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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:[風險管理與保險學系] 學位論文

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