台灣車體損失險契約中存在之訊息不對稱問題

The Asymmetric Information Problems in the Automobile Comprehensive Insurance Contracts of Taiwan

汪琪玲(Kili C. Wang)

《臺大管理論叢》 16卷2期 (2006/06) Pp. 161-185

https://doi.org/10.6226/NTURM2006.16.2.161

摘要

本文分析台灣車體損失險市場訊息不對稱問題，區分為風險型態、或風險趨避態度之訊息不對稱。除著眼新車、舊車保單有無樣本異質性，並對甲、乙、丙式保單，兩兩交叉比對。條件相關分析結果發現：三種保單間，訊息不對稱問題不盡相同。甲式和丙式或乙式和丙式車體損失險保單之問，存在風險型態的訊息不對稱：甲式和乙式車體損失險保單間，則存在選櫻桃現象。不控制新車效果所得出的推論，大致是堅實的，只是新車的訊息不對稱力量較強，差異體現在理賠金額門檻值效果上。整體樣本中，可看到保險公司隨金額加強控制理賠或核保、舊車子樣本中，則看到投保者風險趨避程度隨金額增強。研究對象的區域，亦不會大幅改變推論方向，只有程度差異而已。

關鍵字

訊息不對稱 ； 選櫻桃故事 ； 條件相關

並列摘要

This research on the asymmetric information problem in the automobile comprehensive insurance of Taiwan emphasizes on separating it into asymmetric information about risk type and asymmetric information about the risk aversion attitude. Besides on the point about the heterogeneity between new car and old car policies, we also analyze pair-wisely on the policies of type A. B and C. By conditional correlation analysis, we find quite different evidences between them: there are asymmetric information about risk type between type A and C as well as type B and C, and there is cherry picking story between type A and B. Our results are robust to the car age. The only difference is the threshold effect about the claim amount which comes from that new car get stronger asymmetric information. In the full sample, the audit from insurance company is more severe when the claim amount increases. In sub-sample of old car, the insured becomes more risk averse when the loss amount increases. Our conclusion also won't change by the choice of tested data area. The only difference is in the strength of their asymmetric information.

並列關鍵字

asymmetric information ； cherry-picking story ； conditional correlation

參考文獻

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