請用此 Handle URI 來引用此文件：
http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/53949完整後設資料紀錄
| DC 欄位 | 值 | 語言 |
|---|---|---|
| dc.contributor.advisor | 吳文方(Wen-Fang Wu) | |
| dc.contributor.author | Pin-Chia Liu | en |
| dc.contributor.author | 劉品佳 | zh_TW |
| dc.date.accessioned | 2021-06-16T02:34:21Z | - |
| dc.date.available | 2015-07-29 | |
| dc.date.copyright | 2015-07-29 | |
| dc.date.issued | 2015 | |
| dc.date.submitted | 2015-07-28 | |
| dc.identifier.citation | [1] Barthel, F., & Neumayer, E. (2012). A trend analysis of normalized insured damage from natural disasters. Climatic Change, 113(2), 215-237.
[2] Box, G., & Jenkins, G. (1970). Time series analysis: forecasting and control. San Francisco, CA: Holden-Day. [3] Bruggeman, V. (2010). Compensating catastrophe victims: a comparative law and economics approach. Kluwer Law International. [4] Cardona, O. D., van Aalst, M. K., Birkmann, J., Fordham, M., McGregor, G., Perez, R., Pulwarty, R. S., Schipper, E. L. F., & Sinh, B. T. (2012). Determinants of risk: exposure and vulnerability. In C. B. Field, V. Barros, T. F. Stocker, D. Qin, D. J. Dokken, K. L. Ebi, M. D. Mastrandrea, K. J. Mach, G.-K. Plattner, S. K. Allen, M. Tignor, & P. M. Midgley (eds.), Managing the risks of extreme events and disasters to advance climate change adaptation (pp. 65-108). A Special Report of Working Groups I and II of the Intergovernmental Panel on Climate Change. Cambridge, UK, and New York, NY, USA, Cambridge University Press. [5] CEA. (2007). Reducing the social and economic impact of climate change and natural catastrophes: insurance solutions and public-private partnerships. Brussels, Belgium: CEA. [6] CEA. (2009). Tackling climate change: the vital contribution of insurers. Brussels, Belgium: CEA. [7] Central Weather Bureau. (2015). Climate Phenomena: ENSO. Retrieved from http://www.cwb.gov.tw/V7/climate/climate_info/backgrounds/backgrounds_6.html [8] Charpentier, A. (2008). Insurability of climate risks. The Geneva Papers, 33, 91-109. [9] Charpentier, A., & Le Maux, B. (2014). Natural catastrophe insurance: how should government intervene? Journal of Public Economics, 115, 1-17. [10] Chassagnon, A., & Chiappori, P.-A. (1995). Insurance under moral hazard and adverse selection: the case of pure competition. The International Conference on Insurance Economics, Bordeaux, June 1995. [11] Chiappori, P.-A., & Salanie, B. (2000). Testing for asymmetric information in insurance markets, Journal of Political Economy, 108, 56-78. [12] Crampton, E., & Cowen, T. (2004). Market Failure or Success: The New Debate. Edward Elgar Publishing. [13] Dixon, L., Clancy, N., Seabury, S. A. & Overton, A. (2006). The national flood insurance program’s market penetration rate: estimates and policy implications. Santa Monica, CA: RAND Corporation. [14] Dockrill, M., Ford, N., & Dlugolecki, A. (2009). Chapter 5: Market failure and climate change. In Coping with Climate Change: Risks and Opportunities for Insurers, Climate Change Research Report 2009. UK Chartered Insurance Institute. [15] EM-DAT. (2015). The OFDA/CRED International Disaster Database Universite Catholique de Louvain. Brussels, Belgium. Retrieved from http://www.emdat.be/ [16] Embrechts, P., Kluppelberg, C., & Mikosch, T. (1997). Modelling extremal events for insurance and finance. Berlin: Springer-Verlag. [17] Federal Emergency Management Agency. (2014). Insuring our future: Building a flood insurance program we can live with, grow with and prosper with. Retrieved from http://www.appropriations.senate.gov/sites/default/files/hearings/FEMA%20-%20HFIAA%20Hearing%20Stmt_FINAL.pdf [18] Federal Emergency Management Agency. (2015). Statistics by calendar year. Retrieved from http://www.fema.gov/statistics-calendar-year [19] Hallegatte, S., & Przyluski, V. (2010). The economics of natural disasters. concepts and methods (World Bank Policy Research Working Paper 5507). Washington, DC: World Bank. [20] Harada, T. (2014). Role of government in earthquake insurance scheme of Japan. 14th March, 2014, ADBI-OECD Roundtable on Capital Market Reform in Asia. [21] Harrington, S. E. (2000). Rethinking disaster policy. Regulation, 23(1), 40-46. [22] He, Q., & Chen, R. (2013). Securitization of catastrophe insurance risk and catastrophe bonds: experiences and lessons to learn. Frontiers of Law in China, 8, 521-559. [23] Hudson, P., Botzen, W. J. W., Czajkowski, J., & Kreibich, H. (2014). Adverse selection and moral hazard in natural disaster insurance markets: Empirical evidence from Germany and the United States. The American Risk and Insurance Association Annual Meeting, Seattle, August 2014. [24] Investopedia. (2015). Definition of Property Insurance. Retrieved form http://www.investopedia.com/terms/p/property-insurance.asp [25] IPCC. (2012). Summary for policymakers. In C. B. Field, V. Barros, T. F. Stocker, D. Qin, D. J. Dokken, K. L. Ebi, M. D. Mastrandrea, K. J. Mach, G.-K. Plattner, S. K. Allen, M. Tignor, & P. M. Midgley (Eds.), Managing the risks of extreme events and disasters to advance climate change adaptation (pp. 1-19). A Special Report of Working Groups I and II of the Intergovernmental Panel on Climate Change. Cambridge, UK, and New York, NY, USA, Cambridge University Press. [26] IPCC. (2014). Organization. Retrieved form http://www.ipcc.ch/organization/organization.shtml [27] Katz, M. L., & Rosen, H. S. (2005). Microeconomics (3rd ed.). Boston, MA: Irwin McGraw-Hill. [28] Kim, C.-K. (2011). The effects of natural disasters on long-run economic growth. Michigan Journal of Business, 4(1), 11-49. [29] Kousky, C., & Cooke, R. (2012). Explaining the failure to insure catastrophic risks. The Geneva Papers on Risk and Insurance - Issues and Practice, 37(2), 206–227. [30] Lazzaroni, S., & van Bergeijk, P. (2013). Natural disasters impact, factors of resilience and development: A meta-analysis of the macroeconomic literature (Working Paper 554). The Institute of Social Studies. [31] Lee, W.-C. (2009). Applying generalized Pareto distribution to the risk management of commerce fire insurance. Mimeograph. Taiwan, Tamkang University. [32] Michel-Kerjan, E. O. (2010). Catastrophe economics: the national flood insurance program. Journal of Economic Perspectives, 24(4), 165-86. [33] Morey, E. (2014). An Introduction to Market Failures. Retrieved from http://www.colorado.edu/economics/morey/4545/introductory/marketfailures.pdf [34] Munich Re. (2015). NatCatSERVICE. Retrieved form http://www.munichre.com/natcatservice [35] National Fire Agency. (2015). Fire statistical yearbook. Taiwan: National Fire Agency, Ministry of Interior. [36] Neumayer, E., Plümper, T., & Barthel, F. (2012). The political economy of natural disaster damage. Mimeograph. United Kingdom, London School of Economics and Political Science. [37] Nguyen, T. (2012). Insurability of catastrophe risks and government participation in insurance solutions. Geneva, Switzerland: UNISDR. [38] Non-Life Insurance Association of the R.O.C. (2015). Non-life insurance business in Taiwan: fact book 2014, Taipei, the Non-Life Insurance Association of the R.O.C. [39] Nordhaus, W. D. (2007). A review of the stern review on the economics of climate. Journal of Economic Literature, 45(3), 686-702. [40] Paudel, Y., Wouter Botzen, W. J., & Aerts, J. C. J. H. (2012). A comparative study of public-private catastrophe insurance systems: lessons from current practices. Geneva Papers on Risk and Insurance: Issues and Practice, 37(3), 257-285. [41] Pettinger, T. (2014). Market Failure. Retrieved form http://www.economicshelp.org/ [42] Pickands, J. (1975). Statistical inference using extreme order statistics. The Annals of Statistics, 3, 119-131. [43] Ranghieri, F., & Ishiwatari, M. (2014). Learning from Megadisasters: Lessons from the Great East Japan Earthquake. Washington, DC: World Bank. [44] Rejda, G. E. (2011). Principles of risk management and insurance (11th ed.). Prentice Hall. [45] Rothschild, M., & Stiglitz, J. E. (1976). Equilibrium in competitive insurance markets: an essay on the economics of imperfect information. Quarterly Journal of Economics, 90, 629-649. [46] Seog, S. H. (2010). The economics of risk and insurance. Wiley-Blackwell. [47] Shiller, R. J., & Perron, P. (1985). Testing the random walk hypothesis: power versus frequency of observation. Economic Letters, 18, 381-386. [48] Spenkuch, J. (2012). Moral hazard and selection among the poor: evidence from a randomized experiment. Journal of Health Economics, 31(1), 72-85. [49] Stern, N. (2007). The economics of climate change: the stern review. Cambridge: Cambridge University Press. [50] Sweeting, A. (1998). Discuss the reasons why asymmetric information can be a source of market failure: use examples to illustrate your answers. Mimeograph. University of Maryland. [51] Taiwan Insurance Institute. (2015). Non-Life Insurance: General Information. Retrieved from http://www.tii.org.tw/fcontent/Actuarial_Statistics/genrep_selectg_01.asp [52] Taiwan Residential Earthquake Insurance Fund. (2015). TREIF. Retrieved from http://www.treif.org.tw/ [53] The Economic Times. (2015). Definition of Insurability. Retrieved from http://economictimes.indiatimes.com/definition/Insurability [54] Van Boom, W. H. (2008). Insurance law and economics: an empirical perspective. In M. Faure & F. Stephen (Eds.), Essays in the law and economics of regulation - in honour of anthony ogus (pp. 253-276). Antwerp/Oxford/Portland: Intersentia. [55] Wang, H.-C. (2014). Climate change and insurance mechanism: research and prospect. In J. Yeh (Ed.), Institutional response to climate change: decision, finance, and norm (pp. 183-212). [56] Weitzman, M. L. (2007). A review of the stern review on the economics of climate change. Journal of Economic Literature, 45(3), 703–724. [57] Woo, G. (2002). Natural Catastrophe Probable Maximum Loss. British Actuarial Journal, 8(5), 943-959. [58] Yang, B.-S. (2013). The economics of uncertainty and information. Taiwan: Hanlu Publishing. [59] Yucemen, M. S. (2013). Probabilistic assessment of earthquake insurance rates for buildings. In S. Tesfamariam & K. Goda (Eds.), Handbook of Seismic Risk Analysis and Management of Civil Infrastructure Systems (pp. 787-814). Woodhead Publishing. [60] Zhao, Z. (2011). Natural catastrophe insurance programs: comparisons and implications. Mimeograph. China, Xiamen University. | |
| dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/53949 | - |
| dc.description.abstract | 近年來全球氣候變遷和天然災害對保險業有所影響的觀點，被提出且獲得廣泛的討論。就此，本文旨在深入探討氣候變遷與天然災害風險對財產保險之影響，並依探討結果，對保險業提出一些建議。本文收集國內外相關資料與資訊、建構迴歸模型，而後透過時間序列分析資料並探討分析結果。研究結果發現，全球天然災害發生次數有逐年增加的趨勢，導致被保險人的損失增加。然而，天然災害事件損失的機率分配存在厚尾現象，表示極端天然災害事件造成嚴重損失的機率較常態分配為高。我們也發現，天然災害可能存在個體相關，並有一些關聯結構，導致財產保險業分散風險的能力降低；此外，天然災害風險特徵反映逆向選擇和道德危險的問題，導致財產保險公司面對較大之破產風險，因此財產保險公司應更加重視分析天然災害之可保性和市場失靈問題。現今，雖然國家級天然災害保險制度已於世界易遭受巨災損失之國家或地區推行，但仍面臨上述問題。本文最後建議數種方法來解決這些問題，包括(1)設計差別保險費率以降低逆向選擇；(2)加諸精算過的自負額度，以提高防止損失的誘因而達到減少道德危險的目的；(3)利用再保險來轉移超額風險。 | zh_TW |
| dc.description.abstract | In recent years, the impacts of global climate change and natural disasters have been noticed and discussed extensively. In this study, whether climate change and natural disasters have an impact on the insurability and would cause market failure of property insurance are investigated with a view to providing suggestions to benefit the insurance industry. Collect data and information related to the construction of regression models, then analyze these data and to investigate the results through time series analysis. After the analyses, upward trends along with time are found for both the frequency and damage of natural disasters, resulting in increases in both the overall and insured losses. It is also found that the loss distribution of natural disasters is fat-tailed. The result indicates the probability of natural disasters declines slowly relative to the severity of property loss, and the losses of different natural disasters are correlated with one another. It implies that there is lack of risk diversification in the insurance industry. The above features of risk caused by natural disasters reflect problems of adverse selection and moral hazard, which would result in a high risk of insolvency for an insurer. Therefore, property insurance companies should carefully recognize and study the impact of natural disasters on the insurability and market failure problems of property insurance. Although the national natural disaster insurance schemes have been implemented in a few countries, they still face the above problems. Several means are proposed to solve the problems. They include (1) designing a program of premium discrimination to reduce adverse selection, (2) imposing an actuarial deductible to increase loss prevention incentive and decrease moral hazard, and (3) using the reinsurance mechanism to transfer the excess risk. | en |
| dc.description.provenance | Made available in DSpace on 2021-06-16T02:34:21Z (GMT). No. of bitstreams: 1 ntu-104-R02546013-1.pdf: 1343951 bytes, checksum: 1b94401860cb179615b20e4f8337d0dc (MD5) Previous issue date: 2015 | en |
| dc.description.tableofcontents | 口試委員會審定書 i
誌謝 ii 中文摘要 iii ABSTRACT iv CONTENTS vi LIST OF FIGURES vii LIST OF TABLES viii Chapter 1 Introduction 1 1.1 Motivation 1 1.2 Thesis Organization 6 Chapter 2 Literature Reviews 8 2.1 Insurability of Natural Disaster Risk 8 2.2 Market Failure of Natural Disaster Insurance 10 2.2.1 Adverse Selection 11 2.2.2 Moral Hazard 17 Chapter 3 National Insurance Programs against Natural Disasters 24 Chapter 4 Empirical Study of Natural Disasters 30 4.1 Time Series Analysis of Natural Disasters 30 4.2 Evidences about Insurability and Market Failure 36 Chapter 5 Conclusions and Suggestions 51 REFERENCES 53 | |
| dc.language.iso | en | |
| dc.title | 天然災害風險及其對財產保險之影響 | zh_TW |
| dc.title | Risk of Natural Disasters and Its Influence on Property Insurance | en |
| dc.type | Thesis | |
| dc.date.schoolyear | 103-2 | |
| dc.description.degree | 碩士 | |
| dc.contributor.oralexamcommittee | 洪一薰(I-Hsuan Hong),黃奎隆(Kwei-Long Huang) | |
| dc.subject.keyword | 天然災害,風險,財產保險,可保性,道德危險,逆向選擇, | zh_TW |
| dc.subject.keyword | Natural disaster,Risk,Property insurance,Insurability,Moral hazard,Adverse selection, | en |
| dc.relation.page | 59 | |
| dc.rights.note | 有償授權 | |
| dc.date.accepted | 2015-07-28 | |
| dc.contributor.author-college | 工學院 | zh_TW |
| dc.contributor.author-dept | 工業工程學研究所 | zh_TW |
| 顯示於系所單位： | 工業工程學研究所 | |
文件中的檔案：
| 檔案 | 大小 | 格式 | |
|---|---|---|---|
| ntu-104-1.pdf 目前未授權公開取用 | 1.31 MB | Adobe PDF |
系統中的文件，除了特別指名其著作權條款之外，均受到著作權保護，並且保留所有的權利。