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題名 危險理論在團體定期壽險應用之研究 作者 方佩華 貢獻者 鄭榮治
方佩華日期 1988 上傳時間 4-May-2016 14:25:52 (UTC+8) 摘要 論文提要 參考文獻 參考書目:一、中文部分1.王世鑌著，「簡論團體壽險保險費之課稅問題」，壽險季刊第23期:頁14~212.何力生著，「對目前市場上團體險分紅處理方式的看法與建議」，中華民國精算學會會報第6期，頁261~2683.李家泉著，壽險經營，民國七十六年八月。4.李瑞雲著，「團體保險基本型態的研究」，壽險季刊第22期，頁5~145.夏銘賢著，「危險理論在再保險的應用」，壽險季刊第66期，頁10~296.________，保險契約年度損失分配及費率釐訂之研究，宏明圖書公司，民國七十五年三用7. ________，「破產理論簡介」，壽險季刊第64期，頁29~448. ________，「條件機率在危險理論之應用」，壽險季刊第65期，頁17~299.陳子敬著，「團體定期壽險」，中華民國精算學會會報第5期，頁116~12010.陳武宗著，「團體人壽保險理論與實務」，壽險季刊第16期，頁32~3911.陳繼堯著，再保險論，三民書局，民國七十六年12.康鴻誼著，「團體定期壽險之研究」，逢甲大學保險研究所碩士論文，民國六十六年13.黃文章著，「團體定期壽險再保險之研究」，逢甲大學保險研究碩士論文，民國七十二年14.馮致寬著，「團體定期壽險經驗退費之研究」，逢甲大學保險研究所碩士論文，民國七十年15.黃瑞生著，「團體定期壽險經驗費率法之研究」，逢甲大學保險研究所碩士論文，民國七十二年16.黃榮輝、許澎合著，「團體保險之保險費及分紅」，壽險季刊第30期，頁49~6117.謝敏雄著，「團體壽險契約之探討」，壽險季刊第15期，頁22~2618.蘇金珠著，「產牝保險公司清償能力之估算與破產理論之運用」，中華民國精算學會會報第11期，頁180~204二、英文部分1. Beard, R. E., T. Pentikainen, and E. Pesonen, Risk Theory, 3ed, 19842. Beek, John A., “Risk Convolution Calculatins”, F. de Vylder et. al. (eds), Premium Calcutation In Insurance, 1984. PP. 19 ~ 303. Benjamin B., General Insurance, 19774. Bolnick, Howard J. "Experience-Rating Group Life Insurance” , TSA, 1974, PP. 123 ~ 1705. Bower, Newton L., Hans U. Gerber, James C. Hickman, Donald A. Jones and Cecil J. Nesbitt, Risk Theory, Education and Examination Committee of the society of Actuaries, studynote PART 5A6. Brender, Allan, "Required Surplus for the Insurance risk for Certain Lines of Group Insurance”, TSA, 1984, PP. 9 ~ 477. Brockett, Patrick L. and Samuel H. Cox, Jr, "Optimal Calculations Using Partial Stochastic Information ” TSA, 1984, PP. 49 ~ 638. Buhlmann, Hans, Mathematical Method in Risk Theory, 19709. Chan, Beda, “Recursive Formulas for Compound Difference Distributions” , TSA, 1984, PP. 171 ~ 18210. Gerber, Hans U. , An Introduction to Mathematical Risk Theory, Huebner Foundation Monograph, 197911. _____, "Mathematical Fun with Ruin Theory”, Insurance: Mathematics and Economics, 1988 North-Holland PP. 15 ~ 2312. _____, “On the Numerical Evaluation of the Distribution of Aggregate Claims and its stop-loss Premium" Insurance: Nathematics and Economies, 1982. PP. 13~1813. _____, "The Impact of Reinsurance on the Insurer`s Risk”, F. de Vylder et. al. (eds), Premicem Calculation in Insurance, 1984, PP. 171 ~ 18114. Goovaerts, M. J., F. de Vylder and Haezendonck, Insurance Premiums, North-Holland, 198415. Gross Premium for Group Life and Health Irsurance, Education and Examination Committee of the Society of Acturies, STUDY NOTE PART 816. Group Life and Health Insurance, LOMA PART I17. Harper and Workman, Fundamental Mathematics of Life Insurance, LOMA, 197018. Hogg, Robert V. and Stuart A. Klugeman, Loss Distribution, 198419. Hossack J. B., J.H. Pollard, and B. Zehnwith, Introductory Statistics with Applications In General Insurance” , Cambridge Univ. Press, 198320. Klugman, Stuart A., “Loss Distribution : Estimation, Large Sample Theory and Applications” F. de Vylder et. al. (eds), Premium Calculation in Inseerance, 1984, PP. 263 ~ 28421. Kornys, Peter S. " Distribution of Aggregate Claims in the Individual Risk Theory Model”, TSA, 1983, PP. 823 ~ 85822. Levin, Richard L. Statistics for Management, 198123. Mereu, John A. "An Algorithm for Computing Expected Stop-loss Claims under A Group Life Contract”, TSA, 1972 PP. 311 ~ 34724. Panjer, Harry H. and John A. Mereu”Analysis of the Deficit Risik In Group Insurance.” TSA, 1980, PP. 305 ~ 34725. Panjer, Harry H. "The Aggregate Claims Distribution and Stop-loss Reinsurance.” TSA, 1980, PP. 523 ~ 54526. Panjer, Harry H. and Gordon E. Willmot, "Models for the Distribution of Aggregate Claims in Risk Theory" TSA, 1984, PP. 399 ~ 41527. Pike, Bertram N. "Financial Planning and Control for Group Insurance”, TSA, 1977, PP. 234 – 26728. Reckin, George E., Daniel J. Schwark and John B. Synder Ⅱ "Practical Applications of the Ruin Function”, TSA, 1984, PP. 453 ~ 48729. Seal, Hilary L., Stochastic Theory of a Risk Business, 196930. Trousdale, Ralph Barnard, "Group Insurance”, Kaillin (eds), Modern Insurance Theory and Education, 1972 PP. 233 ~ 28631. Vylder, F. de and M. J. Goovaerts, "Recursive Calculation of Finite-time Ruin Probabilities”, Inseerance: Mathematics and Economics, 1988, North-Holland, PP. 1 ~ 732. Wouwe M. Van, F. de Vylder, "The Influence of Reinsurance Limits onf Infinite Time Ruin Probabilities” , F. de Vylder, et. al. (eds), Premium Calcalations in Insurance, 1984, PP. 493 – 504 描述 碩士
國立政治大學
風險管理與保險研究所資料來源 http://thesis.lib.nccu.edu.tw/record/#B2002005650 資料類型 thesis dc.contributor.advisor 鄭榮治 zh_TW dc.contributor.author (Authors) 方佩華 zh_TW dc.creator (作者) 方佩華 zh_TW dc.date (日期) 1988 en_US dc.date.accessioned 4-May-2016 14:25:52 (UTC+8) - dc.date.available 4-May-2016 14:25:52 (UTC+8) - dc.date.issued (上傳時間) 4-May-2016 14:25:52 (UTC+8) - dc.identifier (Other Identifiers) B2002005650 en_US dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/90527 - dc.description (描述) 碩士 zh_TW dc.description (描述) 國立政治大學 zh_TW dc.description (描述) 風險管理與保險研究所 zh_TW dc.description.abstract (摘要) 論文提要 zh_TW dc.description.tableofcontents 目錄論文提要第一章 導論第一節 文獻探討………1第二節 團體定期壽險之特性………2第三節 研究範圍………4第四節 研究限制………4第二章 損失總額分配第一節 損失次數分配………6第二節 損失幅度分配………13第三節 損失總額分配………18第三章 破產理論第一節 破產理論之基本模式………26第二節 破產機率之求算………27第三節 破產理論之應用………35第四章 再保險的運用第一節 再保險的種類………37第二節 比例性再保險………39第三節 超額損失再保險………43第四節 停止損失再保險………49第五節 巨災再保險………56第五章 期初可得基金第一節 假設條件與方法………60第二節 結果之分析………63第三節 其他方法………67第四節 其他問題………70第六章 結論與建議第一節 結論………74第二節 對國內市場之建議………74 zh_TW dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#B2002005650 en_US dc.title (題名) 危險理論在團體定期壽險應用之研究 zh_TW dc.type (資料類型) thesis en_US dc.relation.reference (參考文獻) 參考書目:一、中文部分1.王世鑌著，「簡論團體壽險保險費之課稅問題」，壽險季刊第23期:頁14~212.何力生著，「對目前市場上團體險分紅處理方式的看法與建議」，中華民國精算學會會報第6期，頁261~2683.李家泉著，壽險經營，民國七十六年八月。4.李瑞雲著，「團體保險基本型態的研究」，壽險季刊第22期，頁5~145.夏銘賢著，「危險理論在再保險的應用」，壽險季刊第66期，頁10~296.________，保險契約年度損失分配及費率釐訂之研究，宏明圖書公司，民國七十五年三用7. ________，「破產理論簡介」，壽險季刊第64期，頁29~448. ________，「條件機率在危險理論之應用」，壽險季刊第65期，頁17~299.陳子敬著，「團體定期壽險」，中華民國精算學會會報第5期，頁116~12010.陳武宗著，「團體人壽保險理論與實務」，壽險季刊第16期，頁32~3911.陳繼堯著，再保險論，三民書局，民國七十六年12.康鴻誼著，「團體定期壽險之研究」，逢甲大學保險研究所碩士論文，民國六十六年13.黃文章著，「團體定期壽險再保險之研究」，逢甲大學保險研究碩士論文，民國七十二年14.馮致寬著，「團體定期壽險經驗退費之研究」，逢甲大學保險研究所碩士論文，民國七十年15.黃瑞生著，「團體定期壽險經驗費率法之研究」，逢甲大學保險研究所碩士論文，民國七十二年16.黃榮輝、許澎合著，「團體保險之保險費及分紅」，壽險季刊第30期，頁49~6117.謝敏雄著，「團體壽險契約之探討」，壽險季刊第15期，頁22~2618.蘇金珠著，「產牝保險公司清償能力之估算與破產理論之運用」，中華民國精算學會會報第11期，頁180~204二、英文部分1. Beard, R. E., T. Pentikainen, and E. Pesonen, Risk Theory, 3ed, 19842. Beek, John A., “Risk Convolution Calculatins”, F. de Vylder et. al. (eds), Premium Calcutation In Insurance, 1984. PP. 19 ~ 303. Benjamin B., General Insurance, 19774. Bolnick, Howard J. "Experience-Rating Group Life Insurance” , TSA, 1974, PP. 123 ~ 1705. Bower, Newton L., Hans U. Gerber, James C. Hickman, Donald A. Jones and Cecil J. Nesbitt, Risk Theory, Education and Examination Committee of the society of Actuaries, studynote PART 5A6. Brender, Allan, "Required Surplus for the Insurance risk for Certain Lines of Group Insurance”, TSA, 1984, PP. 9 ~ 477. Brockett, Patrick L. and Samuel H. Cox, Jr, "Optimal Calculations Using Partial Stochastic Information ” TSA, 1984, PP. 49 ~ 638. Buhlmann, Hans, Mathematical Method in Risk Theory, 19709. Chan, Beda, “Recursive Formulas for Compound Difference Distributions” , TSA, 1984, PP. 171 ~ 18210. Gerber, Hans U. , An Introduction to Mathematical Risk Theory, Huebner Foundation Monograph, 197911. _____, "Mathematical Fun with Ruin Theory”, Insurance: Mathematics and Economics, 1988 North-Holland PP. 15 ~ 2312. _____, “On the Numerical Evaluation of the Distribution of Aggregate Claims and its stop-loss Premium" Insurance: Nathematics and Economies, 1982. PP. 13~1813. _____, "The Impact of Reinsurance on the Insurer`s Risk”, F. de Vylder et. al. (eds), Premicem Calculation in Insurance, 1984, PP. 171 ~ 18114. Goovaerts, M. J., F. de Vylder and Haezendonck, Insurance Premiums, North-Holland, 198415. Gross Premium for Group Life and Health Irsurance, Education and Examination Committee of the Society of Acturies, STUDY NOTE PART 816. Group Life and Health Insurance, LOMA PART I17. Harper and Workman, Fundamental Mathematics of Life Insurance, LOMA, 197018. Hogg, Robert V. and Stuart A. Klugeman, Loss Distribution, 198419. Hossack J. B., J.H. Pollard, and B. Zehnwith, Introductory Statistics with Applications In General Insurance” , Cambridge Univ. Press, 198320. Klugman, Stuart A., “Loss Distribution : Estimation, Large Sample Theory and Applications” F. de Vylder et. al. (eds), Premium Calculation in Inseerance, 1984, PP. 263 ~ 28421. Kornys, Peter S. " Distribution of Aggregate Claims in the Individual Risk Theory Model”, TSA, 1983, PP. 823 ~ 85822. Levin, Richard L. Statistics for Management, 198123. Mereu, John A. "An Algorithm for Computing Expected Stop-loss Claims under A Group Life Contract”, TSA, 1972 PP. 311 ~ 34724. Panjer, Harry H. and John A. Mereu”Analysis of the Deficit Risik In Group Insurance.” TSA, 1980, PP. 305 ~ 34725. Panjer, Harry H. "The Aggregate Claims Distribution and Stop-loss Reinsurance.” TSA, 1980, PP. 523 ~ 54526. Panjer, Harry H. and Gordon E. Willmot, "Models for the Distribution of Aggregate Claims in Risk Theory" TSA, 1984, PP. 399 ~ 41527. Pike, Bertram N. "Financial Planning and Control for Group Insurance”, TSA, 1977, PP. 234 – 26728. Reckin, George E., Daniel J. Schwark and John B. Synder Ⅱ "Practical Applications of the Ruin Function”, TSA, 1984, PP. 453 ~ 48729. Seal, Hilary L., Stochastic Theory of a Risk Business, 196930. Trousdale, Ralph Barnard, "Group Insurance”, Kaillin (eds), Modern Insurance Theory and Education, 1972 PP. 233 ~ 28631. Vylder, F. de and M. J. Goovaerts, "Recursive Calculation of Finite-time Ruin Probabilities”, Inseerance: Mathematics and Economics, 1988, North-Holland, PP. 1 ~ 732. Wouwe M. Van, F. de Vylder, "The Influence of Reinsurance Limits onf Infinite Time Ruin Probabilities” , F. de Vylder, et. al. (eds), Premium Calcalations in Insurance, 1984, PP. 493 – 504 zh_TW
