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    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/34113


    Title: 核保風險自留與再保險的風險管理決策研究
    Authors: 歐金裕
    Contributors: 張士傑
    蔡瑞煌


    歐金裕
    Keywords: 核保風險
    風險管理
    風險量化
    核保經理人
    財務經理人
    Underwriting Risks
    Risk Management
    Risk Quantitative
    Underwriting manager
    Finance Manager
    Date: 2003
    Issue Date: 2009-09-18
    Abstract: 本研究以風險管理觀點，由風險自留與再保險層面切入，探討核保風險之風險管理規劃理論與實務全貌。 經由了解風險自留與再保險之理論與應用，風險量化資料準備之前置作業實務以及如何解讀風險量化之數據，綜合提供風險自留與再保險之規劃流程全貌，以利管理者之決策參考。

    本研究首先以剖析保險公司營運一般性風險與核心風險，針對核保風險之自留或轉嫁的風險控管方式。 以股東、核保經理人以及財務管理人不同觀點看待風險自留之差異性，以及不同再保方式對穩定經營績效之效益。 呈現實務作業流程，尋求理論與實務之相輔相成。 引用虛擬個案產險公司之風險量化數據，學習如何解讀分析資料，從中了解風險自留與再保險之利弊與效益。


    關鍵詞：核保風險、風險管理、風險量化、核保經理人、財務經理人
    This study based on risk management viewpoint, tries to evaluate from the two directions of risk retention and reinsurance, to assess the theory and practices of underwriting risks management planning. Through the understanding of the theories and applications of risk retention and reinsurance, the preparation work of quantitative data of risks and analyze of quantitative risk data, summarize and provide a whole picture of risk retention and reinsurance planning workflow, to provide management people information of making decisions.

    This study begins with analysis of the general business risks and core business risks of an insurer, targeting at the two risk control vehicles which are the risk retention or the transfer of underwriting risks. From the viewpoints of shareholders, underwriting manager and finance manager to look at the difference of risk retention, and the stabilizing effects of various reinsurance that could create for the business performance. Both to present practical operation workflow, and to seek the integration of theory and real practice in daily business. This article also introduces the quantitative risk data of a simulation case of an example non-life insurance company, to explain how to interpret and analyze data, and to understand the benefits or shortages of using risk retention and reinsurance.

    Key words: Underwriting Risks, Risk Management, Risk Quantitative, Underwriting Manager, Finance Manager
    Reference: 壹、中文資料
    1. 陳繼堯，再保險：理論與實務，智勝文化，2001年1月初版
    2. 陳繼堯等，再保險，財團法人保險事業發展中心，2001年9月四版。
    3. 王儷玲，保險理論與應用，政治大學EMBA 授課資料，2001年9月。
    4. 王儷玲，風險資本額制度介紹，財團法人保險事業發展中心授課資料，2003年12月。
    5. 張中民譯，財務管理（Corporate Finance-5th ed.），台灣西書出版社，1999年1月初版。
    6. 張士傑，證券化承保風險-保險人與投資人的策略性前景，財團法人保險事業發展中心，2000年4月。
    7. 鄧家駒，風險管理，華泰文化事業公司 2000年8月第二版。
    8. 陳思竹，演化型再保險自留決策，國立高雄第一科技大學風險管理與保險系，2002年6月。
    9. 楊雅雯，產險公司承保能量與再保自留之關係，逢甲大學保險研究所，1997年。
    貳、外文資料
    1. Anthony M. Santomero and David F. Babbel “Financial Risk Management by Insurers: An Analysis of the Process”, Journal of Risk and Insurance 64, 2(1997). Anthony Saunders, Financial Institutions Management-3rd ed., McGraw-Hill 2000.
    3. Denuit, M. and Vermandele, C., 1998, Optimal reinsurance and stop-loss order, Insurance: Mathematics and Economics 22 229-233.
    4. Dickson, D. C. M. and Waters, H. R., Reinsurance and ruin, Insurance: Mathematics and Economics 1961-80.
    5. Gajek, L. and Zagrodny, D., 2000, Insurer’s optimal reinsurance strategies, Insurance: Mathematics and Economics 27 105-112.
    6. Swiss Re, Designing property reinsurance programmes /The pragmatic approach, 1999.
    7. Gary Venter, Measuring Value in Reinsurance, Guy Carpenter Instrat, 2001.
    8. General & Cologne Re, Glossary of reinsurance terms, 1999.
    9. Guy Carpenter, the World Catastrophe Reinsurance Market: 2002, Guy Carpenter & Co. Inc., 2002.
    10. Marsh, Taiwan Natural Catastrophe Perils & the Global Insurance Market, Presentation in Taipei, 2002.
    11. Outreville, J. F., Theory and Practice of Insurance, Kluwer Academic Publishers, USA, 1997.
    12. Robert Carter, Leslie Lucas & Nigel Ralph, Reinsurance-4th ed., Reactions Publishing Group, 2000.
    13. Ross, Westerfield, Jaffe, CorporateFinance-6th ed .,McGraw-Hill 2002
    14. Swiss Re, From risk to capital –An insurance perspective,, 1999.
    15. Swiss Re, Insurance and risk capital, 1996.
    16. Swiss Re, Questions of reinsurance –A short guide, 1998.
    17. Taylor, G., 1997, Reserving consecutive layers of inwards excess-of-loss reinsurance, Insurance: Mathematics and Economics 20 225-242.
    18. Verlaak, R. and Beirlant, 2003, Optimal reinsurance programs: An optimal combination of several reinsurance protections of a heterogeneous insurance portfolio, Insurance: Mathematics and Economics 33 381-403.
    叁、參考法令
    1. 中華民國產物保險商業同業公會，保險法規彙編，2002年7月。
    2. 財團法人保險事業發展中心，保險法規輯要，2003年八月。
    肆、網頁資料
    1. 財政部保險司網站 www.insurance.gov.tw
    2. 慕尼黑再保網站 www.munichre.com
    3. 瑞士再保網站 www.swissre.com
    4. 中央再保險公司 www.crc.com.tw
    5. 財團法人保險事業發展中心網站 www.iiroc.org.tw
    6. 中華民國風險管理學會網站 www.rmst.org.tw
    Description: 碩士
    國立政治大學
    風險管理與保險研究所
    90932813
    92
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0090932813
    Data Type: thesis
    Appears in Collections:[Department of Risk Management and Insurance] Theses

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