In industry, especially those activities moving towards longer transportation chains and facing increasingly uncertain, the issue of loss ratio sharing under the automobile physical damage is an important topic. Thin study constructs evidence linking insurance capital asset pricing model and fuzzy analysis, which be useful to evaluate the lost ratio of the automobile physical damage from Taiwan's data. Oar results show that the fuzzy lost ratio is higher than the expected loan ratio in the automobile physical damage. We determine the rank levels therein and find that the retained loan ratios and fuzzy loss ration in each insurer are different. It is found that the fuzzy qualitative of loss ratio does depend on the evaluator's attitude. These results also have directly effects on the determining insurance cost.