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    Title: 台灣產險業實施風險基礎資本額制度之適當風險係數探討
    An Analysis of Risk Factors of RBC System for Property-Liability Industry in Taiwan
    Authors: 連婉儀
    Lien, Wan-I
    Contributors: 王儷玲
    連婉儀
    Lien, Wan-I
    Keywords: 風險基礎資本額制度
    固定資本額制度
    風險項目
    風險係數
    風險值
    Risk-based Capital
    RBC
    Fixed capital requirement
    Risk Factor
    Value at Risk (VaR)
    Date: 2001
    Issue Date: 2016-04-18 16:28:38 (UTC+8)
    Abstract: 行政院會於民國八十八年十二月十六日通過保險法修正草案,修正草案中針對強化保險業之監理機制與增進保戶大眾之權益係以強化其資本適足性為其修法目標,所採之方法即建立風險基礎資本額制(Risk-based Capital, RBC)。而保險法修正案於民國九十年六月二十六日業已經立法院三讀通過,基於保險法相關條文規定,RBC制度將於民國九十二年中實施。
    Legislative Yuan has pass the draft of Insurance Law on June 26, 2001. In order to strengthen insurance regulation mechanism and to protect the insureds` benefit, the Risk-based Capital will be implemented in Taiwan Insurance market in 2003.
    Reference: 中文部分
    中華民國產物保險商業同業公會編印,1999,產物保險業會計制度,中華民國產物保險商業同業公會。
    王基全,1995,產險公司最適基礎資本額-現金流量模擬法之應用,逢甲大學保險研究所碩士論文。
    李顯峰等譯,商用統計學,民國79年,台灣西書。
    吳福山,風險基礎資本-僅用一個比率值判定償債能力的監理方式,壽險季刊第93期(1994):110-119。
    呂自勇,1997,金融資產投資組合風險值衡量-以台灣股市債市投資組合為例,國立中央大學財務管理研究所碩士論文。
    林進田等著,2000,高等產險精算理論與實務,財團法人保險事業發展中心。
    周國端,1997,保險公司最適資本額要求與破產風險基準:美國NAIC風險基準資本要求RBC模型的可行性分析,國科會出版。
    周國端,曾郁仁,1998,台灣保險市場國際化提昇競爭力之研究,經建會出版。
    施惠修,1995,美國NAIC壽險業RBC公式於台灣壽險業之應用,國立台灣大學財務金融研究所碩士論文。
    洪麗煌,2000,運用風險值方法衡量風險基礎資本額,逢甲大學保險研究所碩士論文。
    美國產險業風險資本額公式之介紹上、中、下。保險經營,民國83年8月:21-32。民國83年9月:31-36,民國83年10月:23-28。
    凌氤寶,1999,實用產物保險精算,凌氤寶發行,高雄。
    許崑峻,1994,我國壽險業預警制度之研究,國立政治大學保險研究所碩士論文。
    詹志清,1999,壽險公司責任準備金涉險值之估計,國立政治大學保險研究所碩士論文。
    鄭濟世,1998,我國壽險業資本適足性之研究,保險事業發展中心出版。
    顏月珠,商用統計學,民國87年,三民書局。
    蘇源拓,1994,美國NAIC壽險業風險資本需求(Risk-Based Capital)之研究,國立政治大學保險研究所碩士論文。
    英文部分
    Cummins, J. David and David Sommer. "Capital And Risk In Property-Liability Insurance Markets." 1994, working paper.
    Cummins, J. David and Joan Lamm-Tennant. "Capital Structure And The Cost of Capital in Property-Liability Insurance." 1993, working paper.
    Cummins, J. David, Scott E Harrington and Robert W Klein. "Insolvency Experience, Risk-Based Capital, and Prompt Corrective Action in Property-Liability Insurance." Journal of Banking & Finance , 19(1995): 511-527.
    Cummins, J. David, Scott Harrington, Greg Niehaus. "An Economic Overview of Risk-Based Capital Requirements for the Property- Liability Insurance Industry." Journal of Insurance Regulation, 11(1993): 427-447.
    Cummins, J. David, Scott Harrington, Greg Niehaus. "Risk-Based Capital Requirements for Property- Liability Insurers : An Analysis of Conceptual And Measurement Issues." 1993, working paper.
    DeBow, Yvette. "Get Ready for Risk Based Capital Standards." Insurance & Technology, 17(1992): 48.
    Grace, Martin, Scott E Harrington and Robert W Klein. "Risk-based Capital and Solvency Screening in Property-liability Insurance:Hypotheses and Empirical Tests."Journal of Risk and Insurance, 65(1998): 213-243.
    Hitchins, Jone, "What is Value at Risk.", Accountancy, 119(1241):58-59.
    Holton, Glyn, "Simulating value-at-risk.", Risk, (1998):60-63.
    Jeong, Jung Young, "An Economic Analysis of Risk Based Capital Requirement in the Property-Liability Insurance Industry." Unpublished Ph.D Dissertation,1993.
    Jones DS and King KK. "The Implementation Of Promot Corrective Action -An Assessment." Journal of Banking & Finance, 19(1995): 491-510.
    Kupiec, Paul H., "Techniques for Verifying the Accuracy of Risk Measurement Models.," Journal of Derivativest, (1995):73-84.
    Singh, Manoj K, "Value at Risk Using Principal Components Analysis."Journal of Portfolio Management,24(1997):101-112.
    Description: 碩士
    國立政治大學
    風險管理與保險研究所
    87358012
    Source URI: http://thesis.lib.nccu.edu.tw/record/#A2002001466
    Data Type: thesis
    Appears in Collections:[風險管理與保險學系] 學位論文

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