| dc.contributor.advisor | 張士傑 | zh_TW |
| dc.contributor.author (Authors) | 林金穗 | zh_TW |
| dc.contributor.author (Authors) | Lin, J.S. | en_US |
| dc.creator (作者) | 林金穗 | zh_TW |
| dc.creator (作者) | Lin, J.S. | en_US |
| dc.date (日期) | 2006 | en_US |
| dc.date.accessioned | 8-Dec-2010 15:11:28 (UTC+8) | - |
| dc.date.available | 8-Dec-2010 15:11:28 (UTC+8) | - |
| dc.date.issued (上傳時間) | 8-Dec-2010 15:11:28 (UTC+8) | - |
| dc.identifier (Other Identifiers) | G0094932229 | en_US |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/49616 | - |
| dc.description (描述) | 碩士 | zh_TW |
| dc.description (描述) | 國立政治大學 | zh_TW |
| dc.description (描述) | 經營管理碩士學程(EMBA) | zh_TW |
| dc.description (描述) | 94932229 | zh_TW |
| dc.description (描述) | 95 | zh_TW |
| dc.description.abstract (摘要) | 台灣位處環太平洋地震帶，為全球地震風險潛勢較高的地區之一；因台灣高科技產業蓬勃發展，地震保險需求殷切，再加上開放保險費率自由化的政策及金控效應，趨使保險業間競爭白熱化，惡性價格競爭及保險經紀人的推波助瀾，保險公司的清償能力面臨重大考驗。台灣在保險監理方面如同日本、美國採行風險基礎資本額（RBC）制度，惟國際間位處高度地震風險潛勢之國家大都另建立一套地震保險監理機制，以確保保險公司的巨災準備金足以支付回歸期地震所造成的損失，其中以美國加州及加拿大政府均採用地震保險PML申報制度作為地震保險監理之依據最值得台灣學習。地震保險PML評估可採用CRESTA Zone平均損失幅度表計算或採用認許的地震風險評估電腦軟體推估獲得，實施的關鍵為主管機關應建立具有公信力的CRESTA Zone平均損失幅度表。本文特就二種評估方式的利弊做深入的比較分析，並藉由地震風險評估軟體的架構說明影響地震保險PML的因素與權重，作為保險公司落實地震風險管理之依據。本研究參考Solvency II的三大支柱提出建立地震保險監理機制之結論與建議如下：1.鼓勵建立保險公司的地震風險管理機制。2.公佈CRESTA Zone平均損失幅度表，作為保險公司地震保險PML申報依據，以落實產物保險業之地震保險監理機制。3.依據保險公司申報資料，提供保險主管機關實施差異化管理之依據。4.主動揭露經營績效、強化保險市場紀律，建立公平合理的經營環境。期待藉由建立適當的地震保險監理機制，減輕或消弭產物保險市場面臨自由化的惡性價格競爭與保險經營面的不合理現象，進而達到健全保險經營環境、促進保險業長期穩定發展，並確保社會大眾之保險權益的目標。關鍵詞：地震保險監理機制、地震保險PML、巨災準備金、風險基礎資本額、地震風險評估軟體 | zh_TW |
| dc.description.abstract (摘要) | Located at the Pacific Rim earthquake zone, Taiwan has been recognized as one of the severe seismic hazard areas in the world. With the bloom of high tech industry in the past two decades, the demand of earthquake insurance has been considerably increasing. However, along with the liberalization of insurance market, the new business model of financial holdings and the expanding influence from international brokers, insurance companies’ solvency capacity has been significantly challenged.Taiwanese Government, same as Japan and U.S., adopts Risk-Based Capital (RBC) method in insurance supervision, while most countries with high earthquake potential have set up independent earthquake insurance supervision systems to ensure insurers’ earthquake reserves capable to compensate the huge earthquake losses. Among all the measures, the PML reporting system adopted by Canada and the State of California to regulate and trace insurance companies’ financial statuses could be an adequate paradigm for Taiwan.The PML estimation could be obtained either using computer models or following default mean damage ratio table. This research compares the strength and weakness between these two methods, and presents the importance of parameters and key points in earthquake insurance management.Based on the three pillars of Solvency II, the conclusions and recommendations of this paper are: (1)Encourage insurance companies to build up the earthquake risk management mechanism; (2)Establish the official default mean damage ratio table for PML reporting system; (3)Adopt differential supervision practice to different level insurance companies; (4)Promote the self-disclosure of key business information and enhance market discipline. Establishing a sound earthquake insurance supervision system would not only ease the immoderate low-price competition but the whole insurance environment could also be stabilized and improved. It will ultimately achieve the objective to insure society liability and benefit the public as well.Keywords: Earthquake Insurance, Earthquake Model, Catastrophic Risk Management, Insurance Supervision, Risk-Based Capital, CRESTA Zone, PML | en_US |
| dc.description.tableofcontents | 表目錄 I圖目錄 II摘 要 1Abstract 2第一章 緒論 3第一節 研究背景與動機 3第二節 研究範圍與限制 5第三節 研究方法 6第二章 世界各國商業地震保險制度之演進 8第一節 台灣商業地震保險制度概述 8第二節 日本商業地震保險制度概述 13第三節 美國加州商業地震保險制度概述 17第四節 加拿大商業地震保險制度概述 22第五節 綜合比較分析 24第三章 世界各國地震保險監理制度 27第一節 台灣地震保險監理概述 27第二節 日本地震保險監理概述 29第三節 美國加州地震保險監理概述 32第四節 加拿大地震保險監理概述 36第五節 各國地震保險監理制度綜合比較 43第四章 地震風險評估模型與量化分析 45第一節 地震風險評估電腦模型 45第二節 地震風險評估系統信賴度分析 50第三節 地震風險評估系統之效用 55第五章 產物保險業地震風險管理機制 57第一節 地震保險的核保策略 57第二節 地震保險的再保策略 58第三節 地震保險PML評估 60第六章 結論與建議 65第一節 地震保險監理制度的重要性 65第二節 地震保險監理機制之建議 68附錄一、名詞解釋 74附錄二、台灣RBC公式說明 76附錄三、日本RBC所規定之天災風險 77附錄四、美國RBC監理行動水準 78附錄五、美國加州地震分區 79附錄六、加州地震監理申報範例 80附錄七、加州地震保險法規原文 81附錄八、加拿大住宅與商業地震預設損失表 82參考文獻 86 表目錄表2.1 第二階段地震保險基本費率地區別 9表2.2 第二階段地震保險基本費率建築等級分級表 10表2.3 第二階段地震保險基本費率表 10表2.4 第三階段地震保險基本費率表 11表2.5 第三階段地震保險基本費率地區別 11表2.6 第四階段商業地震保險基本危險費率表 12表2.7 第四階段商業地震保險基本危險費率地區別 12表2.8 主要國家保險市場比較 17表2.9 加州地震保險簽單保費2005年統計表 19表2.10 加州地震再保市場2001年統計表 21表3.1 美國保險公司失卻清償能力的主因1969-1998年 33表3.2 加州平均損失幅度表 35表3.3 加拿大住宅與商業地震監理申報表範例 41表5.1 台灣保險業巨災再保險合約容量統計 60表5.2 Fubon-TRM CRESTA Zone平均損失幅度表 62表5.3 慕尼黑再保險公司CRESTA Zone平均損失幅度表 62表5.4 瑞士再保險公司地震PML評估建議表 62表5.5 信用評等與違約率關係 64圖目錄圖1.1 研究架構 7圖2.1 日本住宅地震險滲透率 15圖2.2 日本住宅地震險火險附加率 15圖2.3 日本商業地震險費率分區 16圖2.4 加州產險與壽險保費比較 18圖2.5 加州產物保險公司家數統計表 19圖2.6 加州地震保險損失率統計表 20圖2.7 舊金山住宅地震與商業地震PML比較表 20圖2.8 加州舊金山與洛杉磯商業地震保險再保比例 21圖2.9 加拿大天然災害年發生機率 22圖2.10 加拿大歷年地震災害分佈圖 23圖4.1 高科技產業震害風險評估系統 46圖4.2 地震事件推測模組 47圖4.3 地震危害度分析模組 47圖4.4 地震損害分析模組 49圖4.5 財務分析模組 50圖4.6 系統地震危害度驗證 51圖4.7 建築物地震損失驗證 52圖4.8 內含物地震損失驗證 52圖4.9 CRESTA Zone地震風險評估驗證 55圖5.1 各評估軟體PML預測值比較 63圖6.1 鉅大保額企業的再保險架構 67 | 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/#G0094932229 | en_US |
| dc.subject (關鍵詞) | 地震保險監理機制 | zh_TW |
| dc.subject (關鍵詞) | 地震保險PML | zh_TW |
| dc.subject (關鍵詞) | 巨災準備金 | zh_TW |
| dc.subject (關鍵詞) | 風險基礎資本額 | zh_TW |
| dc.subject (關鍵詞) | 地震風險評估軟體 | zh_TW |
| dc.subject (關鍵詞) | Earthquake Insurance | en_US |
| dc.subject (關鍵詞) | Earthquake Model | en_US |
| dc.subject (關鍵詞) | Catastrophic Risk Management | en_US |
| dc.subject (關鍵詞) | Insurance Supervision | en_US |
| dc.subject (關鍵詞) | Risk-Based Capital | en_US |
| dc.subject (關鍵詞) | CRESTA Zone, PML | en_US |
| dc.title (題名) | 商業地震保險監理機制之研究 | zh_TW |
| dc.title (題名) | The Study of the Supervision Mechanism of Commercial Earthquake Insurance | en_US |
| dc.type (資料類型) | thesis | en |
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