| dc.contributor.advisor | 黃泓智<br>楊曉文 | zh_TW |
| dc.contributor.advisor | HuangJerry<br>YangSharon S | en_US |
| dc.contributor.author (Authors) | 黃麗容 | zh_TW |
| dc.creator (作者) | 黃麗容 | zh_TW |
| dc.date (日期) | 2004 | en_US |
| dc.date.accessioned | 14-Sep-2009 09:42:36 (UTC+8) | - |
| dc.date.available | 14-Sep-2009 09:42:36 (UTC+8) | - |
| dc.date.issued (上傳時間) | 14-Sep-2009 09:42:36 (UTC+8) | - |
| dc.identifier (Other Identifiers) | G0923580251 | en_US |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/31287 | - |
| 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 (描述) | 92358025 | zh_TW |
| dc.description (描述) | 93 | zh_TW |
| dc.description.abstract (摘要) | 財政部所推動保單紅利自由化及費率自由化政策提供壽險商品市場的另一發展方向，促進我保險市場良性競爭，且自民國九十二年自由分紅保單進入台灣壽險市場，已有數十家壽險公司相繼搶這塊大餅，目前市面上的分紅保單大多採用美式三元利差分紅方式，在紅利部分尚不可設定保證給付，亦即沒有保證保戶每年都一定會領到利差分紅。因此，本研究將介紹在歐洲廣為盛行、附最低保證給付的英式分紅保單，作為國內業者在分紅保單設計上的參考指標。 本研究主要以傳統壽險商品為研究範疇，在不考慮有解約權下以隨機模擬的方式對英式分紅保單進行公平定價。研究方法為在大量模擬下找出不同投資策略的Markowiz效率前緣曲線，並選用這些投資策略於給定不分紅保單的預定利率下，在公平精算原則為前提下以蒙地卡羅法(Monte Carlo Methods)的方式，針對不同目標期末紅利率(Terminal Bonus Target；TB)，找出分紅保單應有的合理預定利率及期間紅利率。再去衡量保險公司不同資產配置下，因為未達到期望紅利所造成的風險。此外，本研究更進一步地以靜態及動態投資策略探討保險公司失去清償能力(Insolvency Risk)的問題。 最後在上述架構下，本研究為了符合市場實際情況，分別針對不同保單期間與不同的繳費方式進行敏感度分析。 | zh_TW |
| dc.description.tableofcontents | 第一章 緒論 第二章 分紅保單相關介紹 第三章 理論基礎與評價模型的設定 第四章 模擬結果分析 第五章 敏感度分析 第六章 結論與建議 附錄一參考文獻 | zh_TW |
| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0923580251 | en_US |
| dc.subject (關鍵詞) | Markowitz效率前緣 | zh_TW |
| dc.subject (關鍵詞) | 蒙地卡羅法 | zh_TW |
| dc.subject (關鍵詞) | 目標期末紅利率 | zh_TW |
| dc.subject (關鍵詞) | 失去清償能力 | zh_TW |
| dc.subject (關鍵詞) | Markowitz Efficient Frontier | en_US |
| dc.subject (關鍵詞) | Monte Carlo Methods | en_US |
| dc.subject (關鍵詞) | Terminal Bonus Target | en_US |
| dc.subject (關鍵詞) | Insolvency Risk | en_US |
| dc.title (題名) | 英式分紅保單資產配置與公平定價之探討 | zh_TW |
| dc.title (題名) | A study of asset allocation and fair pricing of with-profit in UK | en_US |
| dc.type (資料類型) | thesis | en |
| dc.relation.reference (參考文獻) | 一、 中文部分： | zh_TW |
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