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汽车责任险市场存在逆选择吗?——动态分组方法下的经验研究 被引量：2

Is There Adverse Selection in Auto Liability Insurance Market? Empirical Analysis under Method of Dynamic Grouping
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摘要 本文通过对汽车责任险市场续保数据的动态分组,对"风险-保障"的相关性进行计量经济建模,采用Logistic模型研究我国汽车责任险市场的逆选择问题。通过这一动态分组方法下的经验研究,我们发现,逆选择现象在首年低保障样本中显著存在,在首年高保障样本中不显著。同时,我们还发现,费率水平对保障选择有显著影响,投保中的习惯性行为不太明显。 Based on dynamic grouping of renewal policy data, we construct econometric model on the riskcoverage conditional correlation to study the adverse selection problem in Chinese auto liability insurance market using logistic model. The study shows, adverse selection exists in the sample of low coverage group but is not significant for the high coverage one. Premium rate is the key factor which affects the choice of coverage otherwise habit persistence is not obvious.
作者 吴洪 赵桂芹
机构地区 深圳大学经济学院 上海财经大学金融学院
出处 《南方经济》 CSSCI 北大核心 2011年第9期43-56,共14页 South China Journal of Economics
基金 上海财经大学211工程重点学科建设项目 上海社科规划项目(2010EJB007)资助
关键词 动态分组 逆选择 汽车责任险 Dynamic Grouping Adverse Selection Auto Liability Insurance
分类号 F840 [经济管理—保险]
  • 相关文献

参考文献22

  • 1Abbring, J. H, P. Chiappori, 2. J. Heckman and J. Pinquet. 2003. Adverse Selection and Moral Hazard in Insurance: Can Dynamic Data Help to Distinguish? . Journal of the European Economic Association, 1, pp. 512 -521.
  • 2Cawley, J. , and T.J. Philipson, 1999, An Empirical Examination of Information Barriers to Trade in Insurance. American Economic Review, 89, pp. 827 -846.
  • 3Cohen, A. 2005. " Asymmetric Information and Learning: Evidence from the Automobile Insurance Market," Review of Economics and Statistics. 87 (2)pp. 197 -207.
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  • 5Chiappori P. A and B. Salanie . 2000, Testing for Asymmetric Information in Insurance Markets. Journal of Political Economy, 108, pp. 56 -78.
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  • 7Dionne, G. , P. C. Michaud and M. Dahchour, 2007, Separating Moral Hazard From Adverse Selection and Learning in Automobile Insurance: Longitudinal Evidence From France, Working Paper, Available at SSRN : http : //ssm. com/abstract = 583063.
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  • 9Dionne, G. , and R. Gagne. 2002. Replacement Cost Endorsement and Opportunistic Fraud in Automobile Insurance. Journal of Risk and Uncertainty, 24, pp. 213-230.
  • 10Eisenhauer, J. 2004. Risk Aversion and the Willingness to Pay for Insurance: A Cautionary Discussion of Adverse Selection. Risk Management and Insurance Review, 7, pp. 165 - 175.

二级参考文献51

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共引文献31

同被引文献51

  • 1史文璧,黄丞.道德风险与医疗保险风险控制[J].经济问题探索,2005(2):60-63. 被引量：49
  • 2郭有德.医疗保险中道德风险的经济学分析[J].复旦学报（社会科学版）,2011,53(1):116-123. 被引量：22
  • 3Li, C. S. , C. C. Liu, and J. H. Yeh. 2007. "The Incentive Effects of Increasing Per - claim Deductible Contracts in Auto- mobile Insurance. "Journal of Risk and Insurance 74 (2) :441 - 459.
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  • 5Cummins, D. , R. Phillips, and M. Weiss. 2001. "The Incentive Effects of No- Fault Automobile Insurance. "Journal of Law and Economics 44(2) :427 -464.
  • 6Dionne, G. , and R. Gagne. 2002. "Replacement Cost Endorsement and Opportunistic Fraud in Automobile Insurance. " Journal of Risk and Uncertainty 24 (3) :213 -230.
  • 7Harris, M., and A. Raviv. 1978. "Some Results on Incentive Contracts With Applications to Education and Employ- ment, Health Insurance, and Law Enforcement. "American Economic Review 68 ( 1 ) : 20 - 30.
  • 8Holmstrom, B. 1979. "Moral Hazard and Observability. "Bell Journal of Economics 10( 1 ) : 74 - 91.
  • 9Shavell, S. 1979. "On Moral Hazard and Insurance. "Quarterly Journal of Economics 93 (4) : 541 - 562.
  • 10Baker, T. 1996. "On the Genealogy of Moral Hazard. " Texas Law Review 75 : 237 - 292.

二级引证文献3

南方经济
2011年 第9期

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