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Cost Function Estimation and Quality Bias: The Regulated Automobile Insurance Industry

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Author Info
Ronald R. Braeutigam
Mark V. Pauly
Abstract

This article explores the implications of endogenous product quality (and therefore endogenous output) in the empirical estimation of cost functions for regulated automobile collision insurance firms. It contains a structural model of such a firm and provides an illustration of the types of biases that can result if data on quality of service are unavailable or otherwise omitted. The analysis shows how the directions of biases depend on the nature of the variations in the observed (nonquality) data. A new test suggests that such bias is present in insurance cost functions.

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Publisher Info
Article provided by The RAND Corporation in its journal RAND Journal of Economics.

Volume (Year): 17 (1986)
Issue (Month): 4 (Winter)
Pages: 606-617
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Handle: RePEc:rje:randje:v:17:y:1986:i:winter:p:606-617

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  1. Paul J. Gertler & Donald M. Waldman, 1990. "Quality Adjusted Cost Functions," NBER Working Papers 3567, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  2. Helene Bouscasse & François Destandau & Serge Garcia, 2008. "Analyse économétrique des coûts des services d’eau potable et qualité des prestations offertes aux usagers," Working Papers - Cahiers du LEF 2008-02, Laboratoire d'Economie Forestiere, AgroParisTech-INRA. [Downloadable!]
  3. Allen N. Berger & J. David Cummins & Mary A. Weiss, 1995. "The Coexistence of Multiple Distributions Systems for Financial Services: The Case of Property-Liability Insurance," Center for Financial Institutions Working Papers 95-13, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
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