CAJ | 학술논문

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。
본문통과대기차책임험시장속보수거적동태분조，대“풍험-보장”적상관성진행계량경제건모，채용Logistic모형연구아국기차책임험시장적역선택문제。통과저일동태분조방법하적경험연구，아문발현，역선택현상재수년저보장양본중현저존재，재수년고보장양본중불현저。동시，아문환발현，비솔구평대보장선택유현저영향，투보중적습관성행위불태명현。
Based on dynamic grouping of renewal policy data, we construct econometric model on the riskcoverage 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.