風險趨避與獨占保險市場的均衡分析

Risk Aversion and Equilibrium in Monopoly Insurance Markets

利菊秀(Chu-Shiu Li) ； 楊振昇(Chen-Sheng Yang) ； 劉純之(Chwen-Chi Liu)

《臺大管理論叢》 18卷2期 (2008/06) Pp. 259-278

https://doi.org/10.6226/NTURM2008.18.2.259

摘要

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。

關鍵字

風險趨避 ； 逆選擇 ； 有利選擇

並列摘要

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.

並列關鍵字

risk aversion ； adverse selection ； advantageous selection

參考文獻

利菊秀、劉純之、葉家興(2004)。論保險市場「訊息不對稱」理論與實證的不一政性。保險專刊。20(2)，99-112。

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