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    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/85411


    Title: 風險基礎資本，情境分析及動態模擬破產預測模型之比較
    Regulatory Solvency Prediction: Risk-Based Capital, Scenario analysis and Stochastic Simulation
    Authors: 宋瑞琳
    Sung, Jui-Lin
    Contributors: 蔡政憲
    Tsai, Cheng-Hsien
    宋瑞琳
    Sung, Jui-Lin
    Keywords: 風險基礎資本
    涉險值
    情境分析
    動態財務分析
    經濟模型分析
    清償預測
    清償監理
    Risk-Based Capital
    Value at Risk
    Scenario Analysis
    Dynamic Financial Analysis
    Econometric Model Analysis
    Solvency Prediction
    Solvency Regulation
    Date: 2001
    Issue Date: 2016-04-18 16:28:29 (UTC+8)
    Abstract: 保險公司清償能力一直是保險監理的重心，在所有現行的制度中風險基礎資本是最重要的，但此項制度仍有其缺點，因此其他動態分析模型被許多學者所提出，如涉險值及情境分析。雖然這些動態分析模型被學者所偏好，但監理機關仍須對這些模型的精確程度加以了解，這也是本篇論文所要研究的目的。
    Solvency prediction of insurers has been the focus of insurance regulation. Among the solvency regulation systems, risked-based capital (RBC) is the most important but RBC still has some drawbacks. Thus, the dynamic financial analyses-scenario analysis and Value at Risk have been developed to be the regulation tool. Although, the scholars prefer the dynamic financial analysis, the regulators still want to make sure the accuracy of dynamic financial analysis. That is the purpose of our paper.
    Reference: Reference
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    Description: 碩士
    國立政治大學
    風險管理與保險研究所
    88358013
    Source URI: http://thesis.lib.nccu.edu.tw/record/#A2002001462
    Data Type: thesis
    Appears in Collections:[風險管理與保險學系] 學位論文

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