| dc.contributor.advisor | 黃泓智 | zh_TW |
| dc.contributor.author (Authors) | 鄭雅丰 | zh_TW |
| dc.creator (作者) | 鄭雅丰 | zh_TW |
| dc.date (日期) | 2007 | 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) | G0094358008 | en_US |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/34137 | - |
| 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) | 94358008 | zh_TW |
| dc.description (描述) | 96 | zh_TW |
| dc.description.abstract (摘要) | 高齡社會下，是否能夠準備足夠的退休金是每個人都很關心的重要議題。本研究探討反向房屋抵押貸款(Reverse Mortgages)在提升老年經濟安全準備之應用。以美英澳三國之反向房屋抵押貸款商品之形式為基礎，分析發行機構與消費者之風險，建立反向房屋抵押貸款之基本定價模型，模擬保險人和發行機構之損失分佈並作敏感度分析，最後提出反向房屋抵押貸款在提升老年經濟安全準備議題上之應用策略，期望本研究結果可為台灣高齡社會之經濟問題提供新的思考方向。 | zh_TW |
| dc.description.tableofcontents | 第一章 緒 論………………………………………………………………………….4 第一節 研究背景與研究動機……………………………………………………….4第二節 研究目的…………………………………………………………………….6第三節 文獻探討…………………………………………………………………….7第四節 研究架構…………………………………………………………………….9第二章 反向房屋抵押貸款商品介紹………………………………………………11第一節 美國之房屋轉換貸款計畫………………………………………………....11第二節 英國之反向房屋抵押貸款………………………………………………....12第三節 澳洲之反向房屋抵押貸款………………………………………………....15第四節 房屋轉換計畫……………………………………………………………....17第五節 綜合比較…………………………………………………………………....18第三章 反向房屋抵押貸款之風險因素…………………………………………....21第一節 對發行機構之風險（Lender）………………………………………….....21第二節 對消費者之風險（Borrower）…………………………………………….24第四章 反向房屋抵押貸款定價之模型建構……………………………………....28第一節 模型架構…………………………………………………...…………....….28第二節 商品形式-有保險之反向房屋抵押貸款………………...……………...…32第三節 商品形式-無保險之反向房屋抵押貸款…………………………………..36第四節 商品形式-房屋轉換計畫…………………………………………………..40第五節 敏感度分析………………………………………………………………... 43第五章 反向房屋抵押貸款之應用……………….……………………………….. 50第一節 反向房屋抵押貸款與退休生活費用需求………………………………... 50第二節 反向房屋抵押貸款與長期看護費用需求………………………………... 54第六章 結論與建議…………………………………………………………………62附錄一 ……………………………………………..………………………………..65附錄二 ………………………………………………………………………………67附錄三 ……………………………………………..………………………………..71參考文獻 …………………………………………….………………………………...72表目錄表1 反向房屋抵押貸款與房屋貸款之比較…………………………………………18表2 反向房屋抵押貸款之三國比較…………………………………………………19表3 反向房屋抵押貸款與房屋轉換計畫之比較……..………….………………….20表4 房屋價值中位數…………………………………………………………………29表5 貸款餘額中位數(無風險利率)………………………………………………….31表6 貸款餘額中位數(無風險利率加2%)…………………………………………...30表7 有保險之反向房屋抵押貸款-一次給付之模擬結果摘要……………………...33表8 有保險之反向房屋抵押貸款-固定期間給付之模擬結果摘要………………...36表9 無保險之反向房屋抵押貸款-一次給付之模擬結果摘要..…………………….38表10 無保險之反向房屋抵押貸款-固定期間之模擬結果摘要.……………………..40表11 房屋轉換計畫-一次給付之模擬結果摘要…………………….………………..42表12 房屋轉換計畫-年金給付之模擬結果摘要……………………………………...43表13 反向房屋抵押貸款-性別與年齡之敏感度分析………………………………...44表14 反向房屋抵押貸款-貸款利率之敏感度分析…………..……………………….45表15 反向房屋抵押貸款-房價報酬率與變動標準差之敏感度分析………………...45表16 反向房屋抵押貸款-可貸款額度之敏感度分析………………………………...46表17 房屋轉換計畫-性別與年齡之敏感度分析……………………………………...47表18 房屋轉換計畫-折價比率之敏感度分析………………………………………...48表19 房屋轉換計畫-房價報酬率與變動標準差之敏感度分析……………………...48表20 有保險之反向房屋抵押貸款之年金給付金額表………………………………54表21 不同給付形式之反向房屋抵押貸款每年可領之金額…………………………59圖目錄圖1 房價預測模擬圖…………………………………………………………………28圖2 利率預測模擬圖…….…………………………………………………………...30圖3 一次給付-保險人之理賠分佈….………………………………………………..32圖4 一次給付型-保險人之理賠分佈(扣除沒有理賠之部分) ……………………...33圖5 房屋轉換計畫-發行機構之損益分佈(資金成本為3%)………………………..39圖6 房屋轉換計畫-發行機構之損益分佈(資金成本為5%)………………………..40 | 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/#G0094358008 | en_US |
| dc.subject (關鍵詞) | 反向房屋抵押貸款 | zh_TW |
| dc.subject (關鍵詞) | 高齡社會 | zh_TW |
| dc.subject (關鍵詞) | 老年經濟安全準備 | zh_TW |
| dc.subject (關鍵詞) | 房屋轉換計畫 | zh_TW |
| dc.title (題名) | 提升老年經濟安全準備-反向房屋抵押貸款之應用 | zh_TW |
| dc.type (資料類型) | thesis | en |
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