English  |  正體中文  |  简体中文  |  全文筆數/總筆數 : 61875/94645 (65%)
造訪人次 : 1635349      線上人數 : 9
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
搜尋範圍 查詢小技巧:
  • 您可在西文檢索詞彙前後加上"雙引號",以獲取較精準的檢索結果
  • 若欲以作者姓名搜尋,建議至進階搜尋限定作者欄位,可獲得較完整資料
  • 進階搜尋
    請使用永久網址來引用或連結此文件: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/80645

    題名: Does insurance fraud in automobile theft insurance fluctuate with the business cycle?
    作者: Wang, Kili C.;汪琪玲
    貢獻者: 淡江大學保險學系
    關鍵詞: Operational risk;Insurance fraud;Replacement cost endorsement;No-deductible endorsement;Automobile theft insurance;Business cycle
    日期: 2013-07-03
    上傳時間: 2013-02-25 09:27:20 (UTC+8)
    出版者: New York: Springer New York LLC
    摘要: Financial institutions face various cyclical risks, but very few studies have analyzed the cyclicality of operational risk. External fraud is an important operational risk faced by insurers. In this research, we analyze the empirical relationship between insurance fraud and business cycle and we concentrate our study on two insurance contracts that may create an incentive to defraud. We find that residual insurance fraud exists both in the contract with replacement cost endorsement and the contract with no-deductible endorsement in the Taiwan automobile theft insurance market. These results are consistent with previous literature on the relationship between fraud activity and non-optimal insurance contracting. We also show that the severity of insurance fraud is countercyclical. Fraud is stimulated during periods of recession and mitigated during periods of expansion. Although this last result seems intuitive, our contribution is the first to measure its significance.
    關聯: Journal of Risk and Uncertainty 47(1), pp.67-92
    DOI: 10.1007/s11166-013-9171-y
    顯示於類別:[風險管理與保險學系] 期刊論文


    檔案 描述 大小格式瀏覽次數
    Does_insurance_fraud_12-12-07.pdf171KbAdobe PDF591檢視/開啟



    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - 回饋