政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/34100
English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  Items with full text/Total items : 112721/143689 (78%)
Visitors : 49519282      Online Users : 770
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/34100


    Title: 風險基礎資本制實施對產險業資本與風險之影響
    The Impact of RBC on the Captial and Risk in the Property-Liability Insurance Industry
    Authors: 彭郁婷
    Peng, Yu-Ting
    Contributors: 蔡政憲
    Chengh-Sien Tsai
    彭郁婷
    Peng, Yu-Ting
    Keywords: 產險業
    資本結構
    風險基礎資本額
    Date: 2002
    Issue Date: 2009-09-18
    Abstract: 本文主要是探討風險基礎資本額制度施行後對產險公司資本與風險的影響,以作為台灣未來施行風險基礎資本額的參考。我們所使用的方法是二階段最小平方法來分析資本、風險與風險基礎資本額之關係,結果發現,當RBC ratio較低的產險公司會增加資本比率、減少其風險行為,反之,RBC ratio較高的產險公司其行為會受到公司規模大小之影響,若是RBC ratio高的大型保險公司,會減少資本、增加風險,避免過多資本管理沒有效益;小型保險公司則是會增加資本、減少風險,此即可能是為了增加承保能量以減少未來可能發生之巨災所造成的損害。
    This paper examines the simultaneous impact of the RBC regulation on property-liability insurers’ capital ratios and risk including asset risk and product risk. We use a two stage least squares (2SLS) model to analyze the relationship between property-liability insurers’ capitals, risk and RBC ratios. The results suggest that insurers with low RBC ratios increase their capital ratios and decrease their risks, while insurers with high RBC ratios have different risk-taking behavior. This is affected by the insurers’ sizes. Small insurers with high RBC ratios increase capital and decrease risk to enlarge capacity and to prevent any catastrophe happening in the future. Large insurers with high RBC ratios decrease capital and increase risk to avoid management inefficiency.
    Reference: Aggarwal, R. and K. T. Jacques, 2001, The Impact of FDICIA and Prompt Corrective Action on Bank Capital and Risk: Estimates Using a Simultaneous Equations Model, Journal of Banking and Finance, 25: 1139-1160.
    Baranoff, E.G. and T.W. Sager, 2002, The Relations among Asset Risk, Product Risk, and Capital in the Life Insurance Industry, Journal of Banking and Finance, 26: 1181-1197.
    Cummins, J.D. and D.W. Sommer, 1996, Capital and risk in the property insurance markets, Journal of Banking and Finance, 20: 1069-1092.
    Jacques, K and P. Nigro, 1997, Risk-Based Capital, Portfolio Risk, and Bank Capital: A Simultaneous Equations Approach, Journal of Economics and Business, 49: 533-547,
    Rime, B, 2001, Capital Requirements and Bank Behavior: Empirical Evidence for Switzerland, Journal of Banking and Finance, 25: 789-805.
    Shrieves, R.E and D. Dahl, 1992, The Relationship Between Risk and Capital in Commercial Banks, Journal of Banking and Finance, 16: 439-457.
    Description: 碩士
    國立政治大學
    風險管理與保險研究所
    90358002
    91
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0090358002
    Data Type: thesis
    Appears in Collections:[Department of Risk Management and Insurance] Theses

    Files in This Item:

    File Description SizeFormat
    35800201.pdf29KbAdobe PDF2982View/Open
    35800202.pdf110KbAdobe PDF21129View/Open
    35800203.pdf51KbAdobe PDF21085View/Open
    35800204.pdf22KbAdobe PDF2910View/Open
    35800205.pdf2102KbAdobe PDF21024View/Open
    35800206.pdf12KbAdobe PDF2788View/Open
    35800207.pdf867KbAdobe PDF2981View/Open


    All items in 政大典藏 are protected by copyright, with all rights reserved.


    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 ©   - Feedback