| dc.contributor.advisor | 黃泓智 | zh_TW |
| dc.contributor.author (Authors) | 邱珮娟 | zh_TW |
| dc.creator (作者) | 邱珮娟 | zh_TW |
| dc.date (日期) | 2010 | en_US |
| dc.date.accessioned | 29-Sep-2011 16:53:31 (UTC+8) | - |
| dc.date.available | 29-Sep-2011 16:53:31 (UTC+8) | - |
| dc.date.issued (上傳時間) | 29-Sep-2011 16:53:31 (UTC+8) | - |
| dc.identifier (Other Identifiers) | G0097358008 | en_US |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/50857 | - |
| 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) | 97358008 | zh_TW |
| dc.description (描述) | 99 | zh_TW |
| dc.description.abstract (摘要) | 一般而言，壽險公司會在保險契約生效前就支付保單相關之費用，例如核保與承保之成本，並且公司會預期未來保險期間內可以填補上述費用；但若保戶於保險期間內早期解約或是解約情形嚴重，將使壽險公司難達到損益兩平之目標而招受損失，影響公司預期盈收，進而增加公司資金調度上之困難。因此，對於長期穩健經營之壽險公司而言，瞭解各保險解約率變動情形對於公司之財務規劃相當重要，以期降低危害公司之風險。本文期望藉由台灣保險事業發展中心之實證資料蒐集與相關分析，探討影響台灣壽險業生死合險及不還本終身壽險解約之因素以及其解約率之特性，進而建立與利差及保單年度相關之解約率模型，以期能準確地估計台灣壽險公司生死合險解約率與不還本終身壽險解約率。除此之外，本研究將所建構之解約率模型應用於公司未來現金流量分析，以蒙地卡羅法模擬各險種保單準備金之分配，瞭解各種解約率假設對於公司未來現金流量之影響，進而瞭解解約率參數假設對於準備金風險之評估扮演重要角色。 | zh_TW |
| dc.description.abstract (摘要) | In general, the life insurance companies would pay the expenses with respect to the insurance policies before the validity of insurance contracts such as underwriting and insuring costs. If the policyholders are early-surrendered or over-surrendered during the policy period, then it will make the insurance companies hard to achieve their break-even goal and result in affecting the companies’ surplus as well as management of their capital. Thus, for the long-term and stable life insurance companies, it is extremely important to understand the changes of lapse rate in order to reduce the financial risk damage before making any financial decisions. In this article, we expect to focus on the causes and the features of lapse rate changes by collecting and analyzing the empirical data of endowment and whole life insurance in Taiwan from Taiwan Insurance Institute. Based on our analysis, we could build the lapse rate model concerning the relation between the lapse rate and interest rate difference or policy year for estimating the endowment lapse rate and whole life insurance lapse rate accurately. Moreover, we apply the lapse rate model to company’s cash flow analysis. We employ the Monte Carlo simulation to simulate the policy reserve distribution, and we find out that the lapse rate assumption plays an important role in the policy reserve evaluation. | en_US |
| dc.description.tableofcontents | 第一章 緒論 5第一節 研究動機與目的 5第二節 研究架構 6第二章 文獻探討 8第三章 台灣壽險經驗資料 13第一節 資料描述 13第二節 資料分析 15一、 保單種類和性別與解約率之關係 15二、 還本性質與解約率之關係 17三、 保費繳別與解約率之關係 18四、 公司大小與解約率之關係 22五、 有無體檢與解約率之關係 25六、 保單解約之保單年度與解約率之關係 28七、 觀察年度以及保單年度與解約率之關係 32第四章 建構解約率模型 36第一節 保單年度與解約率之模型 36第二節 觀察年度、保單年度與解約率之模型 40第五章 公司現金流量之模擬 47第一節 生死合險 47第二節 終身壽險 51第六章 結論與建議 54第一節 結論 54第二節 建議 56參考文獻 57附錄 60 | zh_TW |
| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0097358008 | en_US |
| dc.subject (關鍵詞) | 解約率 | zh_TW |
| dc.subject (關鍵詞) | 保單年度 | zh_TW |
| dc.subject (關鍵詞) | 預定利率與市場利率之利差 | zh_TW |
| dc.subject (關鍵詞) | 現金流量 | zh_TW |
| dc.subject (關鍵詞) | 準備金 | zh_TW |
| dc.subject (關鍵詞) | lapse rate | en_US |
| dc.subject (關鍵詞) | policy year | en_US |
| dc.subject (關鍵詞) | interest rate difference | en_US |
| dc.subject (關鍵詞) | cash flow | en_US |
| dc.subject (關鍵詞) | reserve | en_US |
| dc.title (題名) | 解約率模型建構及應用-台灣壽險經驗 | zh_TW |
| dc.title (題名) | Lapse rate modeling and application- Taiwan life insurance experience | en_US |
| dc.type (資料類型) | thesis | en |
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