汽车保险市场的信息不对称:来自商业第三者责任险的证据
发布时间：2018-08-21 07:19
【摘要】：本文修正了Richaudeau(1999)提出的保障-风险条件相关模型,考虑到索赔次数中的"零膨胀"现象,采用零膨胀Poisson分布拟合索赔次数,以我国汽车商业第三者责任保险作为研究对象,研究了中国车险市场的信息不对称问题。实证结果表明,在控制公开信息的基础上,我国汽车保险市场仍存在显著的信息不对称问题。但是,保险公司可以通过费率厘定、无赔款优待制度、附加险设计等方法分离不同风险的投保人,减轻信息不对称程度对公司经营的影响。
[Abstract]:In this paper, Richaudeau (1999) proposed the model of guarantee and risk condition correlation. Considering the "zero inflation" phenomenon in the number of claims, the zero expansion Poisson distribution is used to fit the number of claims, and the third party liability insurance of automobile business in China is taken as the research object. This paper studies the problem of information asymmetry in China's auto insurance market. The empirical results show that, on the basis of controlling public information, there are still significant information asymmetry problems in China's auto insurance market. However, insurance companies can separate the policyholders with different risks by means of rate determination, non-indemnity preferential treatment system, additional risk design and so on, so as to reduce the influence of information asymmetry on the operation of the company.
【作者单位】： 深圳大学经济学院;上海财经大学金融学院;
【基金】：上海财经大学211工程三期重点学科建设项目资助
【分类号】：F842.6;F224
[Abstract]:In this paper, Richaudeau (1999) proposed the model of guarantee and risk condition correlation. Considering the "zero inflation" phenomenon in the number of claims, the zero expansion Poisson distribution is used to fit the number of claims, and the third party liability insurance of automobile business in China is taken as the research object. This paper studies the problem of information asymmetry in China's auto insurance market. The empirical results show that, on the basis of controlling public information, there are still significant information asymmetry problems in China's auto insurance market. However, insurance companies can separate the policyholders with different risks by means of rate determination, non-indemnity preferential treatment system, additional risk design and so on, so as to reduce the influence of information asymmetry on the operation of the company.
【作者单位】： 深圳大学经济学院;上海财经大学金融学院;
【基金】：上海财经大学211工程三期重点学科建设项目资助
【分类号】：F842.6;F224
【参考文献】
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