風險基礎資本，情境分析及動態模擬破產預測模型之比較

Abstract

保險公司清償能力一直是保險監理的重心，在所有現行的制度中風險基礎資本是最重要的，但此項制度仍有其缺點，因此其他動態分析模型被許多學者所提出，如涉險值及情境分析。雖然這些動態分析模型被學者所偏好，但監理機關仍須對這些模型的精確程度加以了解，這也是本篇論文所要研究的目的。

Solvency prediction of insurers has been the focus of insurance regulation. Among the solvency regulation systems, risked-based capital (RBC) is the most important but RBC still has some drawbacks. Thus, the dynamic financial analyses-scenario analysis and Value at Risk have been developed to be the regulation tool. Although, the scholars prefer the dynamic financial analysis, the regulators still want to make sure the accuracy of dynamic financial analysis. That is the purpose of our paper.