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    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/125544


    Title: 人壽保險公司之財務槓桿與清償風險分析
    Financial Leverage and Solvency Risk Analysis of the Life Insurance Company
    Authors: 黃銘鴻
    Contributors: 張士傑
    Chang, Shih-Chieh
    黃銘鴻
    Keywords: 公平保費
    監理寬容
    隨機波動
    安定基金
    資產負債
    Date: 2019
    Issue Date: 2019-09-05 15:48:50 (UTC+8)
    Abstract: 人壽保險公司是高度槓桿的金融機構,向被保險人收取保費並承擔在保障期間内發生事先約定的事故的理賠責任。依保險法第一百四十五條規定,保險公司應計算其應提存之各種準備金,以因應事故發生時的理賠責任,為人壽保險公司最主要的負債來源。當保單開始生效後,保險公司會將所提列的法定準備金及資本到金融市場上進行投資。
    然而近年來,台灣金融市場的長期利率逐年下滑,不足以因應過往因處在高利率環境時所發行的保單負債成本,使得台灣壽險業的利差損不斷擴大。安定基金每年依各保險公司的資本適足率及經營管理績效指標評等,向各保險公司徵收費率,因應未來經營不善的風險,然而每年向各保險公司所收取的費率是否能合理應付未來的風險,以避免影響其他保險公司正常運作,為本文研究之主要議題。
    本文主要以實證分析爲主,研究各壽險公司過往實際繳付的費率,與理論模型所計算的風險費率之間的差異,以探討目前安定基金的提撥率的計算是否適足。
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    Description: 碩士
    國立政治大學
    風險管理與保險學系
    106358029
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0106358029
    Data Type: thesis
    DOI: 10.6814/NCCU201900897
    Appears in Collections:[風險管理與保險學系 ] 學位論文

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