车险市场分离道德风险和逆向选择的实证分析

发布时间：2018-03-24 17:46

本文选题：信息不对称　切入点：道德风险　出处：《保险研究》2013年12期

【摘要】：本文的目的是考察国内车险市场中是否存在信息不对称现象,并试图分离道德风险和逆向选择的影响,即分离出二者对信息不对称的贡献。利用国内一家大型财险公司某省份2008~2009年商业第三者责任险数据,论文通过Probit模型验证了信息不对称的存在;同时,论文利用分组控制住了逆向选择(风险异质性)的影响,并利用对照组剔除了学习效应的贡献,证明商业第三者责任险市场中不存在道德风险;因此该市场的信息不对称完全是由逆向选择贡献的。
[Abstract]:The purpose of this paper is to investigate whether there is information asymmetry in the domestic auto insurance market, and try to separate the influence of moral hazard and adverse selection. That is to say, the contribution of the two to information asymmetry is separated. Using the commercial third party liability insurance data from 2008 to 2009 of a large property insurance company in China, the paper verifies the existence of information asymmetry by Probit model. In this paper, the influence of adverse selection (risk heterogeneity) is controlled by grouping, and the contribution of learning effect is excluded by the control group, which proves that there is no moral hazard in the market of commercial third party liability insurance. Therefore, the information asymmetry in this market is completely contributed by adverse selection.
【作者单位】：清华大学经管学院;
【基金】：北京市属高等学校高层次人才引进与培养计划项目YETP0137的资助~~
【分类号】：F842.6;F426.471;F224

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