| 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 |
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| 引用本文： | 吴洪,赵桂芹. 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[J]. 南方经济, 2011, 0(9): 43-56 |
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| 作者姓名： | 吴洪 赵桂芹 |
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| 作者单位： | 1. 深圳大学经济学院
2. 上海财经大学金融学院 |
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| 基金项目： | 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 |
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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，费率求平对保障选择有显著影响，投保中的习惯性行为不太明显。
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| 关 键 词： | 动态分组 逆选择 汽车责任险 |
Is There Adverse Selection in Auto Liability Insurance Market？ Empirical Analysis under Method of Dynamic Grouping |
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| Hong Wu,Guiqin Zhao. Is There Adverse Selection in Auto Liability Insurance Market？ Empirical Analysis under Method of Dynamic Grouping[J]. South China journal of Economy, 2011, 0(9): 43-56 |
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| Authors: | Hong Wu Guiqin Zhao |
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| Affiliation: | Hong Wu Guiqin Zhao |
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| Abstract: | Based on dynamic grouping of renewal policy data,we construct econometric model on the risk-coverage 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. |
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| Keywords: | Dynamic Grouping Adverse Selection Auto Liability Insurance |
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