傳播文獻


【管理學】 - 其他

名稱
Does Asymmetric Information Exist in the Reinsurance Markets of Taiwan? Applying Quantile Regression and Natural-Experiment Method
來源
管理評論
作者
Juei-Hsiang Chen ; Yung-Ming Shiu
年份
2020
資料性質
繁體中文
出版者
財團法人光華管理策進基金會
出版地
臺灣
冊數
39(1)
頁數
123 - 140
簡介

Purpose - The primary aim of this study is to examine whether asymmetric information exists in Taiwan non-life industry reinsurance market. Design/methodology/approach - We use a natural experiment and several parametric models to estimate the average effects results. Findings - Results have shown that the reinsurance information asymmetry phenomenon in Taiwan's reinsurance markets does exist. Research limitations/implications - Due to data unavailability, we could not obtain the reinsurance contract level data and we could not control the contract level information. Practical implications/Social implications - For reinsurer practitioners, they should be more cautious about underwriting, especially for the business ceded by high loss ratio insurers. For regulators, they might take some measures to affect insurers to mitigate such phenomenon to enhance the reinsurance market efficiency. Originality/value - The core value of this study is to identify whether asymmetric information exists in Taiwan non-life industry reinsurance market and when the asymmetric information phenomenon will be more severe.