)較大(M)中(S)較小(A)小,來選擇適合您的文字大小,
如為IE7以上、Firefoxy或Chrome瀏覽器則可利用鍵盤 Ctrl + (+)放大 (-)縮小來改變字型大小。
來源文獻查詢
引文查詢
瀏覽查詢
作者權威檔
引用/點閱統計
我的研究室
資料庫說明
相關網站
來源文獻查詢
/
簡易查詢
/
查詢結果列表
/
詳目列表
:::
詳目顯示
第 1 筆 / 總合 1 筆
/1
頁
來源文獻資料
摘要
外文摘要
引文資料
題名:
強制汽車責任保險理賠風險分析--Malmquist指數之應用
書刊名:
經濟論文
作者:
王雪屏
/
謝聰敏
/
張靜貞
/
陸怡蕙
/
徐世勳
作者(外文):
Wang, Hsueh-ping
/
Hsieh, Tsung-min
/
Chang, Ching-cheng
/
Luh, Yir-hueih
/
Hsu, Shih-hsun
出版日期:
2008
卷期:
36:2
頁次:
頁195-220
主題關鍵詞:
強制汽車責任保險
;
資料包絡分析法
;
Malmquist指數
;
風險評估
;
Compulsory automobile liability insurance
;
Data envelopment analysis
;
Malmquist index
;
Risk assessment
原始連結:
連回原系統網址
相關次數:
被引用次數:期刊(
6
) 博士論文(0) 專書(0) 專書論文(0)
排除自我引用:
6
共同引用:
3
點閱:50
強制汽車責任保險屬強制性質之政策性保險,任何車輛都應納入投保範圍,並採「無過失主義」及「無盈無虧」方式經營,以所有車主繳納的保險費,承擔共同的理賠風險,然而目前相關文獻大多僅考量從人因素或從車因素,甚少從理賠風險的變動來源探討保費之合理性。本研究利用資料包絡分析法前緣的概念,以受測單位與風險前緣的相對距離作為度量其相對風險高低之依據,並利用Malmquist生產力指數易於拆解的優點,區別不同風險的來源,建立一新的汽車責任保險風險評估模式。本文先將總風險變動拆解為個別車種風險變動與行車風險變動,由於個別車種風險變動代表在固定風險前緣下,保險費收入不變而理賠金額增加,或是理賠金額不變但保險費收入減少之狀態,為了探討個別風險來源,本研究進一步將其區分為純車種風險及規模風險兩類。研究結果顯示,近五年汽車強制責任險的總風險呈微幅上升的趨勢,其主要來源是規模風險的增加,因此建議調降理賠金額與調高汽車使用燃料費,以降低風險,至於行車風險則呈現下降的現象,顯示政府修法以導正駕駛人的行車習慣已經達到某種程度的效果。
以文找文
The compulsory automobile liability insurance is a mandatory government program in which all automobile owners are required to buy the policy under the no fault liability principle. The premiums are based on the goal of "zero-profit-zero-loss" by spreading the risks among domestic co-insurers. Most literature evaluates the fairness of the premiums based on either the personal or vehicle factors, without due consideration of the dynamic relationship among various sources of risks and premium payments. This study integrates the concept of data envelopment analysis (DEA) and mean-variance portfolio frontier into a distance-function-based premium-indemnity efficient frontier. Premium (the insurance cost) is treated as an input while indemnity (the risk coverage) is treated as an output for each vehicle type. The efficient frontier is established to select the most preferred premium-indemnity combination among its boundary points by either maximizing total indemnities under given premiums or minimizing total premiums under given indemnities. The Malmquist index decomposition is then adopted to decompose the changes of total risks across two periods into the vehicle risk and travel risk components. The vehicle risk component measures the efficiency changes of the premium-indemnity combination and represents how much the risk coverage can be increased without changing the premium or how much the premium can be reduced without affecting the coverage. It can be further decomposed into changes of pure vehicle risk and scale risk. The empirical results indicate that the vehicle risk has increased over the past five years due to the sharp increase of scale risk, but travel risk has decreased at the same time due to better enforcement of safe driving habits. Therefore, a coupling of lower indemnity with higher fuel tax to reduce travel intensity is proposed as a policy solution to improve the efficiency of the compulsory insurance program.
以文找文
期刊論文
1.
Charnes, A.、Cooper, W. W.、Lewin, A. Y.、Morey, R. C.、Rousseau, J.(1985)。Sensitivity and Stability Analysis in DEA。Annals of Operations Research,2(1),139-156。
2.
Färe, R.、Grosskopf, S.、Norris, M.、Zhang, Z.(1994)。Productivity growth, technical progress, and efficiency changes in industrialized countries。The American Economic Review,84(1),66-83。
3.
劉純之(19970900)。汽車保險費率與獎懲制度。保險專刊,49,60-83。
延伸查詢
4.
Banker, Rajiv D.、Charnes, Abraham、Cooper, William Wager(1984)。Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis。Management Science,30(9),1078-1092。
5.
Kroll, Y.、Levy, H.、Markowitz, H. M.(1984)。Mean-Variance Versus Direct Utility Maximization。The Journal of Finance,39(1),47-61。
6.
Caves, Douglas W.、Christensen, Laurits R.、Diewert, W. Erwin(1982)。The Economic Theory of Index Numbers and the Measurement of Input, Output, and Productivity。Econometrica: Journal of the Econometric Society,50(6),1393-1414。
7.
Farrell, Michael James(1957)。The Measurement of Productive Efficiency。Journal of the Royal Statistical Society: Series A (General),120(3),253-290。
8.
Charnes, Abraham、Cooper, William W.、Rhodes, Edwardo(1978)。Measuring the efficiency of decision making units。European Journal of Operational Research,2(6),429-444。
9.
Briec, W.、Kerstens, K.、Jokung, O.(2007)。Mean-variable Portfolio Performance Gauging: A General Shortage Function and Dual Approach。Management Science,53(1),135-149。
10.
Briec, W.、Kerstens, K.、Lesourd, J. B.(2004)。Single Period Markowitz Portfolio Selection, Performance Gauging and Duality: A Variation on the Luenberger Shortage Function。Journal of Optimization Theory and Applications,120,1-27。
11.
Sherman, H. D.(1984)。Data Envelopment Analysis as a New Managerial Audit Methodology-test and Evaluation。Auditing: A Journal of Practice & Theory,4,35-53。
12.
Miltz, D.、Calomme, G. J.、Willekens, M.(1991)。A Risk-based Allocation of Internal Audit Time: A Case Study。Auditing: A Journal of Practice & Theory,10,49-61。
13.
Metzger, L. M.(1994)。Operational Auditing and DEA: Measuring Branch Office Efficiency。Internal Auditing,10,3-12。
14.
Sloan, F. A.、Githens, P. B.(1995)。Drinking, Driving and the Price of Automobile Insurance。Insurance: Mathematics and Economics,16,171-190。
15.
Färe, R.、Grosskopf, S.、Weber, W. L.(1989)。Measuring School District Performance。Public Finance Quarterly,17,409-428。
16.
McGwin, G. Jr.、Brown, D. B.(1999)。Characteristics of Traffic Crashes among Young, Middle-aged and Older Drivers。Accident Analysis and Prevention,31,181-198。
17.
Worthington, A. C.(2000)。Technical Efficiency and Technological Changes in Australian Building Societies。Abacus,36,180-197。
18.
Bradbury, M. E.、Rouse, P.(2002)。An Application of Data Envelopment Analysis to the Evaluation of Audit。Abacus,38,263-279。
19.
Davutyan, N.、Kavut, L.(2005)。An Application of Data Envelopment Analysis to the Evaluation of Audit Risk: A Reinterpretation。Abacus,41,290-306。
研究報告
1.
張新立、吳宗修、王國川、葉純志、吳晉光(2000)。國內外道路交通安全講習教育制度之比較研究。臺北市。
延伸查詢
學位論文
1.
楊祥芝(1993)。汽車保險費率釐訂模式之探討-以臺灣市場為例,0。
延伸查詢
2.
魏長賢(1995)。肇事紀錄對汽車保險率影響之探討,0。
延伸查詢
圖書
1.
Coelli, Timothy J.、Rao, Dodla Sai Prasada、O'Donnell, Christopher J.、Battese, George Edward(2005)。An Introduction to Efficiency and Productivity Analysis。Springer Science+Business Media, Inc.。
2.
Mas-Colell, A.、Whinston, M. D.、Green, J. R.(1995)。Microeconomic Theory。Oxford。
3.
財團法人保險事業發展中心(2005)。強制汽車責任保險精算及研究發展工作小組九十四年度費率精算報告。強制汽車責任保險精算及研究發展工作小組九十四年度費率精算報告。臺北。
延伸查詢
其他
1.
Briec, W.,Kerstens, K.(2008)。Multi-horizon Markowitz Portfolio Performance Appraisals: A General Approach,0。
推文
當script無法執行時可按︰
推文
推薦
當script無法執行時可按︰
推薦
引用網址
當script無法執行時可按︰
引用網址
引用嵌入語法
當script無法執行時可按︰
引用嵌入語法
轉寄
當script無法執行時可按︰
轉寄
top
:::
相關期刊
相關論文
相關專書
相關著作
熱門點閱
1.
以Malmquist指數分析法評估臺灣香蕉收入保險理賠風險
2.
廣義線性模型在自用小客貨車汽車車體損失保險訂價的應用
3.
廣義線性模型在強制汽車責任保險的應用
4.
以資料包絡分析法估計臺灣銀行業之時段經濟效率
5.
夏令營經營效率分析--資料包絡分析法之應用
6.
我國壽險業考慮準固定投入後的效率與生產力變動分析
7.
廣義階層線性模式在強制汽車責任保險理賠資料之應用
8.
汽車保險費率與獎懲制度
無相關博士論文
無相關書籍
無相關著作
無相關點閱
QR Code