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    題名: 保險公司之績效、成長與風險承擔分析
    其他題名: &Quot;The Impact of Growth, Profitability, Risk-Taking and Reinsurance on the Operations of Insurance Companies&Quot
    作者: 鄭士卿
    貢獻者: 國立政治大學風險管理與保險學系
    行政院國家科學委員會
    關鍵詞: 保險公司;績效;成長;風險承擔分析
    日期: 2011
    上傳時間: 2012-10-22 15:45:24 (UTC+8)
    摘要: 保險公司之績效、成長與風險承擔分析 本研究針對 (1)成長與績效 (2)風險承擔及 (3)再保險需求等三項可能影響保險公司經營的議題於三年期計畫中分別加以探討。第一年度計畫首先利用中國保險業自1996年至2007年的資料，探討其產壽險中成長及績效間的關係。此研究之目的是希望了解在開發中國家如中國等，是否吉布萊法則(Gibrat’s Law)及利潤持續假說(Persistency of Profit, POP)依然存在；而此研究也會進一步用聯立方程式來解釋成長與績效間的關係。第二年度計畫則利用日本產險業自1983年至2005年的資料來分析組織結構對公司風險承擔行為的影響。此研究將針對 (1) 屬於集團與否及 (2)屬於外商與否兩類組織結構的差異加以分析。由於日本金融業自1990年始經歷了衰退期及其後一連串的改革，本研究的目的亦在於了解組織結構和公司風險承擔之間的關係是否在研究期間內產生結構性的變動。最後，第三年度計畫利用分量迴歸模型探討影響美國產險業再保險需求的因素，並進一步考慮公司流動性對其再保險需求的影響。此研究將使用美國產險業自1990年至 2007年的資料來探討在不同分量的再保險需求下，產險公司的特性有何差異。
    The Impact of Growth, Profitability, Risk-Taking and Reinsurance on the Operations of Insurance Companies Abstract In this three-year project, we examine the impact of three important issues on the operations of insurance firms: 1) growth and profitability 2) risk taking and 3) reinsurance demand of firms. We first examine the relationship between growth and profitability of both life and property-liability insurance industry in China from 1996 to 2007. Our purpose is to investigate if Law of Proportionate Effect (LPE) and Persistency of Profit (POP) hypothesis hold in developing countries like China. We first estimate the growth and profitability regressions separately and further run a system of simultaneous equations. In Year 2 project, we evaluate the impact of organizational structure on risk taking by examining Japanese non-life insurance industry data during 1983-2005. We analyze two different sets of organizational structure: 1) keiretsu vs. independent and 2) domestic vs. foreign insurers. We also intend to see if there is a structural change for the relationship of risk-taking level and organizational structure during our sample period as firms may behave in a different manner facing alternative economic environment. Finally, we apply the quantile regression framework in Year 3 project to examine the determinants that affect the reinsurance demand for insurers. We further analyze if the liquidity of an insurer influences its demand for reinsurance. Using the data of property-liability insurers in U.S. from 1990 to 2007, we can obtain a collection of quantiles which better characterize the entire distribution.
    關聯: 基礎研究
    學術補助
    研究期間:10008~ 10107
    研究經費:825仟元
    資料類型: report
    顯示於類別:[風險管理與保險學系] 國科會研究計畫

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