2007-08-012024-05-17https://scholars.lib.ntu.edu.tw/handle/123456789/688157摘要：第一年計畫：Overconfidence and Advantageous Selection 摘要 計畫主要希望證明過度自信可能是造成優勢選擇的成因。論文首先討論過度自信如何影響個人投保和損害防阻的行為，論文進而討論資訊不對稱下的均衡。論文中將證明：當保險公司無法觀察投保人是否過度自信，保險市場可能會存在一個分離均衡，此時保障和風險成為負相關。大多文獻認為當保險公司無法觀察投保人風險趨避程度時，優勢選擇會存在。不同於過去文獻，論文提出一個新的理由解釋優勢選擇的存在。 <br> Abstract: 第一年計畫：Overconfidence and Advantageous Selection Abstract In this project, I intend to provide a theoretical model of hidden overconfidence to explain advantageous selection in the insurance market, showing that the relationship between insurance coverage and loss probability is negative or insignificantly different from zero. In this project, I intend to demonstrate that, when the deviation in belief of the loss probability between the rational type of insured and the overconfident type of insured is relatively large, the rational type of insured takes precautions to reduce his or her loss probability, and purchases more coverage at a low premium rate. Meanwhile, the overconfident type of insured will not make any effort, and purchase less coverage at a high premium rate. In addition, when the deviation in belief of the loss probability between the rational type of insured and the overconfident type of insured is relatively small, neither the rational type of insured nor the overconfident type of insured expend any effort to reduce the loss probability, and both purchase insurance at the same premium rate. I intend to show that the equilibrium in insurance market may settle on where individuals who are more subjectively optimistic regarding their loss probability are insured with less coverage.保險逆選擇優勢選擇資訊不對稱道德風險過度自信insurance marketadvantageous selectionasymmetric informationmoral hazardadverse selectionoverconfidence