| Summary: | 碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 97 === This paper investigates the relationship between property & liability insurance written premium, claims and macroeconomic variables. A variety of time-series methodologies, unit root test, cointegration test, and error correction models, are applied to investigate the relationship. The empirical results of this study are summarized as follows:
First, all of the variables are non-stationary by unit root test.
Second, Discovered by the impact response function, except, in the unemployment rate has the partial short-term effect for continuing outside, other major part short-term effect all for beat condition.
Third, by Forecast Error Variance Decomposition, consumer price index change Rate and unemployment rate ahead of written premium, written premium ahead of exchange rate. In claims, unemployment rate ahead of claims.
The expression property insurance claims to receive the unemployment rate the influence to be very high.
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