謝德宗Hsieh, Der-Tzon臺灣大學:經濟學研究所侯自維Hou, Tzu-WeiTzu-WeiHou2010-05-052018-06-282010-05-052018-06-282009U0001-2807200922141900http://ntur.lib.ntu.edu.tw//handle/246246/179558人類生活環境是由自然物質及各種歷史性、社會性人為物質統合而成，相對其他生物的生存結構複雜許多。其中，保險制度更是經濟體系特有的制度，是人類社會高度進化與文明的象徵。保險制度存在與經濟生活息息相關，也就是家計部門或廠商現在支出較少費用以負擔未預期事故所遭遇問題而產生經濟需求的手段。透過保險制度，縱使經濟成員遇到未預期事故，也會因事先保險安排而獲得經濟補償與救濟，使其經濟活動得以繼續運作不致停擺，這也是保險制度的精神。國保險業發展深受經濟發展程度影響，企業發展及公共建設需要龐大資金，而保險業累積巨額責任準備金，如能妥善運用配合企業及公共建設所需，必能增加資金運用收益，亦能促進經濟發展，帶動經濟成長。一般而言，當景氣繁榮時，保險業也會表現較佳成長性；相反地，景氣衰退也會導致保險業成長趨緩甚至衰退。由於保險業握有龐大資金，從事房地產與股票投資會促使不動產與股票價格上漲，用於融通企業會帶動產業發展，是以保險不僅提供經濟保障，其資金運用可帶動經濟成長。內產險保費收入與總體經濟因素如經濟成長率、消費者物價指數、進出口貿易、油價等息息相關，是以本研究將利用單根檢定、相關性分析、因果關係檢定及VAR模型檢定等計量方法建立實證模型來探討兩者成長趨勢的領先落後關係，決定影響主要產險保費收入的因素，藉由總體經濟因素變化來預測產險市場的未來發展，或由產險發展來預測未來景氣趨勢，用以提供產險業研擬經營策略或提供決策當局擬訂法令與政策的依據。Human beings live in an environment of both natural and artificial factors, the latter including historical and social ones. The environment is much more complicated than other creators’ living structures. Among all the factors, insurance system is one unique part of the economic system, an evidence of human’s highly development and civilization. Insurance system closely relates with economic life. Insurance system is created because households or companies pay less money for the accidents and expenses in the future. Owing to insurance system, even if the insured encounter unexpected accidents, they will receive economic compensation and relief and continue their economic activities. This is the spirit of insurance system.he development of insurance industry in a certain country is very determined by its economy. Business development and public construction require large amount of money and insurance companies accumulate enormous lots reserve. If the reserve can be well invested to support the needs of enterprises and the government, insurance companies would have better returns while the economy would be driven. Generally speaking, the insurance industry grows when the economy is blooming but slows down or even depresses when the economy is slow. In addition, the insurance companies’ investment in real estate and stock market will stir the growth; the insurance companies’ financing to enterprises will drive their development. Therefore, insurance not only provides economic protection but also stimulates economic growth due to wise capital utilization.n Taiwan, premium income of general insurance companies is closely related with macroeconomic variables, such as economic growth rate, consumer price index, import and export trade, oil price, and etc. To discuss their interactive relationship, the study is to create an experimental model by use of quantitative methods including unit root test, correlative analysis, causality test and VAR model test. The study finds out the factors that mainly determines premium income of general insurance industry. With the study result, we can predict the future development of insurance market based on macroeconomic factors and formulate general insurance operation strategy; we can also predict the future economic development based on general insurance development for the government to plan proper laws and strategy.目 錄試委員會審定………………………………………i謝……………………………………………………ii文摘要………………………………………………iii文摘要………………………………………………iv一章緒論……………………………………………1.1 研究背景與動機…………………………………1.2 研究目的…………………………………………5.3 本文架構…………………………………………5二章文獻回顧………………………………………7.1 產物保險與人身保險差異………………………7.2 產物保險的演進…………………………………10.3 產險類型…………………………………………14.4 主要險種與景氣循環的關係……………………15三章實證模型的建立………………………………23.1 資料來源與變數處理定…………………………23.2 單根檢定…………………………………………26.3 因果關係檢定……………………………………27.4 VAR模型因果檢定………………………………28四章實證結果與分析………………………………30.1 單根檢定結果……………………………………30.2 相關性分析………………………………………31.3 Granger因果關係檢定…………………………32.4 VAR模型分析……………………………………36五章結論與建議……………………………………45.1 結論………………………………………………45.2 後續研究與建議…………………………………46考文獻………………………………………………47application/pdf539209 bytesapplication/pdfen-US保險制度經濟成長率產險保費單根檢定因果關係檢定VAR模型檢定產險市場Insurance SystemEconomic Growth RateGeneral Insurance PremiumUnit Root TestCausality TestVAR Model TestGeneral Insurance Market[SDGs]SDG8thesishttp://ntur.lib.ntu.edu.tw/bitstream/246246/179558/1/ntu-98-P93323002-1.pdf