臺灣博碩士論文加值系統

由於2008年發生全球金融風暴，可能因投保人急需資金而促使道德風險發生，導致保險業損失率增加。本研究以2006年至2010年我國產險業財務資料為樣本，探討2008年全球金融風暴發生時產險業是否會面臨較高的道德風險。本研究結果顯示，在未控制公司及總體因素前，不管是個別險種或是整體的損失率，在2008至2010年是明顯增加的，顯示在金融風暴後道德風險有增加的現象。但在控制及總體因素後，整體而言，在控制公司及總體因素後，整體的損失率在2008至2010年並沒有顯著的增加，道德風險並不顯著。但火災保險、貨物運輸保險以及工程保險在金融風暴後的損失率仍明顯有增加，此結果顯示這三個險種在金融風暴後有較高的道德風險存在。

During the 2008 global financial crisis, it is predicted that the loss payment of insurance will be increased due to the urgent need of cash from policyholders. Accordingly, moral hazard incentive induces higher probability of loss frequency and loss severity. Using a pooled time-series and cross-sectional data reported from the property and casualty annual statement in Taiwan for year 2006 to year 2010, this study examines whether insurers will confront higher moral hazard risk during global financial crisis. Before controlling firm-specific characteristics and macroeconomic factors, the evidence indicates that the loss payment increases consistently after 2008 global financial crisis not only for individual but also for overall loss rate which proposes that the moral hazard will be induced during this period. In contrast, when the model controls firm-specific characteristics and macroeconomic factors, the overall moral hazard problem disappears. Interestingly, fire, cargo, and engineering lines still remain server moral hazard problem after 2008 global financial crisis.

目錄
摘要 I
ABSTRACT II
誌謝 III
目錄 IV
表目錄 V
圖目錄 VI
第一章 簡 介 1
第二章 假 說 5
第三章 資料及研究方法 6
一、研究資料 6
二、研究變數 6
三、研究方法 8
第四章 實證結果 10
第五章 結論 14
文獻參考 15

表目錄
表1 變數名稱及定義 7
表1 變數名稱及定義（續1） 7
表2 基本統計量表 18
表2 基本統計量表（續1） 19
表3 平均損失率迴歸--模型1 20
表4 REAL_平均損失率迴歸--模型1 21
表5 REAL-損失率迴歸--模型2 22
表5 REAL-損失率迴歸--模型2 （續1） 23
表6 REAL-損失率迴歸--模型2 24
表6 REAL-損失率迴歸--模型2（續1） 25
表7 REAL-損失率迴歸--模型3 26
表7 REAL-損失率迴歸--模型3（續1） 27
表7 REAL-損失率迴歸--模型3（續2） 28
表8 REAL-損失率迴歸--模型3 29
表8 REAL-損失率迴歸--模型3（續1） 30
表8 REAL-損失率迴歸--模型3（續2） 31

圖目錄
圖1 我國產險業保費收入、保險賠款統計資料（2006年至2010年） 2
圖2 我國產險業損失率統計資料（2006年至2010年） 2

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