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題名:風險趨避與獨占保險市場的均衡分析
書刊名:臺大管理論叢
作者:利菊秀 引用關係楊振昇劉純之 引用關係
作者(外文):Li, Chu-shiuYang, Chen-shengLiu, Chwen-chi
出版日期:2008
卷期:18:2
頁次:頁259-278
主題關鍵詞:風險趨避逆選擇有利選擇Risk aversionAdverse selectionAdvantageous selection
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:4
  • 點閱點閱:71
檢定逆選擇命題的存在與否,是近年來許多保險市場實證研究的重點。多數的實證結果,都不能找到逆選擇現象的證據。本文以理論模型推導,分別說明在完全訊息或不對稱訊息的獨占市場下,高風險者將購買高保額的現象確實有可能不存在的理論依據,其中可能的關鍵因素之一為風險趨避程度。
Testing the existence of adverse selection is the major focus in insurance literature recently. However, very few studies find strong evidence to support adverse selection theory. Our paper provides theoretical foundation to derive the conditions in that adverse selection might not exist under monopoly insurance market. One of the possible key factors would be risk aversion.
期刊論文
1.Dionne, G.、Gouriéroux, C.、Vanasse, C.(2001)。Testing for Evidence of Adverse Selection in the Automobile Insurance Market: A Comment。Journal of Political Economy,109(2),444-453。  new window
2.Cawley, J.、Philipson, T. J.(1999)。An Empirical Examination of Information Barriers to Trade in Insurance。The American Economic Review,89(4),827-846。  new window
3.利菊秀、劉純之、葉家興(2004)。論保險市場「訊息不對稱」理論與實證的不一致性。保險專刊,20(2),99-112。new window  延伸查詢new window
4.Chiappori, Pierre-André、Salanié, Bernard(2000)。Testing for Asymmetric Information in Insurance Markets。Journal of Political Economy,108(1),56-78。  new window
5.Rothschild, M.、Stiglitz, J.(1976)。Equilibrium in Competitive Insurance Markets: An Essay on the Economics of Imperfect Information。The Quarterly Journal of Economics,90(4),629-650。  new window
6.Finkelstein, A.、Poterba, J. M.(2004)。Adverse Selection in Insurance Markets: Policyholder Evidence from the U.K. Annuity Market。Journal of Political Economy,112(1),183-207。  new window
7.Webb, D. C.、De Meza, D.(2001)。Advantageous Selection in Insurance Markets。The RAND Journal of Economics,32(2),249-262。  new window
8.Puelz, R.、Snow, A.(1994)。Evidence on Adverse Selection: Equilibrium Signaling and Cross-subsidization in the Insurance Market。Journal of Political Economy,102(2),236-257。  new window
9.Cardon, J. H.、Hendel, I.(2001)。Asymmetric Information in Health Insurance: Evidence from the National Medical Expenditure Survey。The RAND Journal of Economics,32(3),408-427。  new window
10.Eisenhauer, J. G.、Eisenhauer, J.(2004)。Risk Aversion and the Willingness to Pay for Insurance: A Cautionary Discussion of Adverse Selection。Risk Management and Insurance Review,7(2),165-175。  new window
11.Yaari, M.(1969)。Some Measures of Risk Aversion and Their Uses。Journal of Economic Theory,1(2),315-329。  new window
12.Cooper, R.(1984)。On Allocative Distortions in Problems of Self-selection。The RAND Journal of Economics,15(4),568-557。  new window
13.Riphahn, R.、Wambach, A.、Million, A.(2003)。Incentive Effects in the Demand for Health Care: A Bivariate Panel Count Data Estimation。Journal of Applied Econometrics,18(4),387-405。  new window
14.Richaudeau, D.(1999)。Automobile Insurance Contracts and Risk of Accident: An Empirical Test Using French Individual Data。The Geneva Papers on Risk and Insurance - Theory,24(1),97-114。  new window
15.Jullien, B.、Salanié, B.、Salanié, F.(2007)。Screening Risk-averse Agents under Moral Hazard: Single-crossing and the CARA Case。Economic Theory,30(1),151-169。  new window
16.Smart, M.(2000)。Competitive Insurance Markets with Two Unobservables。International Economic Review,41(1),153-169。  new window
17.Stiglitz, J. E.(1977)。Monopoly, Non-linear Pricing and Imperfect Information: The Insurance Market。The Review of Economic Studies,44(3),407-430。  new window
18.Riley, J.(1979)。Information Equilibrium。Econometrica,47(2),331-359。  new window
研究報告
1.McCarthy, D.、Mitchell, O.(2003)。International Adverse Selection in Life Insurance and Annuities。0。  new window
 
 
 
 
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