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    Title: 臺灣汽車竊盜損失險上的訊息不對稱問題之研究
    Other Titles: The asymmetric information problems in Taiwan’s automobile theft insurance market
    台灣汽車竊盜損失險上的訊息不對稱問題之研究
    Authors: 廖婉婷;Liao, Wan-ting
    Contributors: 淡江大學保險學系保險經營碩士班
    汪琪玲;Wang, Kili C.
    Keywords: 訊息不對稱問題;逆選擇;事前道德風險;事後道德風險;投機性詐欺;重置成本條款;Asymmetric Information Problems;Adverse Selection;ex post Moral Hazard;ex ante Moral Hazard;Opportunistic Fraud;Replacement Cost Endorsement
    Date: 2010
    Issue Date: 2010-09-23 16:00:41 (UTC+8)
    Abstract: 台灣地區汽車竊盜猖獗,每年失竊汽車輛數高達數萬輛,因而對於汽車竊盜損失險的需求相當高,但是隨著投保率的上升,損失率卻沒有獲得改善。有鑑於此,探究使得保險市場上損失率居高不下的原因,可能是由於訊息不對稱(Asymmetric Information)所致,妨礙了保險市場功能的正常運作。
    是故,本研究採用國內某家產物保險公司的樣本,針對台灣汽車竊盜損失險上的訊息不對稱問題進行實證研究。除了探討市場上是否存在訊息不對稱問題,更重要的是,嘗試區分市場上所存在的訊息不對稱問題,主要來自逆選擇、事前道德風險,亦或事後道德風險、投機性詐欺。為此,效法Dionne and Gagne (2002)運用靜態資料的手法,在同一契約年度中,保單在不同時點、道德風險動機強弱不同的特性,觀察保單種類與出險時點的相關性,以及出險原因的關係,將事後道德風險(即投機性詐欺),與逆選擇、及事前道德風險彼此區分開來。
    透過Chiappori and Salanie(2000)殘差相關模型、與Dionne, Gourieroux, and Vanasse(2001)兩階段模型的交叉驗證,研究結果發現,在契約接近到期時,擁有高保障契約(加保重置成本條款)的被保人,較容易有整車被竊的出險,顯示台灣汽車竊盜損失保險市場上,的確存在著道德風險的訊息不對稱問題。且在已證實道德風險的存在下,透過零件被竊風險的保障選擇、與出險機率間的條件相關性,檢證出為一種事後道德風險的行為(即投機性詐欺)。
    There are tens of thousands of auto thefts in Taiwan, so the demand for auto theft is very high. With insurance rates rising, the loss rate can not be improved. In view of this, exploring the high loss rate of the reason may be due to Asymmetric Information, impeding the normal operation of the insurance market functions.

    Therefore, this study used in a particular sample of domestic insurance companies to study Taiwan’s auto theft loss insurance on the asymmetric information. In addition to the existence of asymmetric information, more importantly, try to distinguish the asymmetric information, which is from adverse selection, ex ante moral hazard, ex post moral hazard (opportunistic fraud). To do this, follow the example of Dionne and Gagne (2002), which is an approach to the use of static data. In the same contract year, the policy at different time points, moral hazard, motivation and characteristics observed correlation between types of policies and loss time , and loss reason, distinguishing the ex post moral hazard(opportunistic fraud), adverse selection, and ex ante moral hazard.

    Through Chiappori and Salanie (2000) residual correlation model, and Dionne, Gourieroux, and Vanasse (2001) two-stage model of cross-validation, the results show the policy close to expiration, the insured with high sum insured coverage policy (plus replacement cost provisions), easily gets the whole vehicle theft risk, shows vehicle theft loss in Taiwan insurance market, the information asymmetry of moral hazard problem does exist. And has been confirmed in the presence of moral hazard, through risk protection of parts stolen and the correlation between the conditions and probability of wreck, inspection will show that as moral hazard afterwards behavior (i.e. speculative fraud).
    Appears in Collections:[保險學系暨研究所] 學位論文

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