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| Title: | 超額賠款再保險運用與財產保險經營實務之研究 |
| Authors: | 楊清榮
Yang, Cliff |
| Contributors: | 林建智
Lin, J.J.
楊清榮
Yang, Cliff |
| Keywords: | 超額賠款再保險
承保容量
天災累積
風險自留
再保險
Excess of Loss Reinsurance
Reinsurance Capacity
Natural-Peril Aggregate
Retained Exposures
Business Conduct of Non-Life Insurance Company
Reinsurance |
| Date: | 2003 |
| Issue Date: | 2009-09-18 |
| Abstract: | 近年來許多的產險公司因為買不到比例性的天災再保險合約，不得不使用超額賠款再保險方式以規避和轉嫁天災風險，但也因此承擔相當大的天災累積風險。
本文將企業風險管理的概念引進，把保險公司的再保部門模擬成企業的風險管理部門，期能更精確地定位保險公司再保險部門的功能、應該扮演的角色及未來經營策略。
超額賠款再保險之使用與產物保險的經營關聯密切，其最重要關鍵在於風險自行承擔，因此其間的保費收入、再保費成本支出等有關費率釐定計算方式，可說是超額賠款再保險之精華所在，亦為保險相關從業人員必備之專業知識。由於超額賠款再保險運用到許多統計相關的計算說明，本文之論述期能幫助保險相關從業人員找到各方的均衡點，有助於保險事業將資源做最有效率、效能的經營。
本文針對財產保險運用超額賠款再保險經營實務之考量加以介紹，同時強調經營者必須提升專業，包括損防服務、專業化核保、作業流程電腦化、財務風險管理等，尤其在計算天災的累積和購買適當再保險的承保容量方面，這亦有助於保險公司對天災風險的評估與認識。
最後，本文籲請保險公司主管必須重視目前以超額賠款再保險風險自留方式所承保之業務其費率是否適當，尤其是天災風險，所謂多算勝，少算不勝，而況於無算乎？否則會和賭場的賭客一樣， 大部分人是輸光退場的。
Excess of Loss Reinsurance has become the viable solution in Taiwan’s insurance community, since the constraints were imposed by reinsrers a few years ago that natural catastrophe exposures could not be fully transferred to proportional treaties. But, the insurers also take very large natural risks at the same time.
The aforementioned is the key issue to be discussed at the first part of this text, which introduces the concept of “corporate risk management” that Risk Management Department in enterprise is playing a role very similar to Reinsurance Department in an insurance company. We can, from this perspective, easier and clearer identify the functions and business objectives of Reinsurance Department in an insurance company.
One distinctive advantage over proportional reinsurance is that, by adopting XOL reinsurance, ceding companies can expect to retain more premiums. Virtually, the performance of XOL operations is directly linked to the level of reinsurance cost, so it is very vital for insurance people to be fully aware of the connections between their insured exposures and reinsurance prices. A number of charts, tables, and cases are illustrated in the text for the calculation of XOL prices, and readers, particularly those who are doing insurance business, of this text are able to fairly locate the equilibrium of reinsurance cost that can be mutually accepted by the insured、brokers、reinsurers and insurers.
Actual practices of applying property XOL reinsurance are analyzed in the text, which has also highlighted the importance of upgrading insurers’ professionalism, including loss prevention, underwriting, work-flow computerization, financial risk management, in particular, aggregate control on natural perils and adequate reinsurance protection.
My conclusions and recommendations are pinpointing the issues required to be dealt with by the authorities for the adequacy of direct premium rates, particularly for the business with natural perils that are retained under XOL programs. Insurers are destined to be out of the market, sooner or later, if they are unable to charge sufficient premiums to finance their losses in the long run. |
| Reference: | 中文文獻
書籍
1. 林惠玲、陳正倉 編著，「應用統計學」，雙葉書廊，二○○○年四月修訂版
2. 吳啟聰譯，Amir Aczel、Jayavel Sounderpandian原著，「商用統計學入門與應用（Complete Business Statistics 5e）」，麥格羅.希爾國際股份有限公司，一九九二年九月
3. 陳繼堯著，「再保險理論與實務」，智勝文化事業有限公司，二○○一年一月
4. 陳繼堯等著，「金融化下新興風險移轉方法之運用現況與發展」，保險事業發展中心，二○○○年二月
5. 莊紹容、楊精松 編著，「商用管理微積分」，東華書局，二版，二○○三年三月
6. 高棟梁著，「臨時再保險之研究」，豪峰出版社，一九八八年四月
7. 張中民譯，Ross、Westerfield、Jaffe原著，「財務管理(Corporate Finance)」，台灣西書出版社，一九九九年一月
8. 張紘炬編譯，Robert V. Hogg、Elliot A. Tanis原著，「高等統計學」，華泰書局，一九八七年一月
9. 鄧家駒著，「風險管理」，華泰文化事業，二版，二○○○年八月
10. 鄭鎮樑著，「超額賠款再保險費率釐定之研究」，豪峰出版社，一九九四年四月初版
11. 顏月珠著，「商用統計學」，三民出局，三版，二○○○年八月
12. 財團法人保險事業發展中心，「保險英漢辭典」，二○○三年六月
英文文獻
書籍
1. Anthony Saunders, Financial Institutions Management（A Modern Perspective ）, Third Edition , Irwin McGraw-Hill,2000
2. Chris Marrison, The Fundamentals of Risk Measurement, The McGraw-Hill Companies, Inc.,2002
3. Prakash A.Shimpi, Integrating Corporate Risk Management, Texere LLC.(London), 2001
4. Stephen A. Ross、Randolph W. Westerfield、Jeffrey F. Jaffe, Corporate Finance, Sixth Edition, McGraw-Hill Irwin (New York), 2002
5. Hans Schmitter, Peter Butikofer, Extimating property excess of loss risk premiums by means of the pareto model, Swiss Re, 1998
6. Markus Schmutz, Richard R. Doerr, The Pareto model in property reinsurance Formulas and applications, Swiss Re, 1998
7. Daniel Guggisberg, RP, Exposure rating, Swiss Re, 2000 |
| Description: | 碩士
國立政治大學
風險管理與保險研究所
90932803
92 |
| Source URI: | http://thesis.lib.nccu.edu.tw/record/#G0090932803 |
| Data Type: | thesis |
| Appears in Collections: | [風險管理與保險學系] 學位論文
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