| dc.contributor | 風管系 | |
| dc.creator (作者) | 張士傑 | |
| dc.creator (作者) | Chang, Shih-Chieh | |
| dc.creator (作者) | 陳瑞祥 | |
| dc.creator (作者) | 許永明 | |
| dc.creator (作者) | Shiu, Yung-Ming | |
| dc.date (日期) | 2021-09 | |
| dc.date.accessioned | 11-四月-2022 15:09:22 (UTC+8) | - |
| dc.date.available | 11-四月-2022 15:09:22 (UTC+8) | - |
| dc.date.issued (上傳時間) | 11-四月-2022 15:09:22 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/139816 | - |
| dc.description.abstract (摘要) | 我們研究採行風險基礎資本制度，會如何影響財產保險的保險人之以損失率為代理變數的核保績效指標。我們的結果顯示：在採行風險基礎資本制度以後，整體損失率已經有顯著下降。然而，對於原本低損失率的保險人而言，損失率會提高，雖然原本高損失率之保險人的損失率會降低。我們進一步發現：實施風險基礎資本制度，降低火災保險與汽車保險直接業務的損失率。我們的發現對於「與最低資本額要求相比，採行風險基礎資本制度讓財產保險業者變得更注意核保風險」之觀念，提供實證上的支持。 | |
| dc.description.abstract (摘要) | We investigate how risk-based capital (RBC) regime adoption affects the underwriting performance of property-casualty insurers. Our results reveal that, on average, loss ratio has been reduced significantly following the RBC regime adoption. Moreover, the RBC regime adoption increases and reduces the loss ratio on insurers with low and high loss ratios, respectively. We further discover that RBC regime adoption reduces the loss ratio of fire and automobile direct business. These results support the notion that, compared with the minimum capital requirement regime, the RBC regime adoption helps property-casualty insurers to be attentive to underwriting risk. | |
| dc.format.extent | 694155 bytes | - |
| dc.format.mimetype | application/pdf | - |
| dc.relation (關聯) | 證券市場發展季刊, Vol.33, No.3, pp.83-119 | |
| dc.subject (關鍵詞) | 風險基礎資本制度之實施;損失率;財產保險的保險人 | |
| dc.subject (關鍵詞) | Risk-based capital regime adoption;Loss ratio;Property-casualty insurers | |
| dc.title (題名) | Risk-based Capital Regime Adoption and Underwriting Performance: Evidence from the Property–Casualty Insurance Industry in Taiwan | |
| dc.title (題名) | 採行風險基礎資本制與核保績效：台灣財產保險業的實證結果 | |
| dc.type (資料類型) | article | |
| dc.identifier.doi (DOI) | 10.6529/RSFM.202109_33(3).0003 | |
| dc.doi.uri (DOI) | https://doi.org/10.6529/RSFM.202109_33(3).0003 | |
