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    Title: 產物保險之財務再保險及其模擬定價
    The Pricing of Financial Reinsurance in Property-Casualty Insurance: A Simulation Approach
    Authors: 林世凱
    Vezion Lin, Shih-Kai
    Contributors: 曾郁仁
    Larry Tzeng, Y.
    林世凱
    Vezion Lin, Shih-Kai
    Keywords: 財務再保險
    限額再保險
    模擬定價
    financial reinsurance
    finite risk reinsurance
    simulation
    Date: 2001
    Issue Date: 2016-04-18 16:28:36 (UTC+8)
    Abstract: 本論文主要是針對在產物財務(限額)再保險之內容、監理和定價做探討。由於財務再保險不同於傳統再保險只承保核保風險,更延伸至信用風險、匯率風險與政治風險等非純粹風險,我們首先以財務再保險所保障之時段對產物財務再保險做分類,並說明其內容與功能;其次,因為財務再保險之監理關係著合約之交易成本,我們討論財務再保險的法律課題。最後,以往再保險之定價主要參考”主要再保險公司”之定價,但財務再保險合約性質非常”顧客化”,幾乎無其他再保險公司做為定價參考,所以本文藉模擬分析以提供公平且合理之財務再保險定價模式。
    Reference: 中文參考文獻
    1. 林世航,財務再保險應用在壽險公司之研究與模擬,國立政治大學風險管理與保險學系碩士論文,1999年5月。
    2. 林永隆,企業購併再財務上之探討,國立中興大學企業管理研所碩士論文,1998年6月。
    3. 周妙枝,財務保險及其運用,逢甲大學保險學研究所碩士論文,1995年1月。
    4. 曾榮秀,財務再保險之研究,財政部八十三年度研究發展專題報告,1994年6月。
    5. 張惠娟,汽車保險運用財務再保險之研究—以時間、投資風險為對象,國立政治大學風險管理與保險學系碩士論文,1998年6月。
    6. 陳顯宜,風險性資本(RBC)要求下產物保險公司投資策略之研究,私立元智工學院管理研究所,1997年6月,21。
    7. 陳彩稚,保險學,三民書局,1996年9月。
    8. 陳繼堯,再保險理論與實務,台北:智勝文化事業有險公司,2000年1月。
    9. 陳繼堯,金融自由化下新興風險移轉方法之運用現況與發展,台北:財團法人保險事業發展中心,2000年1月。
    10. 陳繼堯,陳繼堯教授退休紀念論文集,台北:繼耘保險文教基金籌備會會,1997年10月。
    11. 財政部保險司,產物保險財務再保險準則草案,2001年。
    12. 蔡昇豐,財務再保險運用於人壽保險之研究,國立政治大學風險管理與保險學系碩士論文,1999年7月。
    英文文獻
    1. Adiel, Ron, 1996, Reinsurance and the Management of Regulatory Rations and Taxes in Property-Casualty Insurance Industry, Eenst & Young LLp, Management Consulting, New York: Journal of Accounting & Economics, 208-240.
    2. Anastasio, James&James A. Godorecci, 1994, Property-Casualty Insurance Accounting: Reinsurance Accounting, Durham N.C.: Insurance Accounting & Systems Association,ch.12.
    3. Bell, Allision, 2000, Life and Health/Financial Service Ed., Erlanger, 104, 6.
    4. Booth, Garry, Bermuda, 1998, Insurance and Reinsurance Centre: The Finite Risk Market, London: FT Finance, 33-41.
    5. Dowsley, Gordon, 1983, Trends in Financial Reinsurance, International Insurance Monitor, 37, 8&18.
    6. FASB Emerging Issues Task Force, 1999, EITF Abstracts: A summary of Proceeding of the FASB Emerging Issues Task Force, Standfor Conn.: Financial Accounting Standards Board, 713-716.
    7. Herget, R.Thomas & S. Michael McLaughlin & Shirley Hwei-Chung Shao, 2000, U.S. GAAP for Life Insurers: Reinsurance, Society of Actuaries,429-465.
    8. Klin, Robert,1991, Reinsurance in Practice: Financial Reinsurance, London: Witherby, 377-391.
    9. McLeod, Douglas, 2000, Demand up to Adverse Development, Business Insurance, 34, 3&20.
    10. McFadden, Prtrick J., 1996, Reinsurance Contracting Wording: Aggregate Excess of Loss and Stop Loss Contracts, Athens Tex.: Strain Pub. & Seminars, 395-503.
    11. Novik, Jay A. & Gerald F. Fisher, 1986, Reinsurance: Launching a New Tradition, Best’s Review: Property-Casualty, 86, 61-64&118-121.
    12. Phifer, Ross, 1996, Reinsurance Fundamental—Treaty and Facultative: Financial Reinsurance, New York: John Wiley, 97-108.
    13. Rhoads, Jed, 2000, Reinsurance: Finite Possibilities, London, Buckley Press Ltd., 37.
    14. Ross, Stephen A., Randolph W. Westerfield, Jeffrey Jaffe, 1999, Corporate Finance: Net Present Value, McGraw-Hall International Education: Finance Series, 64-77.
    15. Swiss Reinsurance Company,1997, Sigma No.5.
    16. Tobin, Gary, 2000,The Financial Reinsurance Mystique, Best’s Review, 101, 120.
    17. Unsworth, Edwin, 2000, E.C. Mulls ART Market Rulers, Business Insurance, 34, 27-28.
    Description: 碩士
    國立政治大學
    風險管理與保險研究所
    88358007
    Source URI: http://thesis.lib.nccu.edu.tw/record/#A2002001465
    Data Type: thesis
    Appears in Collections:[風險管理與保險學系] 學位論文

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