A Study on the Property Damage Claim of Non-Compulsory Automobile Third Party Liability Insurance-The Application of Quantile Regression Analysis

[[abstract]]第三人責任險是屬於任意汽車保險的一種，過去10年來給付金額占任意汽車保險理賠金額近40%，其中逆選擇及道德危險所致賠款的成份頗多，不當的給付金額會侵蝕掉保險公司的獲利空間。在2002年費率自由化實施之後，保險公司在顧慮到市場要有競爭力，又要公司本身有獲利，所以必須在費率計價、核保方式來篩選客戶才能有效的控制損失率。 本研究探討任意第三人責任險在影響給付原因的背後下，會關係到保險公司損失金額的關鍵因素有那些。因此，本文除了採用普通最小平方法(Ordinary Least Squares，OLS)也運用分量迴歸分析法(Quantile Regression，QR)，以探討每個自變數與保險理賠金額間的相互關係，希望理賠金額的給付能落實精準與公平，使資源能受惠於真正需要補償的受害者與其家屬，也因應市場越趨競爭的事實下，提供並作為爾後保險公司擬定新商品及界定行銷通路的參考依據。[[abstract]]The third party liability insurance is one of the voluntary automobile insurances the amount paid has been nearly 40% for the past 10 years the indemnity mostly results from adverse selection and moral hazard Unfortunately improper payments made by insurance companies will erode their profit margins After the implementation of rate liberalization in 2002 insurance companies are in concern that they should not only be competitive in the market but be profitable itself It hence must take well on rate pricing and underwriting to screen customers so as to effectively control the rate of loss In this study voluntary third party liability insurance under the factors influencing the causes of payments will be related to what key factors will cause the loss amount of insurance companies Thus we adopted the ordinary least squares ( OLS) and in addition the quantile regression analysis (QR) to explore the correlations among each independent variable and the amount of the insurance claims in hopes that the payment of the claims from insurance companies could put the accuracy and the fairness into effect so that resources can not only indeed compensate the victims and their families in need but also provide the insurance companies reflecting the fact that the market becomes increasingly competitive with the references to the future new product developing and market channel identifyin