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論文名稱 Title |
動態化最適保險契約:一個獨占市場的兩期模型分析 Dynamic Optimal Insurance Contract:Analysis of a two-period model under monopoly |
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系所名稱 Department |
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畢業學年期 Year, semester |
語文別 Language |
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學位類別 Degree |
頁數 Number of pages |
34 |
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研究生 Author |
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指導教授 Advisor |
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召集委員 Convenor |
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口試委員 Advisory Committee |
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口試日期 Date of Exam |
2020-07-24 |
繳交日期 Date of Submission |
2020-07-29 |
關鍵字 Keywords |
獨佔市場、 最適動態保險契約、 最適靜態保險契約、 充分資訊、 資訊不對稱、 保費、 自負額。 deductible, optimal static insurance contract, information asymmetry, premiums, monopoly, optimal dynamic insurance contract, perfect information |
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統計 Statistics |
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中文摘要 |
本論文擴充 Stiglitz (1977) 的最適保險理論 , 建立保險獨占市場下的兩期動態模型 , 分析最適動態保險契約。 我們發現在充分資訊下 , 最適動態 / 兩期保險契約無異於最適靜 態 / 單期保險的 「複製」 契約 , 不論高風險或低風險客戶 , 都獲得完全保險 , 且兩期保費固 定不變。 而在資訊不對稱的情況下 , 購買動態保單的低風險客戶雖與靜態保單一樣獲得不 完全保險 , 不過第二期的保險不完全程度 ( 與保費 ) 則依據客戶的 「事故史」 調整 , 與前期 的契約條件出現差異。 |
Abstract |
The thesis extends Stiglitz’s (1977) optimal insurance theory with monopoly, and establishes a two-period dynamic model to induce an optimal dynamic insur- ance contract. We found that under perfect information, the optimal dynamic (two- period) insurance contract is nothing but a "copy" of the optimal static (single- period) contract, that is, regardless of differences in the type of risk, every customer buys a type-dependent policy that provides full insurance each period and the pre- miums for which are fixed across periods. In the case of information asymmetry, although customers of low-risk type obtain only incomplete insurance as in the static model, the dynamic incomplete coverages against losses (and premiums for which) will be provided differently between periods, and, moreover, those contract terms for the second-period be set contingent to the first-period’s history of accidents. |
目次 Table of Contents |
論文審定書 i 中文摘要 ii 英文摘要 iii 符號對照表 v 1 緒 論 1 2 最適保險契約 : Stiglitz (1977) 靜態模型 4 2.1 充分資訊下的最佳 (first-best) 保險契約 . . . . . . . . . . . . . . . . . . 5 2.2 資訊不對稱下的次佳 (second-best) 保險契約 . . . . . . . . . . . . . . . 7 3 充分資訊下的動態保險契約 11 3.1 最佳動態契約的基本模型 . . . . . . . . . . . . . . . . . . . . . . . . . . 12 3.2 最佳動態契約的特性 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13 4 資訊不對稱下的最適動態保險 17 4.1 高風險客戶的最適保費與自負額 . . . . . . . . . . . . . . . . . . . . . . 20 4.2 低風險客戶最適保費與自負額 . . . . . . . . . . . . . . . . . . . . . . . 21 5 結論 24 參考文獻 26 |
參考文獻 References |
Chassagnon, Arnold. and Pierre Andre Chiappori (1997), Insurance Under Moral Hazard and Adverse Selection: The Case of Pure Competition, Mimeo, Univer- sity of Chicago. Hector, Chade and Edward Schlee, E. (2012), Optimal insurance with adverse se- lection, Theoretical Economics 7, 571-607. Janssen, Maarten C.W. and Vladimir A. Karamychav (2005), Dynamic insurance contracts and adverse selection, The Journal of Risk and Insurance 72, 45-59. Rothschild, Michael and Joseph E. Stiglitz (1976), Equilibriun in insurance mar- ket: An essay on the economics of imperfect information, Quarterly Journal of Economics 90, 629-649. Stiglitz, Joseph E. (1977), Monopoly, non-linear pricing and imperfect information: The insurance market, The Review of Economic Studies 44, 407-430. Spence, A. Michael (1978), Product differentiation and performance in insurance markets, Journal of Public Economics 10, 427-447. Salanié , Bernard (2005), The Economics of Contracts: A Primer, Cambridge: MIT Press. Wilson, Charles (1977), A model of insurance markets with incomplete information, Journal of Economic Theory 16, 167-207. |
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