政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/36734
English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  全文筆數/總筆數 : 113656/144643 (79%)
造訪人次 : 51763799      線上人數 : 518
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/140.119/36734


    題名: 非比例再保險風險基礎計價法之研究:台灣營造綜合險
    EXPOSURE RATING OF EXCESS OF LOSS REINSURANCE - TAIWAN CONTRACTOR’S ALL RISKS INSURANCE
    作者: 余東坤
    Rick Yu
    貢獻者: 張士傑
    楊誠對
    蔡政憲
    余東坤
    Rick Yu
    關鍵詞: 非比例再保險
    風險基礎計價
    營造綜合保險
    non-proportional reinsurance
    contractor`s all risks insurance
    excess of loss
    exposure rating
    日期: 2002
    上傳時間: 2009-09-18 19:24:18 (UTC+8)
    摘要: 本研究之主要貢獻為發展適合台灣營造綜合險保單（本體損失險）之風險曲線。 先前由Salzmann (1963)及Ludwig (1998)之相關研究，係採用美國市場之損失經驗，考量不同保單之承保範圍、不同保險標的、及不同之承保風險，直接引用美國市場風險曲線於台灣市場之通用性值得釐清。

    本研究回顧台灣營造綜合險保單之承保範圍及除外條款，依據西元一九九六年至兩千年之損失經驗，發現台灣營造綜合險之損率深受天然災害如地震、颱風、豪雨所影響。

    再保險安排可分成兩大類，一是比例再保險; 另一是非比例再保險。風險曲線是非比例再保險常用之計價方式之一。

    比較先前之研究，本研究之風險曲線分佈集中在低層其主要之原因如下:-

    一、 分析標的之可能最大損失(PML)偏低: PML代表某一特定危險所可能造成之可能最大損失。以道路工程為例，其可能最大損失小於30%之保額。由於道路工程大多綿延數十公里甚或更長，其工程本身呈線狀之分佈。換言之，非常不可能會有單一損失其損失金額超過保額之30%。 因此，道路工程之損失分佈不平均且分佈集中在低層。

    二、 營造綜合險保期偏長: 營造工程其中一個特性為多年期的保險期間。 因為工程之進行往往需要花超過一年的時間來完成，因此，營造綜合險全損(損失金額等於保額)之機率，遠小於財產險因火災造成全損之機率。

    三、 分析之承保風險不同: Salzmann (1963)僅針對火災此一危險因子來從事她的研究。就我們所知，美國大多數住宅皆是木造，屬可燃性建材，火災造成之影響相當大。 相反地，本研究標的大多利用不可燃性建材來興建，如鋼鐵或混凝土，故火災之影響性相對較小。

    關鍵字: 非比例再保險、風險基礎計價、營造綜合保險
    The major contribution of this research is to develop the exposure curves suitable for the Taiwan Contractor’s All Risks (CAR) Insurance (Material Damage Cover). The exposure curves generated in Salzmann (1963) and Ludwig (1998) were originated from the loss experience in the United States. Considering the different types of policies, different types of risks, and different types of perils, the applicability of those curves in Taiwan market is discussable.

    This study reviews the scope of coverage, insuring clause and exclusions of the Taiwan Contractor’s All Risks Insurance. According to the loss records between 1996 and 2000, it’s understood that the result of the Contractor’s All Risks Insurance is highly influenced by the natural catastrophic perils, such as earthquake, typhoon and heavy rains.

    The reinsurance placement can be categorized into proportional and non-proportional reinsurance or called excess of loss reinsurance. Exposure rating is one of the common pricing methods for the excess of loss reinsurance.

    Compared with those two previous researches done by Salzmann (1963) and Ludwig (1998), the outcome of this analysis shows an unbalanced loss distribution which leans to the lower layers that is mainly because of the following reasons: -
    (1) Low PML percentage of analyzed risks: The PML represents the Probable Maximum Loss subject to a certain type of peril. Taking a road construction project as an example, the PML of a road construction project is less than 30% of the total sum insured. Usually, the length of a road construction project is tens of kilometers or even much longer. In consideration of its linear shape, it’s very unlikely to have a loss exceeding 30% of its total sum insured. Therefore there was very few or nil loss data above the 30% of the total sum insured that’s the reason why the loss distribution is unbalanced and leans to the lower layers.

    (2) Long Construction Period of a CAR Project: A character of a CAR project is having a multiple-year policy period because the construction work usually takes more than one year to be completed. Therefore the possibility to have a total loss case, loss amount equal to the total sum insured, is much less than a property risk with a fire scenario.

    (3) Types of Perils Analyzed: Salzmann (1963) carried out her research by analyzing the peril of fire covered under the homeowners’ policies. As we know, most of the houses in the United States are the wooden structures, which are combustible. Oppositely, the risks in this research are mostly constructed by using the non-combustible materials, such as steel or reinforced concrete.
    Keywords: excess of loss, non-proportional reinsurance, exposure rating, and contractor’s all risks insurance.
    參考文獻: English
    1. Anderson, Howard; Elliott, Michael; Kensicki, Peter and Webb, Bernard, “Principles of Reinsurance,” Insurance Institute of America, 1995.
    2. Brown, Robert, “Introduction to Ratemaking and Loss Reserving for Property and Casualty Insurance,” Actex, 1993.
    3. Clark, David, “Basics of Reinsurance Pricing,” the Proceedings of Casualty Actuarial Society, 1996.
    4. Cologne Reinsurance, “Glossary of Reinsurance Terms”, 1999.
    5. Green, Peter; Lucas Leslie and McLean, John, “Reinsurance Management,” LLP, 1996.
    6. Hogg, Robert and Klugman, Stuart, “Loss Distributions,” John Wiley & Sons, 1984.
    7. Kensicki, Peter; Patrik, Gary; Reinarz, Robert and Schloss, Janice, “Reinsurance Practice,” Insurance Institute of America, 1990.
    8. Kiln, Robert, “Reinsurance in Practice,” Witherby & Co Ltd., 1991.
    9. Kiln, Robert and Kiln, Stephen, “Reinsurance Underwriting (second edition),” LLP, 1996.
    10. Ludwig, Stephen, “An exposure rating approach to pricing property excess of loss reinsurance,” Proceedings of the Casualty Actuarial Society, 1998.
    11. Marshall, Edward, “Construction and Erection Insurance,” The Insurance Institute of London, 1985.
    12. Phifer, Ross, “Reinsurance Fundamentals,” 1996.
    13. Salzmann, Ruth, “Rating by Layer of Insurance,” Proceedings of the Casualty Actuarial Society, 1963.
    14. Wright, Joseph, “Construction Insurance,” The Chartered Insurance Institute, 1997.
    Chinese
    1. 杜辰生、洪秋榮、陳壽亭、陳瑞、宋安樂及吳川等合著, “工程保險訓練教材,” 財團法人保險事業發展中心, 1991.
    2. 財團法人保險事業發展中心, “意外保險及其他財產保險業務統計年報,” 財團法人保險事業發展中心, 2002.
    3. 陳繼堯, “再保險學—理論與實務,” 三民書局股份有限公司, 1996.
    4. 劉建光、陳繼堯、黃西岩、范振明、薄慶容、鄭榮治及曹劍琳等合著, “再保險,” 財團法人保險事業發展中心, 2001.
    描述: 碩士
    國立政治大學
    風險管理與保險研究所
    91932815
    91
    資料來源: http://thesis.lib.nccu.edu.tw/record/#G0091932815
    資料類型: thesis
    顯示於類別:[風險管理與保險學系] 學位論文

    文件中的檔案:

    沒有與此文件相關的檔案.



    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