CAJ | 학술논문

我们采用我国机动车辆商业三责险市场中的动态续保数据，通过两年的保单选择对投保人进行分组，合理控制风险异质性对道德风险动机效应的影响，利用Logistic回归模型（参数方法）和条件相关模型（非参数方法），研究我国汽车保险市场中是否存在道德风险以及其他动机效应。研究结果表明，投保车辆保额提高组不存在明显的道德风险证据；投保车辆保额降低组，在保额下降后观察到显著的索赔概率降低，有显著的道德风险动机效应。同时，保额降低组投保人在购买不计免赔率特约条款的情况下，还存在正向选择的情形。
아문채용아국궤동차량상업삼책험시장중적동태속보수거，통과량년적보단선택대투보인진행분조，합리공제풍험이질성대도덕풍험동궤효응적영향，이용Logistic회귀모형（삼수방법）화조건상관모형（비삼수방법），연구아국기차보험시장중시부존재도덕풍험이급기타동궤효응。연구결과표명，투보차량보액제고조불존재명현적도덕풍험증거；투보차량보액강저조，재보액하강후관찰도현저적색배개솔강저，유현저적도덕풍험동궤효응。동시，보액강저조투보인재구매불계면배솔특약조관적정황하，환존재정향선택적정형。
According to the coverage selection style of policyholders between two consequent years, controlling the effects of heterogeneous risk on moral hazard incentive effect, we divide dynamic renewal data into groups, and analyze if there exists moral hazard or other incentive effects in Chinese automobile third-party liability insurance market by using Logistic regression model （parametric method ） and conditional correlation approach （non-parametric method）. The results show, moral hazard is not significant for the increasing coverage group but significant for the decreasing coverage group, which indicates significant lower claim probability after decreasing coverage. Moreover,when considering the effect of buying no deductible attachment policy, there also exists significant evidence of advantageous selection in the decreasing coverage group.