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    Title: 影響壽險保單解約行為因素之研究— 以台灣壽險公司為例
    The Factors Affecting Cancelation of Life Insurance in Taiwan
    Authors: 朱健瑋
    Chu, Chien wei
    Contributors: 蔡政憲
    Tsai, Jason
    朱健瑋
    Chu, Chien wei
    Keywords: 壽險保單
    解約行為
    保單契約性質
    羅吉斯回歸
    Date: 2013
    Issue Date: 2014-07-21 15:39:12 (UTC+8)
    Abstract: 壽險保單之解約行為的控管關係著保險公司對於未來現金流量的估計準確與否,過高的解約行為可使保險公司承受非預期的流動性風險和投資利潤減少等負面影響,故探討影響保單解約行為之因素為學術上和實務上皆相當重視的議題。本研究以台灣某家本土保險公司之保單資料為研究樣本,樣本資料包含解約與否以及各項保單契約特質之變數,並採用羅吉斯回歸為分析模型進行實證研究。本研究針對不同種類保單商品分別進行實證分析和比較彙整分析結果,並根據實證結果給予保險公司未來發行新保單時,該如何透過契約內容的修正以有效降低解約行為之建議。
    Reference: 1.Cox, S. H., Laporte, P. D., Linney, S. R., & Lombardi, L. (1992). Single-premium deferred annuity persistency study. Transactions of Society of Actuaries Reports, 281-332.

    2.Jiang, S. J. (2010). Voluntary termination of life insurance policies: evidence from the US market. North American Actuarial Journal, 14(4), 369-380.

    3. Fier, S. G., & Liebenberg, A. P. (2013). Life Insurance Lapse Behavior. North American Actuarial Journal, 17(2), 153-167.

    4.Milhaud, X., Loisel, S., & Maume-Deschamps, V. (2011). Surrender triggers in life insurance: classification and risk predictions. Bulletin Français d`Actuariat.

    5.Outreville, J. F. (1990). Whole-life insurance lapse rates and the emergency fund hypothesis. Insurance: Mathematics and Economics, 9(4), 249-255.

    6. Russell, D. T., Fier, S. G., Carson, J. M., & Dumm, R. E. (2013). An empirical analysis of life insurance policy surrender activity. Journal of Insurance Issues, 35-57.

    7.Tsai, C., Kuo, W., & Chen, W. K. (2002). Early surrender and the distribution of policy reserves. Insurance: Mathematics and Economics, 31(3), 429-445.

    8. Kuo, W., Tsai, C., & Chen, W. K. (2003). An empirical study on the lapse rate: the cointegration approach. Journal of Risk and Insurance, 70(3), 489-508.

    9.陳建勝, & 林明宏. (2003),壽險保單早期失效之預測,風險管理學報,5(3), 341-361.

    10.台灣壽險業個人壽險年度經驗死亡率及解約失效率研究報告: 民國九十七觀察年度(2008),中華民國人壽保險商業同業公會。
    Description: 碩士
    國立政治大學
    風險管理與保險研究所
    100358005
    102
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0100358005
    Data Type: thesis
    Appears in Collections:[風險管理與保險學系] 學位論文

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