風險趨避程度增加對市場保險與自我保險的需求分析

Demand for Market Insurance and Self-Insurance under an Increase in Risk Aversion

曾郁仁(Larry Y. Tzeng) ； 王儷玲(Jennifer L. Wang) ； 何素蘭(Anne Ho)

《風險管理學報》 1卷2期 (1999/11) Pp. 53-64

https://doi.org/10.30003/JRM.199911.0004

摘要

由過去文獻我們得知，在市場保險與自我保險予以分別考量的情況下，風險趨避程度較高的消費者對於市場保險與自我保險皆會有較高的需求。而本研究發現，當市場保險與自我保險予以同時考量時，風險趨避程度較高的消費者在自我保險的需求並不會有所改變，但是對於市場保險則會有較高的需求。重要的是，該消費者之自我保險行為是否能被保險公司觀察到，並不會影響本研究所發現的結果。

關鍵字

風險趨避程度 ； 保險需求 ； 市場保險 ； 自我保險

並列摘要

When analyzing the impact of an increase in risk aversion, most literature has treated the demand for market insurance and self-insurance (the expenditure on loss reduction) separately. This paper examines the comparative statics of an increased risk aversion on market insurance and self-insurance simultaneously. We find that, although a more risk averse individual would demands more market insurance and self insurance separately, he/she would maintain the same expenditure on self insurance but demand more market insurance when both market insurance and self insurance are available. Moreover, this result holds no matter his/her self-insurance behavior is observable by the insurer.

並列關鍵字

Risk aversion ； Market insurance ； Self-insurance