政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/49616

政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/49616

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政大機構典藏 > 商學院 > 經營管理碩士學程EMBA > 學位論文 > Item 140.119/49616

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題名:	商業地震保險監理機制之研究 The Study of the Supervision Mechanism of Commercial Earthquake Insurance
作者:	林金穗 Lin, J.S.
貢獻者:	張士傑林金穗 Lin, J.S.
關鍵詞:	地震保險監理機制地震保險PML 巨災準備金風險基礎資本額地震風險評估軟體 Earthquake Insurance Earthquake Model Catastrophic Risk Management Insurance Supervision Risk-Based Capital CRESTA Zone, PML
日期:	2006
上傳時間:	2010-12-08 15:11:28 (UTC+8)
摘要:	台灣位處環太平洋地震帶，為全球地震風險潛勢較高的地區之一；因台灣高科技產業蓬勃發展，地震保險需求殷切，再加上開放保險費率自由化的政策及金控效應，趨使保險業間競爭白熱化，惡性價格競爭及保險經紀人的推波助瀾，保險公司的清償能力面臨重大考驗。台灣在保險監理方面如同日本、美國採行風險基礎資本額（RBC）制度，惟國際間位處高度地震風險潛勢之國家大都另建立一套地震保險監理機制，以確保保險公司的巨災準備金足以支付回歸期地震所造成的損失，其中以美國加州及加拿大政府均採用地震保險PML申報制度作為地震保險監理之依據最值得台灣學習。地震保險PML評估可採用CRESTA Zone平均損失幅度表計算或採用認許的地震風險評估電腦軟體推估獲得，實施的關鍵為主管機關應建立具有公信力的CRESTA Zone平均損失幅度表。本文特就二種評估方式的利弊做深入的比較分析，並藉由地震風險評估軟體的架構說明影響地震保險PML的因素與權重，作為保險公司落實地震風險管理之依據。本研究參考Solvency II的三大支柱提出建立地震保險監理機制之結論與建議如下： 1.鼓勵建立保險公司的地震風險管理機制。 2.公佈CRESTA Zone平均損失幅度表，作為保險公司地震保險PML申報依據，以落實產物保險業之地震保險監理機制。 3.依據保險公司申報資料，提供保險主管機關實施差異化管理之依據。 4.主動揭露經營績效、強化保險市場紀律，建立公平合理的經營環境。期待藉由建立適當的地震保險監理機制，減輕或消弭產物保險市場面臨自由化的惡性價格競爭與保險經營面的不合理現象，進而達到健全保險經營環境、促進保險業長期穩定發展，並確保社會大眾之保險權益的目標。關鍵詞：地震保險監理機制、地震保險PML、巨災準備金、風險基礎資本額、地震風險評估軟體 Located at the Pacific Rim earthquake zone, Taiwan has been recognized as one of the severe seismic hazard areas in the world. With the bloom of high tech industry in the past two decades, the demand of earthquake insurance has been considerably increasing. However, along with the liberalization of insurance market, the new business model of financial holdings and the expanding influence from international brokers, insurance companies’ solvency capacity has been significantly challenged. Taiwanese Government, same as Japan and U.S., adopts Risk-Based Capital (RBC) method in insurance supervision, while most countries with high earthquake potential have set up independent earthquake insurance supervision systems to ensure insurers’ earthquake reserves capable to compensate the huge earthquake losses. Among all the measures, the PML reporting system adopted by Canada and the State of California to regulate and trace insurance companies’ financial statuses could be an adequate paradigm for Taiwan. The PML estimation could be obtained either using computer models or following default mean damage ratio table. This research compares the strength and weakness between these two methods, and presents the importance of parameters and key points in earthquake insurance management. Based on the three pillars of Solvency II, the conclusions and recommendations of this paper are: (1)Encourage insurance companies to build up the earthquake risk management mechanism; (2)Establish the official default mean damage ratio table for PML reporting system; (3)Adopt differential supervision practice to different level insurance companies; (4)Promote the self-disclosure of key business information and enhance market discipline. Establishing a sound earthquake insurance supervision system would not only ease the immoderate low-price competition but the whole insurance environment could also be stabilized and improved. It will ultimately achieve the objective to insure society liability and benefit the public as well. Keywords: Earthquake Insurance, Earthquake Model, Catastrophic Risk Management, Insurance Supervision, Risk-Based Capital, CRESTA Zone, PML
參考文獻:	[1].渡部健吾Kengo Watabe，「日本風險基礎資本額制度之現況」，中華民國人壽保險同業公會演講，2003 [2].周伏平，「美國保險監督官協會的RBC管窺」，精算通訊第二卷第四期，中國清華大學經濟管理學院，2000 [3].張秀蓮、石燦明等，「日紐地震保險制度及日澳金監一元化考察報告」，金管會，2005 [4].許文科，「整合性多目標地震風險評估系統之建立」，國立中央大學博士論文，2000 [5].許碩芬、林兆欣，「保險公司失卻清償能力時之風險管理」，風險管理學報第一卷第一期，1999 [6].陳麗卿，「台灣產物保險業風險基礎資本之研究-理論與實證」，國立高雄第一科技大學碩士論文，2001 [7].富邦產險，「高科技產業震害風險評估系統研發計畫期末報告」，創新服務業界科專計劃，經濟部技術處，2006 [8].曾武仁、張玉煇，「主要國家災害保險制度考察報告」，財政部保險司，2002 [9].黃承斌，「地震保險制度之研究」，國立中央大學碩士論文，2003 [10].敬永康、葉詩瑾，「運用風險值模型衡量保險業之風險基礎資本額」，貨幣觀測與信用評等，September 2001 [11].蔣偉寧、許文科、曾惇彬、洪東謀，「災害風險評估與管理」，風險管理研討會，2004 [12].楊清榮，「超額賠款再保險運用與財產保險經營實務之研究」，國立政治大學碩士論文，2004 [13].Benfield, “Earthquake Insurance Business in Japan”. [14].California Department of Insurance, “1991-2005 California P&C Historical Premium and Loss,” April 2006. [15].California Department of Insurance, “California Earthquake Zoning and Probable Maximum Loss Evaluation Program,” 2003. [16].California Department of Insurance, “Earthquake Premium and Policy Count Data Call- Summary of 2005 Residential Market Totals,” 2006. [17].Federal Emergency Management Agency (FEMA), “HAZUS 99 Technical Manual,” 1999 [18].George Yen, “Statistical Data Gathering, Conference on Operation of Non-Life Insurance, Financial Monitoring & CAT Insurance,” 台灣保險事業發展中心研討會, July 2004. [19].International Risk Management Institute (IRMI), “The Canadian Insurance Market,” January 2001. [20].Katsura Saito, “Catastrophe Risks and Reinsurance in Japan,” October 2004. [21].Non-Life Insurance Rating Organization of Japan, “Earthquake Insurance in Japan,” 2003. [22].OSFI of Canada, “Guideline: Earthquake Exposure Sound Practices,” May 1998. [23].OSFI of Canada, “Guideline: Minimum Capital Test for Federally Regulated Property and Casualty Insurance Companies,” January 2007. [24].Richard J Roth Jr., “US Earthquake Insurance Market – The Residential Sector and the Role of the California Earthquake Authority,” 台灣保險事業發展中心研討會, July 2004. [25].Risk Management Solutions, “Creating a Technical Foundation for Earthquake Insurance in China,” 2005. [26].Risk Management Solutions, “Japan Earthquake Models,” 2005. [27].Risk Management Solutions, “RMS Taiwan Earthquake Model Methodology,” 2004. [28].Risk Management Solutions, “Taiwan Earthquake,” 2001. [29].Swiss Reinsurance, “World Insurance in 2005,” Sigma No 5/2006, December 2006. [30].Swiss Reinsurance, “Canada Earthquake: Hazard, Risk and Model,” October 2006. [31].The General Insurance Association of Japan, “Regulations: Solvency Margin Ratio (Non-Life Insurance)”. [32].The General Insurance Association of Japan, “Calculation of the Amounts of an Insurance Company’s Capital, Foundation Funds, Reserves, etc., for Risks Exceeding Normal Expectations,” 2002. [33].The General Insurance Association of Japan, “Fact Book 2005~2006 of General Insurance in Japan,” 2007.
描述:	碩士國立政治大學經營管理碩士學程(EMBA) 94932229 95
資料來源:	http://thesis.lib.nccu.edu.tw/record/#G0094932229
資料類型:	thesis
顯示於類別:	[經營管理碩士學程EMBA] 學位論文

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