政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/68609
English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  全文筆數/總筆數 : 113873/144892 (79%)
造訪人次 : 51909760      線上人數 : 545
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
搜尋範圍 查詢小技巧：
  • 您可在西文檢索詞彙前後加上"雙引號"，以獲取較精準的檢索結果
  • 若欲以作者姓名搜尋，建議至進階搜尋限定作者欄位，可獲得較完整資料
    •  進階搜尋


    請使用永久網址來引用或連結此文件: https://nccur.lib.nccu.edu.tw/handle/140.119/68609


    題名: 有給付上限之終身健康保險之評價：模擬法
    其他題名: Pricing of Lifetime Health Insurance Policies with a Coverage Limit: The Simulation Approach
    作者: 黃泓智;王昭文;劉議謙(I-Chien Liu)
    Huang, Hong-Chih;Wang, Chou-Wen;Liu, I-Chien
    貢獻者: 風管系
    關鍵詞: 終身健康保險;超額保費;給付上限
    Whole Life Health Insurance Policies;Excess Premiums;Limited Coverage
    日期: 2012.12
    上傳時間: 2014-08-12 15:05:16 (UTC+8)
    摘要: 為了控管風險，主管機關規定長年期健康保險應有給付限額或保費調整機制。以傳統精算訂價原則，台灣的保險公司延用期望值觀點來評價有給付上限之終身健康保險的公平保費，此評價方法有產生高估保費的可能性。但是，相關文獻並無探討此評價方法是否會產生高估保費的訂價問題。因此，本研究主要貢獻是針對有給付上限之終身健康保險，說明運用期望值訂價原則高估保費原因，並進一步建立合適的訂價模型。最後，運用台灣的保險公司提供之內部資料，本研究發現：（1）給付上限與超收保費間關係呈現駝峰曲線；（2）保險公司可藉由本研究提供的調整係數概念，有效率地將無給付上限之保費轉換成有給付上限之公平保費。目前台灣保險公司終身健康保險的給付上限一般而言都提供很高的給付，因此存在保費高估的問題並不嚴重，本文的目的主要是探討計價方法的正確性供保險公司參考。
    Recently, in order to control risk, long-term health insurance products are required to set a limited coverage or premium adjustment mechanism. Taiwanese insurance companies adopt the traditional actuarial method—expectation principle—to evaluate the premiums of health insurance policies with limited coverage. However, the pricing method results in a seriously overpriced problem for the whole life health insurance policies with limited coverage. So far there is no any literature to discuss this mispricing topic. Therefore, the main contribution of this paper is to explain the reasons why the traditional actuarial method contributes to excess premiums and to provide a pricing model for long-term health insurance policies with limited coverage. Using internal data provided by Taiwanese insurance companies, we demonstrate that (1) the relationship between excess premiums and the level of limited coverage exhibits a humped curve; (2) constructing the adjusted coefficient approach, we provide an effective and efficient method to transform the premiums of the policies with unlimited coverage into the fair premiums of the policies with limited coverage.
    關聯: 風險管理學報, 14(2), 121-140
    資料類型: article
    顯示於類別:[風險管理與保險學系] 期刊論文

    文件中的檔案:

    檔案 描述 大小格式瀏覽次數
    121140.pdf2166KbAdobe PDF2961檢視/開啟


    在政大典藏中所有的資料項目都受到原著作權保護.


    社群 sharing

    著作權政策宣告 Copyright Announcement
    1.本網站之數位內容為國立政治大學所收錄之機構典藏，無償提供學術研究與公眾教育等公益性使用，惟仍請適度，合理使用本網站之內容，以尊重著作權人之權益。商業上之利用，則請先取得著作權人之授權。
    The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

    2.本網站之製作，已盡力防止侵害著作權人之權益，如仍發現本網站之數位內容有侵害著作權人權益情事者，請權利人通知本網站維護人員(nccur@nccu.edu.tw)，維護人員將立即採取移除該數位著作等補救措施。
    NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - 回饋