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Updated: Jul 18, 2026

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An R-Based Landscape Validation of a Competing Risk Model
Published on: September 16, 2022
責任保険危機の原因 責任保険危機の原因
1Wharton School, University of Pennsylvania, Philadelphia 14104-6218.
まとめ
損害賠償保険料の急激な上昇は,共謀や予測ミスによるものではない. 代わりに,保険料の上昇は,将来の負債損失の予想される値下げ値の増加と最も妥当に結びついている.
科学分野:
- 経済学 経済学
- 保険調査 保険調査 保険調査
- リスク管理 リスク管理
背景:
- 近年,責任保険保険料の有意で"劇的な"増加が見られました.
- これらの保険料の上昇の要因を理解することは,保険保有者と業界にとって極めて重要です.
- 以前の仮説には,保険会社の共謀,市場の周期性,予測の不正確性が含まれていた.
研究 の 目的:
- 責任保険保険料の最近の急増の背後にある主な原因を調査する.
- 保険料の増加の代替説明を評価し,拒絶する.
- 観察された保険料の上昇を促す最も可能性が高い要因を特定する.
主な方法:
- プレミアム,損失,運用経費を含む業界データの分析.
- 保険市場の動態に関する統計的調査.
- 陰謀,周期的行動,予測エラーに関連する仮説のテスト.
主要な成果:
- 陰謀,周期的な市場行動,またはシステマティックな予測エラーが主な原動力であるという主張は,証拠によって否定されています.
- データによると,保険料の"ジャンプ"は,予想される将来の損失の変化と相関していることが強く示唆されています.
- 予想される負債損失の"ディスカウント価値"は増加し,現在の保険料に影響を与えています.
結論:
- 責任保険保険料の上昇のもっとも妥当な説明は,予測される将来の損失の現在の価値の上昇である.
- この発見は,保険価格設定における長期的な損失予測とリスク評価の重要性を強調しています.
- 追加の研究により,ディスカウントされた期待負債損失の増加に寄与する特定の要因を調査することができます.
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