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    Title: 隨機利率下的保單成本比較
    Insurance Policy Cost Comparison Under The Stochastic Interest Rates
    Authors: 李享宗
    Lee,Hsiang Tsung
    Contributors: 蔡政憲
    Tsai,Cheng Hsien
    李享宗
    Lee,Hsiang Tsung
    Keywords: 隨機利率
    保單成本
    成本比較
    Stochastic Interest Rate
    Policy Cost
    Cost Comparison
    Date: 2007
    Issue Date: 2009-09-18 20:18:52 (UTC+8)
    Abstract:   本研究以隨機利率模型應用至淨現值法、邊際年利率法、比較利率法及內部報酬率法等保單成本評價方法中,藉此觀察多期保單年度的價值變化,進而找出保單的報酬率、成本值或指數所呈現的趨勢,並考量在相同的情況下,比較各險種的成本或報酬優劣,最後希望消費者能在合理的隨機利率下更清楚了解保單成本的概念,並基於消費者對於合理的保單成本分析需求,能提供主管機關對於揭露保單成本的規範有更多的參考。<br>  本研究發現各種保單在隨機利率變化的情況下,分紅終身壽險於各種成本分析方法中皆有良好的表現,不論是在考量淨成本結構的淨現值法,或是考量儲蓄性質、投資報酬為主的比較利率法以及各年度的邊際報酬利率等方法,整體而言分紅終身壽險對於消費者及保險公司應該是最優質的選擇。<br>  再者以內部報酬率法應用隨機利率模型分析年金保險,可得知傳統遞延年金的報酬優於利率變動型年金。另外由於各種成本評價方法所著重的要素不同,想要了解保單完整全面性的評價,透過數個不同性質的保單成本分析方法計算較能呈現客觀且適切評價結果。
      This research is applied in the Stochastic Interest Model to the appraised method of insurance policy cost, such as Net Present Value Method, Marginal Yield Method, Comparative Interest Rate Method and Internal Rate of Return…etc., so as to observe the annual variation of value for different term of insurance policies, and then find out the rate of returns, cost value or trend appeared of index of the insurance policy, and consider it in the same cases to compare the good and bad from the cost or remuneration of every insurance. Hope consumers can finally clearer understand the concept of the insurance policy cost under the rational Stochastic Interest Rate, and on the basis of consumers’ demand for the rational insurance policy cost analysis can offer the competent authority more reference in revealing norms of the insurance policy cost.<br>  In this research discovered that various insurance policies in changing of Stochastic Interest Rate, its Participating Whole-Life Insurance in varied cost analytical methods has good representation, no matter in considering the Net Present Value Method of the net cost structure, or considering Comparative Interest Rate Method of the main nature of deposits or main invest remuneration, and the annual marginal return interest rate…etc., the Participating Whole-Life Insurance should be generally the most high-quality choice to consumer and insurance company.<br>  Moreover, according to the Internal Rate of Return, using the Stochastic Interest Model to analyze the annuity insurance can learn the remuneration of the Traditional Deferred Annuity is superior to the Interest Sensitive Annuity. In addition, as various cost appraised methods focused on different elements, if want to comprehension overall appraisal of insurance policy, then it can represent more objective and appropriate calculation through the analytical method of several different nature insurance policy cost.
    Reference: 1.陳彩稚,「保險學」,第二版,三民書局出版,2004年8月。
    2.劉育維,「壽險保單成本比較之研究」,私立逢甲大學保險學研究所碩士論文,民國86年6月。
    3.盧兆麟譯,「人壽保險成本比較法」,壽險季刊,第31期,1979年3月。
    4.鐘明泉,「壽險保單紅利與保單成本評價研究」,國立高雄第一科技大學風險管理與保險研究所碩士論文,民國92年6月。
    5.A. L. Buckman, 1974, Life insurance costs, The Actuary, Vol. 8, No.1.
    6.Anna Maria Rappaport, 1972, Life insurance and the buyer, The Actuary, Vol. 6, No.2.
    7.Baldwin, Ben G., 1988, The new life insurance advisor, Illinois: Probus Publishing Company.
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    10.Black and Skipper, 2000, Life & Health Insurance 13th Ed, 277-310.
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    12.Cox, John C., Jonathan E. Ingersoll, Jr, and Stephen A. Ross, 1985, A Theory of the Term Structure of Interest Rates, Econometrica, Vol. 53, No. 2, 385-407.
    13.David N. karo, 1995, The life insurance yield comparison index, Society of Actuaries Product Development News, Issue 38.
    14.Harry J. Solberg, 1962, A method for consumer valuation of life insurance policies by type, The Journal of Finance, Vol.17, No.4, 634-645.
    15.J. Stanley Hill, 1971, Net cost comparison of dissimilar life insurance contracts: The standard mortality cost method, Transactions of society of actuaries, Vol.23, Pt.1, No.67.
    16.James C. Hickman, 1973, Basics of cost comparisons, The Actuary, Vol. 7, No.9.
    17.James M. Carson and Mark D. Forster, 1997, An analysis of life insurance illustrations, Journal of insurance regulation, 480-497.
    18.James M. Carson and Mark D. Forster, 2000, Suitability and life insurance policy replacement, Journal of insurance regulation, 428-447.
    19.Kensicki, Peter R., 1974, Consumer valuation of life insurance: A capital budgeting approach, The journal of risk and insurance, 41: 655-665.
    20.Linton, M. A., 1968, The rate of return on the savings element in cash-value life insurance, The journal of risk and insurance, 35: 569-581.
    21.Mark D. Forster and James M. Carson, 2000, A financial decision framework for life insurance policy replacement, Financial Counseling and Planning, Vol.11, 39-50.
    22.Mehr, R. I. & Gustavson, S. G., 1987, Life insurance: Theory and practice. (4th Ed.). Plano, TX: Business Publications, Inc.
    23.Murray, Michael L., 1976, Analyzing the investment value of cash value life insurance, The journal of risk and insurance,43: 121-128.
    24.Peter L. J. Ryall, 1969, Twenty-year policyholder cost comparisons among ordinary insurance plans, Transactions of society of actuaries, Vol.21, Pt.1, No.59AB.
    Description: 碩士
    國立政治大學
    風險管理與保險研究所
    94358006
    96
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0094358006
    Data Type: thesis
    Appears in Collections:[Department of Risk Management and Insurance] Theses

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