| dc.contributor.advisor | 張士傑<br>蔡瑞煌 | zh_TW |
| dc.contributor.advisor | <br> | en_US |
| dc.contributor.author (Authors) | 歐金裕 | zh_TW |
| dc.creator (作者) | 歐金裕 | zh_TW |
| 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 (Other Identifiers) | G0090932813 | en_US |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/34113 | - |
| 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) | 90932813 | zh_TW |
| dc.description (描述) | 92 | zh_TW |
| dc.description.abstract (摘要) | 本研究以風險管理觀點，由風險自留與再保險層面切入，探討核保風險之風險管理規劃理論與實務全貌。 經由了解風險自留與再保險之理論與應用，風險量化資料準備之前置作業實務以及如何解讀風險量化之數據，綜合提供風險自留與再保險之規劃流程全貌，以利管理者之決策參考。本研究首先以剖析保險公司營運一般性風險與核心風險，針對核保風險之自留或轉嫁的風險控管方式。 以股東、核保經理人以及財務管理人不同觀點看待風險自留之差異性，以及不同再保方式對穩定經營績效之效益。 呈現實務作業流程，尋求理論與實務之相輔相成。 引用虛擬個案產險公司之風險量化數據，學習如何解讀分析資料，從中了解風險自留與再保險之利弊與效益。關鍵詞：核保風險、風險管理、風險量化、核保經理人、財務經理人 | zh_TW |
| dc.description.abstract (摘要) | This study based on risk management viewpoint, tries to evaluate from the two directions of risk retention and reinsurance, to assess the theory and practices of underwriting risks management planning. Through the understanding of the theories and applications of risk retention and reinsurance, the preparation work of quantitative data of risks and analyze of quantitative risk data, summarize and provide a whole picture of risk retention and reinsurance planning workflow, to provide management people information of making decisions.This study begins with analysis of the general business risks and core business risks of an insurer, targeting at the two risk control vehicles which are the risk retention or the transfer of underwriting risks. From the viewpoints of shareholders, underwriting manager and finance manager to look at the difference of risk retention, and the stabilizing effects of various reinsurance that could create for the business performance. Both to present practical operation workflow, and to seek the integration of theory and real practice in daily business. This article also introduces the quantitative risk data of a simulation case of an example non-life insurance company, to explain how to interpret and analyze data, and to understand the benefits or shortages of using risk retention and reinsurance.Key words: Underwriting Risks, Risk Management, Risk Quantitative, Underwriting Manager, Finance Manager | en_US |
| dc.description.tableofcontents | 摘 要 IAbstract II目 錄 III圖目錄 V表目錄 VI第一章 緒論 11.1 研究動機 11.2 研究目的 31.3 研究方法與範圍 41.3.1 研究方法 41.3.2 研究範圍 51.4 論文架構與研究流程 61.4.1 研究架構 61.4.2 研究流程 7第二章 產險營運相關風險 82.1 風險概述與分析 82.1.1 一般業務風險 92.1.2 核心業務風險 102.2 風險組合關連與分散特性 12第三章 風險自留與再保險實務探討 153.1 風險自留 153.1.1 實務運作解析 153.1.2 影響因素探討 173.1.3 自留額管理實務探討 203.2 再保險機能與再保險方式探討 233.2.1 保險與再保險的關係 233.2.2 再保險機能探討 243.2.3 再保險方式分析 263.2.4 再保險方式運用組合 293.2.5 再保險協定 31第四章 風險自留與再保險對公司營運影響 344.1 風險自留對公司營運影響探討 364.2 再保險對公司營運影響探討 384.2.1 財務功能 394.2.2 擴大承保能量功能 414.2.3 平穩核保功能 424.2.4 保障巨災功能 43第五章 風險管理計劃與個案分析 445.1 自留風險之巨災管理計畫 445.1.1 自留風險計量準備 445.1.1.1 計量相關資料 445.1.1.2 巨災模型 455.1.2 巨災再保險計劃 505.2 再保險計劃個案分析 535.2.1 個案架構解說 545.2.2 計量資料解析 585.2.2.1 核保收入分析 595.2.2.2 綜合比率分析 645.2.2.3 稅前收益分析 655.2.3 綜合結論 67第六章 結論與建議 68參考文獻 72附錄 75英文索引 76 | 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/#G0090932813 | en_US |
| dc.subject (關鍵詞) | 核保風險 | zh_TW |
| dc.subject (關鍵詞) | 風險管理 | zh_TW |
| dc.subject (關鍵詞) | 風險量化 | zh_TW |
| dc.subject (關鍵詞) | 核保經理人 | zh_TW |
| dc.subject (關鍵詞) | 財務經理人 | zh_TW |
| dc.subject (關鍵詞) | Underwriting Risks | en_US |
| dc.subject (關鍵詞) | Risk Management | en_US |
| dc.subject (關鍵詞) | Risk Quantitative | en_US |
| dc.subject (關鍵詞) | Underwriting manager | en_US |
| dc.subject (關鍵詞) | Finance Manager | en_US |
| dc.title (題名) | 核保風險自留與再保險的風險管理決策研究 | zh_TW |
| dc.type (資料類型) | thesis | en |
| dc.relation.reference (參考文獻) | 壹、中文資料 | zh_TW |
| dc.relation.reference (參考文獻) | 1. 陳繼堯，再保險：理論與實務，智勝文化，2001年1月初版 | zh_TW |
| dc.relation.reference (參考文獻) | 2. 陳繼堯等，再保險，財團法人保險事業發展中心，2001年9月四版。 | zh_TW |
| dc.relation.reference (參考文獻) | 3. 王儷玲，保險理論與應用，政治大學EMBA 授課資料，2001年9月。 | zh_TW |
| dc.relation.reference (參考文獻) | 4. 王儷玲，風險資本額制度介紹，財團法人保險事業發展中心授課資料，2003年12月。 | zh_TW |
| dc.relation.reference (參考文獻) | 5. 張中民譯，財務管理（Corporate Finance-5th ed.），台灣西書出版社，1999年1月初版。 | zh_TW |
| dc.relation.reference (參考文獻) | 6. 張士傑，證券化承保風險-保險人與投資人的策略性前景，財團法人保險事業發展中心，2000年4月。 | zh_TW |
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| dc.relation.reference (參考文獻) | 8. 陳思竹，演化型再保險自留決策，國立高雄第一科技大學風險管理與保險系，2002年6月。 | zh_TW |
| dc.relation.reference (參考文獻) | 9. 楊雅雯，產險公司承保能量與再保自留之關係，逢甲大學保險研究所，1997年。 | zh_TW |
| dc.relation.reference (參考文獻) | 貳、外文資料 | zh_TW |
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| dc.relation.reference (參考文獻) | 3. Denuit, M. and Vermandele, C., 1998, Optimal reinsurance and stop-loss order, Insurance: Mathematics and Economics 22 229-233. | zh_TW |
| dc.relation.reference (參考文獻) | 4. Dickson, D. C. M. and Waters, H. R., Reinsurance and ruin, Insurance: Mathematics and Economics 1961-80. | zh_TW |
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| dc.relation.reference (參考文獻) | 叁、參考法令 | zh_TW |
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| dc.relation.reference (參考文獻) | 肆、網頁資料 | zh_TW |
| dc.relation.reference (參考文獻) | 1. 財政部保險司網站 www.insurance.gov.tw | zh_TW |
| dc.relation.reference (參考文獻) | 2. 慕尼黑再保網站 www.munichre.com | zh_TW |
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| dc.relation.reference (參考文獻) | 4. 中央再保險公司 www.crc.com.tw | zh_TW |
| dc.relation.reference (參考文獻) | 5. 財團法人保險事業發展中心網站 www.iiroc.org.tw | zh_TW |
| dc.relation.reference (參考文獻) | 6. 中華民國風險管理學會網站 www.rmst.org.tw | zh_TW |
