| dc.contributor.advisor | 蔡政憲 | zh_TW |
| dc.contributor.author (Authors) | 林芝伶 | zh_TW |
| dc.creator (作者) | 林芝伶 | zh_TW |
| dc.date (日期) | 2011 | en_US |
| dc.date.accessioned | 30-Oct-2012 10:42:37 (UTC+8) | - |
| dc.date.available | 30-Oct-2012 10:42:37 (UTC+8) | - |
| dc.date.issued (上傳時間) | 30-Oct-2012 10:42:37 (UTC+8) | - |
| dc.identifier (Other Identifiers) | G0099358018 | en_US |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/54313 | - |
| 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) | 99358018 | zh_TW |
| dc.description (描述) | 100 | zh_TW |
| dc.description.abstract (摘要) | 全球氣候變遷天災頻傳，全球溫室效應亦導致氣候異常，颱風、洪水等天然災害發生的頻率與損失幅度亦逐漸增加，在地球環境越趨變化快速與惡化之下，政府如何因應天災所帶來之損失與影響亦越趨重要。本研究宗旨希冀能提高政府對於地震等巨災風險管理的重視，研究風險管理如何緩和地震及風災洪水對台灣政府財政之損害。本文將以台灣地區之地震造成政府財產中橋樑損失資料以及風災洪水造成公部門建物內容物毀損資料，模擬出可能損失金額。分析政府在利用三種不同保險機制後政府之損失與風險分散程度，並以現行於台灣之住宅地震保險基金分層承擔風險機制為例，將所模擬出之政府財產總損失套入基金，擴大住宅地震保險基金的承保範圍並設立洪水基金，分析政府存在基金下之財政支出與損失波動度。另計算政府財產在三種保險機制設計下，不同風險偏好之政府所需繳納之保費；最後一部分將檢視發行地震巨災債券的價值變化。 | zh_TW |
| dc.description.abstract (摘要) | Because of global climate change, natural disasters frequently happened all over the world. Global warming leads to climate anomalies, the frequency and loss severity of typhoons, floods and other natural disasters have also increased steadily. And under the Earth`s environment changes and deteriorates rapidly, how should the government response to natural disasters are becoming more and more important. The purpose of this study is to attach importance to earthquake or other catastrophe risk management, and how to mitigate earthquake and flood catastrophes damage to the Taiwan government. The purpose of this study is to estimate the exposures of some public properties of Taiwan to earthquake and flood catastrophes. The research team was able to secure from National Center University two event loss tables on the earthquake risk of road bridges and the flood risk of government buildings. Based on these tables we simulated 500,000 earthquake and flood losses respectively and constructed two loss distributions. Then we imposed three insurance schemes to illustrate how risk management can mitigate the Nat Cat risks. We further enlarged the scope to all government properties based on the losses from the 921 earthquake and the Morakot typhoon. On these enlarged loss distributions we imposed risk management schemes similar to that of the Residential Earthquake Insurance Fund (TREIF) to investigate the potential benefits of risk management on the Nat Cat exposures of government properties. And we find optimal premiums under different insurance mechanism with different risk preferences of the government. The last part will examine the changes in the value of the issue of earthquake catastrophe bonds. | en_US |
| dc.description.tableofcontents | 目次 I表次 III圖次 IV中文摘要 1Abstract 2第一章 緒論 31.1 研究動機與目的 31.2 研究流程與架構 5第二章 文獻探討 72.1 學術文獻 72.2 台灣地震與颱風洪災風險評估模型介紹 92.2.1地震風險評估模型 92.2.2颱風洪災風險評估模型 11第三章 研究方法 153.1 資料蒐集 163.2 方法與說明 183.2.1地震風險模擬說明 183.2.2 颱風洪災風險模擬說明 18第四章 研究結果 204.1 地震風險 204.2 颱風洪災風險 224.3 地震與颱風洪災風險整合（pooling）之分析 234.4 政府總財產損失分析 274.5 地震與颱風洪災風險最適化分析 344.5.1 地震風險最適化結果 354.5.2 颱風洪災風險最適化結果 374.6 巨災債券價值分析 40第五章 結論與建議 43參考文獻 44 | zh_TW |
| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0099358018 | en_US |
| dc.subject (關鍵詞) | 政府財產 | zh_TW |
| dc.subject (關鍵詞) | 震災 | zh_TW |
| dc.subject (關鍵詞) | 洪災 | zh_TW |
| dc.subject (關鍵詞) | public properties | en_US |
| dc.subject (關鍵詞) | earthquake | en_US |
| dc.subject (關鍵詞) | flood | en_US |
| dc.title (題名) | 台灣政府財產之地震與洪災風險管理- 以橋梁與建物為例 | zh_TW |
| dc.title (題名) | Managing earthquake and flood risk of public properties in Taiwan-the case of bridges and buildings | en_US |
| dc.type (資料類型) | thesis | en |
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