摘要
基于贝叶斯概率模型,采用2009-2019年的省级面板数据,通过动态GMM回归分析出口信用保险市场是否受到代表性启发效应的干扰。研究表明:受制于代表性启发的决策者扭曲未来损失的概率估计,形成损前投保不足、损后过度投保的需求模式;代表性启发确实影响我国出口信用保险的需求市场,但时间递减效应不显著。
Based on Bayesian probability models,this paper used 2009-2019 province-level panel data through dynamic GMM regressions to analyze whether the export credit insurance market is disturbed by representative heuristic effects.The results show that decision makers subject to representative heuristic distort the probability of losses occurring in the future,then underinsured before loss and overinsured after loss;the representative heuristic effect exists in China's export credit insurance market,but the time-decreasing effect is not significant.
作者
张璐
ZHANG Lu(School of Insurance,University of International Business and Economics,Beijing 100105,China;School of Economics,Northuuest Minzu University,Lanzhou,Gansu 730030,China)
出处
《财经理论与实践》
北大核心
2023年第3期43-49,共7页
The Theory and Practice of Finance and Economics
基金
国家社会科学基金资助项目(19XJY005)
甘肃省哲学社会科学规划青年项目阶段性研究成果(2022QN004)
西北民族大学西北民族地区经济与管理科研创新团队(10014664)。
关键词
代表性启发效应
出口信用保险
行为偏差
representative heuristic
export credit insurance
behavioral bias
