| dc.contributor.advisor | 林建智 | zh_TW |
| dc.contributor.advisor | Lin, J.J. | en_US |
| dc.contributor.author (作者) | 楊清榮 | zh_TW |
| dc.contributor.author (作者) | Yang, Cliff | en_US |
| dc.creator (作者) | 楊清榮 | zh_TW |
| dc.creator (作者) | Yang, Cliff | en_US |
| dc.date (日期) | 2003 | en_US |
| dc.date.accessioned | 2009-09-18 | - |
| dc.date.available | 2009-09-18 | - |
| dc.date.issued (上傳時間) | 2009-09-18 | - |
| dc.identifier (其他 識別碼) | G0090932803 | en_US |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/34110 | - |
| 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) | 90932803 | zh_TW |
| dc.description (描述) | 92 | zh_TW |
| dc.description.abstract (摘要) | 近年來許多的產險公司因為買不到比例性的天災再保險合約，不得不使用超額賠款再保險方式以規避和轉嫁天災風險，但也因此承擔相當大的天災累積風險。本文將企業風險管理的概念引進，把保險公司的再保部門模擬成企業的風險管理部門，期能更精確地定位保險公司再保險部門的功能、應該扮演的角色及未來經營策略。超額賠款再保險之使用與產物保險的經營關聯密切，其最重要關鍵在於風險自行承擔，因此其間的保費收入、再保費成本支出等有關費率釐定計算方式，可說是超額賠款再保險之精華所在，亦為保險相關從業人員必備之專業知識。由於超額賠款再保險運用到許多統計相關的計算說明，本文之論述期能幫助保險相關從業人員找到各方的均衡點，有助於保險事業將資源做最有效率、效能的經營。本文針對財產保險運用超額賠款再保險經營實務之考量加以介紹，同時強調經營者必須提升專業，包括損防服務、專業化核保、作業流程電腦化、財務風險管理等，尤其在計算天災的累積和購買適當再保險的承保容量方面，這亦有助於保險公司對天災風險的評估與認識。最後，本文籲請保險公司主管必須重視目前以超額賠款再保險風險自留方式所承保之業務其費率是否適當，尤其是天災風險，所謂多算勝，少算不勝，而況於無算乎？否則會和賭場的賭客一樣， 大部分人是輸光退場的。 | zh_TW |
| dc.description.abstract (摘要) | Excess of Loss Reinsurance has become the viable solution in Taiwan’s insurance community, since the constraints were imposed by reinsrers a few years ago that natural catastrophe exposures could not be fully transferred to proportional treaties. But, the insurers also take very large natural risks at the same time.The aforementioned is the key issue to be discussed at the first part of this text, which introduces the concept of “corporate risk management” that Risk Management Department in enterprise is playing a role very similar to Reinsurance Department in an insurance company. We can, from this perspective, easier and clearer identify the functions and business objectives of Reinsurance Department in an insurance company.One distinctive advantage over proportional reinsurance is that, by adopting XOL reinsurance, ceding companies can expect to retain more premiums. Virtually, the performance of XOL operations is directly linked to the level of reinsurance cost, so it is very vital for insurance people to be fully aware of the connections between their insured exposures and reinsurance prices. A number of charts, tables, and cases are illustrated in the text for the calculation of XOL prices, and readers, particularly those who are doing insurance business, of this text are able to fairly locate the equilibrium of reinsurance cost that can be mutually accepted by the insured、brokers、reinsurers and insurers.Actual practices of applying property XOL reinsurance are analyzed in the text, which has also highlighted the importance of upgrading insurers’ professionalism, including loss prevention, underwriting, work-flow computerization, financial risk management, in particular, aggregate control on natural perils and adequate reinsurance protection.My conclusions and recommendations are pinpointing the issues required to be dealt with by the authorities for the adequacy of direct premium rates, particularly for the business with natural perils that are retained under XOL programs. Insurers are destined to be out of the market, sooner or later, if they are unable to charge sufficient premiums to finance their losses in the long run. | en_US |
| dc.description.tableofcontents | 目錄 I圖目錄 II表目錄 IV目錄：第一章、緒論 1第一節、研究的動機與目的 1第二節、研究的方法與範圍 2第三節、研究的架構與流程 4第四節、研究限制 7第二章、從企業風險管理談非比例再保險 8第一節、企業風險管理與保險公司的再保險 8第二節、再保險的方式和型態 131. 再保險的方式 132. 再保險的型態 14第三節、超額賠款再保險的運作與功能 171. 為什麼需要超額賠款再保險 172. 超額賠款再保險的運作與功能 20第四節、結論 27第三章、超額賠款再保險費率釐定的方式 29第一節、超額賠款再保險的費率結構及再保費收取的型態 29第二節、超額賠款再保險費率釐定的方法 311. 賠款成本法 322. 危險分析法 383. 柏拉圖法 56第三節、結論 83第四章、財產保險經營運用超額賠款再保險實務上之考量 84第一節、使用超額賠款再保險經營之初應有的策略考量 84第二節、專業經營上應有之提升 87第三節、復效及復效保費計算方式問題 911. 復效的意義 912. 復效保費的計算 92第四節、再保及天災累積問題 991. 天災累計的統計 992. 天災最大可能損失的衡量 1003. 保險人如何購買天災再保險 104第五節、結論 106第五章、結論與建議 107第一節、結論 107第二節、建議 109圖目錄：圖2-1 企業財產及意外風險管理規劃 (1) 8圖2-2 風險評量圖 9圖2-3 企業財產及意外風險管理規劃 (2) 10圖2-4 比例再保險合約範例 15圖2-5 比例再保險賠款攤賠範例 15圖2-6 超額賠款再保險範例 16圖2-7 超額賠款再保險賠款攤賠範例 16圖2-8 第二自留保障超額賠款再保險 23圖2-9 臨分超額賠款再保險 25圖2-10 企業利用臨分超額賠款再保險範例說明 26圖2-11 從選擇權觀點分析保險與再保險 27圖3-1 超額賠款再保險費率釐定法之分類 31圖3-2 危險分析法圖例說明 (1) 41圖3-3 危險分析法圖例說明 (2) 42圖3-4 危險暴露曲線Exposure Curve說明 (1) 43圖3-5 危險暴露曲線Exposure Curve說明 (2) 43圖3-6 危險暴露曲線Exposure Curve說明 (3) 44圖3-7 SWISS RE常用的Exposure Curve 46圖3-8 危險暴露曲線圖例 48圖3-9 依再保公司觀點所繪之危險暴露曲線 49圖3-10 柏拉圖Pareto統計模型圖 57圖3-11 累積的機率分配函數 60圖3-12 柏拉圖Pareto曲線參數值α 64圖3-13 柏拉圖分配函數Pareto Distribustion Funciton 65圖3-14 柏拉圖Pareto曲線損失分配 66圖3-15 柏拉圖分配Parto Distribution預期損失負擔 69圖4-1 各項承保結果盒形圖 87圖4-2 調整後資本報酬率圖 89圖4-3 XOL合約再保險風險分析 (100M xs 300M Layer) 90表目錄：表2-1 產物保險公司再保險風險管理執行策略表 11表3-1 賠款成本法計算說明 (1) 34表3-2 賠款成本法計算說明 (2) 35表3-3 賠款成本法計算說明 (3) 36表3-4 危險暴露曲線實例說明 47表3-5 損失幅度的機率分配函數 69表3-6 承保及損失狀況分析表 78表3-7 保險報價費率釐算表（火災、天災部分） 81表4-1 利潤和資金風險Capital at Risk的分析圖 88 | zh_TW |
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| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0090932803 | en_US |
| dc.subject (關鍵詞) | 超額賠款再保險 | zh_TW |
| dc.subject (關鍵詞) | 承保容量 | zh_TW |
| dc.subject (關鍵詞) | 天災累積 | zh_TW |
| dc.subject (關鍵詞) | 風險自留 | zh_TW |
| dc.subject (關鍵詞) | 再保險 | zh_TW |
| dc.subject (關鍵詞) | Excess of Loss Reinsurance | en_US |
| dc.subject (關鍵詞) | Reinsurance Capacity | en_US |
| dc.subject (關鍵詞) | Natural-Peril Aggregate | en_US |
| dc.subject (關鍵詞) | Retained Exposures | en_US |
| dc.subject (關鍵詞) | Business Conduct of Non-Life Insurance Company | en_US |
| dc.subject (關鍵詞) | Reinsurance | en_US |
| dc.title (題名) | 超額賠款再保險運用與財產保險經營實務之研究 | zh_TW |
| dc.type (資料類型) | thesis | en |
| dc.relation.reference (參考文獻) | 中文文獻 | zh_TW |
| dc.relation.reference (參考文獻) | 書籍 | zh_TW |
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| dc.relation.reference (參考文獻) | 2. 吳啟聰譯，Amir Aczel、Jayavel Sounderpandian原著，「商用統計學入門與應用（Complete Business Statistics 5e）」，麥格羅.希爾國際股份有限公司，一九九二年九月 | zh_TW |
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| dc.relation.reference (參考文獻) | 5. 莊紹容、楊精松 編著，「商用管理微積分」，東華書局，二版，二○○三年三月 | zh_TW |
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| dc.relation.reference (參考文獻) | 7. 張中民譯，Ross、Westerfield、Jaffe原著，「財務管理(Corporate Finance)」，台灣西書出版社，一九九九年一月 | zh_TW |
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| dc.relation.reference (參考文獻) | 10. 鄭鎮樑著，「超額賠款再保險費率釐定之研究」，豪峰出版社，一九九四年四月初版 | zh_TW |
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| dc.relation.reference (參考文獻) | 12. 財團法人保險事業發展中心，「保險英漢辭典」，二○○三年六月 | zh_TW |
| dc.relation.reference (參考文獻) | 英文文獻 | zh_TW |
| dc.relation.reference (參考文獻) | 書籍 | zh_TW |
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| dc.relation.reference (參考文獻) | 2. Chris Marrison, The Fundamentals of Risk Measurement, The McGraw-Hill Companies, Inc.,2002 | zh_TW |
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