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題名 我國壽險業從事房貸業務之研究
作者 曾雅梅
Zeng, Ya-Mei
貢獻者 陳常沂
Chen, Chang-Yi
曾雅梅
Zeng, Ya-Mei
日期 1995
上傳時間 28-Apr-2016 15:12:30 (UTC+8)
參考文獻 壹、中文部份
1 、李文雄著?「不動產管理」，聯豐書報社，八十二年四月。
2 、廖成典、李阿乙、梅建平合著?「不動產投資概論」，第二
j仗，華泰書局，八十四年九月。
3 、廬嘉梧?「房屋抵押貸款評價之選擇權分析」，中央大學財管
所8 4 年論文。
4 、劉代洋、鄭義為?「銀行住宅放款信用評估之實證研究報
告」，國科會計畫，民國八十三年。
5 、何萍實撰譯?「美國壽險業投資運用的概況」，壽險季刊第2
2 期，氏國六十七年
6 王康文譯?「美國壽險公司之投資」，壽險季刊第3 1 、3 2
期，民間六十七年
7 、「壽險公司投資策l咯」，第一版，因泰人壽保險叢書編輯委員
舍，民國七十一年四月。
8 、胡靖榮?「我國壽險業投資於上市股票之研究」，政治大學保
險研究所八十年論文。
9 、蘇源拓?「美國NAIC 壽險業風險資本需求之研究」，政治
大學保險研究所8 3 年論文。
1 0 、蔣榮源?「壽險公司資金運用於不動產投資之研究」，政治
學保險研究所8 3 年論文。
1 1 、袁宗蔚著， 「保險學」，第三十三版，三民書局，民國八十
三年十月。
1 2 、張金鶚著， 「我國住宅金融制度之研究」，內政部營建署，
民國八十一年七月。
1 3 、中華民國，台灣地區民國81年住宅資訊統計彙報84年4 月
1 4 、黃建忠"台灣、地區的人口老化與照護人力之預估"中正
社福所八十一年論文

貳、英文部份
1 "Andrew C. Power & Joel B1eeke "Investments In the ..
Limelight," Best`s Review ,June 1987
2 "Bradford Case & Ann B.Schnarc "Preliminary
Evaluation of the HECM Reverse Mortgage Program,"
AREUEA ,1994
3 "Bruce , G . We bb "Borrower Risk under Alternative
Mortgage Instruments," The Journal of Finance,
March 1082
4 "Buseserand Hendershott & Sanders "Pricing Life of
Loan Caps on Default-free Adjustable Rate
Mortgages," AREUEA ,1985
5 "Christopher J. Mayer & Katerina V. Simons "Reverse
Mortgages and the Liquidity of Housing Wealth,"
AREUEA ,1994
6 "Dennis P.Yeskey "Insurance Companies Churn Their
Investments for the` 90s," Real Estate Finance,
Winter 1994
7 "Donald F.Cunninghan & Charles A.Capone,JR."The
Relative Termination Experience of Adjustable to
Fixed-Rate Mortgages," The Journal of Finance,
December 1990
8 "Gary A.Anderson, Joel R.Barber, Chun-hao
Chang" Prepayment Risk and the Duration of
Default-free Mortgage-backed Securities," The
Journal of financial Research ,Spring 1993
9 "George W.Fenn & Rebel A.Cole "Announcement of
Asset-quality Problems and contagion Effects in the
Life Insurance Industry," Journal of Financial
Econmics ,1994
1 0 " Jan K.Brueckner ,Financial Market Rates and
Flows,4th edition
1 1 "Joe Peek "A Call to ARMs:A djustable Rate
Mortgages in the 1980s," New England Economics
Review ,March/April 1990
1 2 "K.Khazeh,Wayne H.Decker,Robert C.Winder & Martin
T.Neat "Who Has ARMs," Real Estate Finance ,Winter
1991
13 "J.Sa-Aadu "Consumer Welfare Under the Adiustablerate
Mortgage:Some Empirical Evidence," AREUEA,1987
1 4 "Joan Lamm-Tennant "Asset/Liability Management for
lOa
the Life Insurer:Situration Aalysis and Strategy,"
Journal of Risk and Insurance ,1989
1 5 "K. Khazeh, Wayne H. Decker, & Robert C. Winder
"Consumer Preferences Toward Adjustable and Fixed
Rate Mortgages," Real Estate Finance,Summer ,1990
1 6 "Linda S.Klein & C.Ii`.Sirmans "Reverse Mortgages
and Prepayment Risk," AREUEA ,1994
1 7 "Peter Chinloy & Isaac F.Megbolugbe "Reverse
Mortgages:Contracting and Crossover Risk," AREUEA
,1994
1 8 "Peter Chinloy "Elective Mortgage Prepayment:
Termination and Curtailment,? AREUEA,1993
1 9 "Robert Lawrence Kuhn , Mortgage and Asset
Securitization ,1990
2 0" Scott F.Richard and Richard Roll "Prepayments on
Fixed-rate Mortgage-backed Securities," The Journal
of Portfolio Management ,Spring 1989
2 1 "Stephen A.Buser, Patric H.Hendershott & Anthony
B.Sanders "Pricing Lif-of-Loan Rate Caps on Default
Free Adjustable Rate Mortgages," AREUEA ,1985
2 2 "Thomas P.Boehm & Michael C.Ehrhardt "Reverse
Mortgages and Interest Rate Risk," AREUEA ,1994
2 3 "Thomas J.Miceli & C.F.Sirmans "Reverse Mortgages
and Borrower Maintenance Risk," AREUEA ,1994
2 4 `William W.Bartlett ,The Valuation of Mortgagebacked
Securities, 1th edition ,1994
2 5 `Peter A.Merrigan "How Risk-based Capital
Regulations for The Life Insurance Industry Affect
Real Estate," The Real Estate Finance Jouranl ,
Fall 1994
2 6 ," Investments In the Limelight," Best`s Reviews,
June 1987 0
2 7 ,"The Sturcture,Conduct, and Regulation of the
Life insurance Industry," Financial Condition and
Reglation of Insurance Companies
2 8 ," Investments In the Limelight," Best`s Reviews ,
June 1987
2 9 `"More turbulence Ahead for Life Insurers` Real
Estate Investments," Insurance Review ,June 1992
描述 碩士
國立政治大學
風險管理與保險研究所
資料來源 http://thesis.lib.nccu.edu.tw/record/#B2002002944
資料類型 thesis
dc.contributor.advisor 陳常沂zh_TW
dc.contributor.advisor Chen, Chang-Yien_US
dc.contributor.author (Authors) 曾雅梅zh_TW
dc.contributor.author (Authors) Zeng, Ya-Meien_US
dc.creator (作者) 曾雅梅zh_TW
dc.creator (作者) Zeng, Ya-Meien_US
dc.date (日期) 1995en_US
dc.date.accessioned 28-Apr-2016 15:12:30 (UTC+8)-
dc.date.available 28-Apr-2016 15:12:30 (UTC+8)-
dc.date.issued (上傳時間) 28-Apr-2016 15:12:30 (UTC+8)-
dc.identifier (Other Identifiers) B2002002944en_US
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/87571-
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.tableofcontents 第一章緒論..........1
第一節研究動機與目的..........1
第二節研究範圍與研究限制..........2
第三節研究架構..........3
第二章房屋貸款之特性..........6
第一節房屋貸款之種類..........6
第二節房屋貸款與提前清償之關係..........13
第一目提前清償之定義與緣由..........13
第二目提前清償對金融機構之影響..........16
第三目提前清償之預測模型..........20
第三節違約風險..........21
第一目違約風險之理論基礎..........22
第二目違約風險之因素..........23
第四節浮動利率抵押貸款之結構..........27
第三章我國壽險業主要投資工具之比較..........34
第一節壽險業投資策略之制定..........34
第一目壽險公司投資之原則..........34
第二目美國壽險業過去之投資策略..........35
第三目RBC實施對壽險業投資之影響..........38
第二節我國壽險業資金運用之狀況..........41
第一目公債投資..........42
第二目股票投資..........44
第三目不動產投資..........47
第三節我國壽險業主要投資工具之比較..........49
第一目各投資工具性之比較..........49
第二目各投資工具風險與報酬之比較..........53
第四章壽險公司投資房貸業務之探討..........58
第一節我國房貸市場現況..........58
第一目房屋貸款之種類..........58
第二目國內房屋貸款之分析..........62
第三目我國壽險業投資房屋貸款業務現況..........64
我二節壽險公司發展固定利率房屋貸款的可行性..........67
第一目固定利率房屋貸款與浮動利率房屋貸款之比較..........67
第二目借款人對於ARM與FRM之選擇..........70
第三目我國壽險業推行固定利率房屋貸款之探討..........72
第三節壽險公司推行GPM及RM業務之可行性..........73
第一目國內壽險業推行GMP之可行性探討..........73
第二目我國壽險業推行RM業務之可行性分析..........77
第四節壽險公司從事各種房屋貸款之比較..........81
第一目各類型房屋貸款之再融資風險..........82
第二目各類型房屋貸款之違約風險..........84
第三目壽險公司推行各項房屋貸款業務之比較..........86
第五章結論與建議..........93		zh_TW
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#B2002002944en_US
dc.title (題名) 我國壽險業從事房貸業務之研究zh_TW
dc.type (資料類型) thesisen_US
dc.relation.reference (參考文獻) 壹、中文部份
1 、李文雄著?「不動產管理」，聯豐書報社，八十二年四月。
2 、廖成典、李阿乙、梅建平合著?「不動產投資概論」，第二
j仗，華泰書局，八十四年九月。
3 、廬嘉梧?「房屋抵押貸款評價之選擇權分析」，中央大學財管
所8 4 年論文。
4 、劉代洋、鄭義為?「銀行住宅放款信用評估之實證研究報
告」，國科會計畫，民國八十三年。
5 、何萍實撰譯?「美國壽險業投資運用的概況」，壽險季刊第2
2 期，氏國六十七年
6 王康文譯?「美國壽險公司之投資」，壽險季刊第3 1 、3 2
期，民間六十七年
7 、「壽險公司投資策l咯」，第一版，因泰人壽保險叢書編輯委員
舍，民國七十一年四月。
8 、胡靖榮?「我國壽險業投資於上市股票之研究」，政治大學保
險研究所八十年論文。
9 、蘇源拓?「美國NAIC 壽險業風險資本需求之研究」，政治
大學保險研究所8 3 年論文。
1 0 、蔣榮源?「壽險公司資金運用於不動產投資之研究」，政治
學保險研究所8 3 年論文。
1 1 、袁宗蔚著， 「保險學」，第三十三版，三民書局，民國八十
三年十月。
1 2 、張金鶚著， 「我國住宅金融制度之研究」，內政部營建署，
民國八十一年七月。
1 3 、中華民國，台灣地區民國81年住宅資訊統計彙報84年4 月
1 4 、黃建忠"台灣、地區的人口老化與照護人力之預估"中正
社福所八十一年論文

貳、英文部份
1 "Andrew C. Power & Joel B1eeke "Investments In the ..
Limelight," Best`s Review ,June 1987
2 "Bradford Case & Ann B.Schnarc "Preliminary
Evaluation of the HECM Reverse Mortgage Program,"
AREUEA ,1994
3 "Bruce , G . We bb "Borrower Risk under Alternative
Mortgage Instruments," The Journal of Finance,
March 1082
4 "Buseserand Hendershott & Sanders "Pricing Life of
Loan Caps on Default-free Adjustable Rate
Mortgages," AREUEA ,1985
5 "Christopher J. Mayer & Katerina V. Simons "Reverse
Mortgages and the Liquidity of Housing Wealth,"
AREUEA ,1994
6 "Dennis P.Yeskey "Insurance Companies Churn Their
Investments for the` 90s," Real Estate Finance,
Winter 1994
7 "Donald F.Cunninghan & Charles A.Capone,JR."The
Relative Termination Experience of Adjustable to
Fixed-Rate Mortgages," The Journal of Finance,
December 1990
8 "Gary A.Anderson, Joel R.Barber, Chun-hao
Chang" Prepayment Risk and the Duration of
Default-free Mortgage-backed Securities," The
Journal of financial Research ,Spring 1993
9 "George W.Fenn & Rebel A.Cole "Announcement of
Asset-quality Problems and contagion Effects in the
Life Insurance Industry," Journal of Financial
Econmics ,1994
1 0 " Jan K.Brueckner ,Financial Market Rates and
Flows,4th edition
1 1 "Joe Peek "A Call to ARMs:A djustable Rate
Mortgages in the 1980s," New England Economics
Review ,March/April 1990
1 2 "K.Khazeh,Wayne H.Decker,Robert C.Winder & Martin
T.Neat "Who Has ARMs," Real Estate Finance ,Winter
1991
13 "J.Sa-Aadu "Consumer Welfare Under the Adiustablerate
Mortgage:Some Empirical Evidence," AREUEA,1987
1 4 "Joan Lamm-Tennant "Asset/Liability Management for
lOa
the Life Insurer:Situration Aalysis and Strategy,"
Journal of Risk and Insurance ,1989
1 5 "K. Khazeh, Wayne H. Decker, & Robert C. Winder
"Consumer Preferences Toward Adjustable and Fixed
Rate Mortgages," Real Estate Finance,Summer ,1990
1 6 "Linda S.Klein & C.Ii`.Sirmans "Reverse Mortgages
and Prepayment Risk," AREUEA ,1994
1 7 "Peter Chinloy & Isaac F.Megbolugbe "Reverse
Mortgages:Contracting and Crossover Risk," AREUEA
,1994
1 8 "Peter Chinloy "Elective Mortgage Prepayment:
Termination and Curtailment,? AREUEA,1993
1 9 "Robert Lawrence Kuhn , Mortgage and Asset
Securitization ,1990
2 0" Scott F.Richard and Richard Roll "Prepayments on
Fixed-rate Mortgage-backed Securities," The Journal
of Portfolio Management ,Spring 1989
2 1 "Stephen A.Buser, Patric H.Hendershott & Anthony
B.Sanders "Pricing Lif-of-Loan Rate Caps on Default
Free Adjustable Rate Mortgages," AREUEA ,1985
2 2 "Thomas P.Boehm & Michael C.Ehrhardt "Reverse
Mortgages and Interest Rate Risk," AREUEA ,1994
2 3 "Thomas J.Miceli & C.F.Sirmans "Reverse Mortgages
and Borrower Maintenance Risk," AREUEA ,1994
2 4 `William W.Bartlett ,The Valuation of Mortgagebacked
Securities, 1th edition ,1994
2 5 `Peter A.Merrigan "How Risk-based Capital
Regulations for The Life Insurance Industry Affect
Real Estate," The Real Estate Finance Jouranl ,
Fall 1994
2 6 ," Investments In the Limelight," Best`s Reviews,
June 1987 0
2 7 ,"The Sturcture,Conduct, and Regulation of the
Life insurance Industry," Financial Condition and
Reglation of Insurance Companies
2 8 ," Investments In the Limelight," Best`s Reviews ,
June 1987
2 9 `"More turbulence Ahead for Life Insurers` Real
Estate Investments," Insurance Review ,June 1992		zh_TW