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Title:	火災保險最適自留額釐訂之研究
Authors:	張玉美 ZHANG, YU-MEI
Contributors:	鄭天澤 ZHENG, TIAN-ZE 張玉美 ZHANG, YU-MEI
Keywords:	火災保險蒙地卡羅模擬法 FIRE-INSURANCE
Date:	1992 1991
Issue Date:	2016-05-02 15:19:53 (UTC+8)
Abstract:	保險是個非常專門的行業，它所包括的範圍很廣，而再保險又為保險之保險，其經營猶是難上加難，再保險計劃中，最困難的即為自留額的釐訂，而自留額的多寡，不僅直接影響公司營運的結果，甚至波及被保險人的權益，社會的安定。因此當公司決定自留額時應慎加考慮。影響自留額的因素很多，以往自留額的釐訂是靠人為的直覺判斷，而今由於數學與統計的發展，將其應用在保險上，希望經由可依據的資料，用數理的方法發展出合理可信的自留額模式，以輔佐主觀的缺失。
Reference:	英文部份: 1.Phelim P. Boyle & Jennifer Mao, "Optional Risk Retention Under Partial Insurance" ,Insurance Mathematics & Economics, Vol. 1, No.1, Jan. 1982, pp.19-26 2.Stuart A. Klugman, Loss Distributions: Estimation, Large Sample Theory, and Application, : University of Iowa, 1984 3."Computer Models and Simulation" Transactions XXI, D1 09-D 131,1964 4."Reinsurance and Retention" Transactions XIII, Dl5l, 1961 5.Hon-Shiang Lau, "An Effective Approach For Estimating The Aggregate Loss Of An Insurance Portfolio",The Journal of Risk and Insurance,Vol. 5I,No.l, 1984,pp.20-30 6.1. David Cummins And Leonard R. Freifelder, "A Comparative Analysis of Alternative Maximum Probable Yearly Aggregate Loss Estimators", The Journal of Risk and Insurance, Vol. 4S , No.1,1978,pp.55-59 7.Shpilberg, D.c., "The Probability Distribution of Fire Loss Amount, Journal of Risk and Insurance",Vo1.44,No. 1,1977, pp.l03-115 8.Fishman, G.S., Concepts and Methods in discrete event digital simulation, 1973 9.Bowers; Gerber; Hickman; Jones; and Nesbitt. Actuarial Mathematics, 1986 10.R.L. Crater, Reinsurance, Kluwer Publishing Limited, second edition,1983 11.C.E. Golding, The Low and Practice of Reinsursnce, LLD,FCII,London witherby & CD. LTD fifth edition, 1987 12.Klans Geralhewohl et. a1. ,Reinsurance Principles and Practice Vol 1 & II Verlag Versicherungs wirtschaft e. v. KC1rlsruhe,1982 中文部份: 1.賴麗華，模擬實驗法運用於壽險業物自留額釐訂之分析，中華民國精算學會會報，第十期，第一冊， (1986) 2.黃秀玲，訂定台留額應考慮的因素，華僑產物保險第三十六期， 1984 ， 11 3. “產物保險業自留”，財政部保險事常發展專案小組議題研究報告， ppl53-161 4. “人壽保險公司之自留額”，財政部保險事常發展專案小組議題研究報告， pp137-143 5. “再保險訓練教材”，保險事業發展中心編印， 1991 6.顏月珠商用統計學，台北:三民書局，民國七十五年，第四版 7.陳繼堯再保險總論，三民書局， 1987 8. “火險費率規章”，產物保險同業工會製訂， 1977,8
Description:	碩士國立政治大學風險管理與保險研究所
Source URI:	http://thesis.lib.nccu.edu.tw/record/#B2002004569
Data Type:	thesis
Appears in Collections:	[Department of Risk Management and Insurance] Theses

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