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Title: 利用預測分析-篩選及檢視再保險契約中之承保風險
Selecting and Monitoring Insurance Risk on Reinsurance Treaties Using Predictive Analysis
Authors: 吳家安
Wu, Chiao-An
Contributors: 張士傑
Chang, Shih-Chieh
Wu, Chiao-An
Keywords: 預測分佈
Predictive distribution
Simple Importance-Resampling
Monte Carlo simulation
Gibbs sampling
Pro rata
Excess of loss
Date: 1998
Issue Date: 2016-04-27 11:15:01 (UTC+8)
Abstract: 傳統的保險人在面對保險契約所承保的風險時,常會藉由國際上的再保險市場來分散其保險風險。由於所承保險事件的不確定性,保險人需要謹慎小心評估其保險風險並將承保風險轉移至再保險人。再保險有兩種主要的保險型式,可區分成比例再保契約及超額損失再保契約,保險人將利用這些再保險契約來分散求償給付時的損失,加強保險人本身的財務清償能力。
Insurers traditionally transfer their insurance risk through the international reinsurance market. Due to the uncertainty of these insured risks, the primary insurer need to carefully evaluate the insured risk and further transfer these risks to his ceding reinsurers. There are two major types of reinsurance, i.e. pro rata treaty and excess of loss treaty, used in protecting the claim losses.
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