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    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/49616

    Title: 商業地震保險監理機制之研究
    The Study of the Supervision Mechanism of Commercial Earthquake Insurance
    Authors: 林金穗
    Lin, J.S.
    Contributors: 張士傑
    Lin, J.S.
    Keywords: 地震保險監理機制
    Earthquake Insurance
    Earthquake Model
    Catastrophic Risk Management
    Insurance Supervision
    Risk-Based Capital
    CRESTA Zone, PML
    Date: 2006
    Issue Date: 2010-12-08 15:11:28 (UTC+8)
    Abstract: 台灣位處環太平洋地震帶,為全球地震風險潛勢較高的地區之一;因台灣高科技產業蓬勃發展,地震保險需求殷切,再加上開放保險費率自由化的政策及金控效應,趨使保險業間競爭白熱化,惡性價格競爭及保險經紀人的推波助瀾,保險公司的清償能力面臨重大考驗。
    地震保險PML評估可採用CRESTA Zone平均損失幅度表計算或採用認許的地震風險評估電腦軟體推估獲得,實施的關鍵為主管機關應建立具有公信力的CRESTA Zone平均損失幅度表。本文特就二種評估方式的利弊做深入的比較分析,並藉由地震風險評估軟體的架構說明影響地震保險PML的因素與權重,作為保險公司落實地震風險管理之依據。
    本研究參考Solvency II的三大支柱提出建立地震保險監理機制之結論與建議如下:
    2.公佈CRESTA Zone平均損失幅度表,作為保險公司地震保險PML申報依據,以落實產物保險業之地震保險監理機制。
    Located at the Pacific Rim earthquake zone, Taiwan has been recognized as one of the severe seismic hazard areas in the world. With the bloom of high tech industry in the past two decades, the demand of earthquake insurance has been considerably increasing. However, along with the liberalization of insurance market, the new business model of financial holdings and the expanding influence from international brokers, insurance companies’ solvency capacity has been significantly challenged.

    Taiwanese Government, same as Japan and U.S., adopts Risk-Based Capital (RBC) method in insurance supervision, while most countries with high earthquake potential have set up independent earthquake insurance supervision systems to ensure insurers’ earthquake reserves capable to compensate the huge earthquake losses. Among all the measures, the PML reporting system adopted by Canada and the State of California to regulate and trace insurance companies’ financial statuses could be an adequate paradigm for Taiwan.

    The PML estimation could be obtained either using computer models or following default mean damage ratio table. This research compares the strength and weakness between these two methods, and presents the importance of parameters and key points in earthquake insurance management.

    Based on the three pillars of Solvency II, the conclusions and recommendations of this paper are:
    (1)Encourage insurance companies to build up the earthquake risk management mechanism;
    (2)Establish the official default mean damage ratio table for PML reporting system;
    (3)Adopt differential supervision practice to different level insurance companies;
    (4)Promote the self-disclosure of key business information and enhance market discipline.

    Establishing a sound earthquake insurance supervision system would not only ease the immoderate low-price competition but the whole insurance environment could also be stabilized and improved. It will ultimately achieve the objective to insure society liability and benefit the public as well.

    Keywords: Earthquake Insurance, Earthquake Model, Catastrophic Risk Management, Insurance Supervision, Risk-Based Capital, CRESTA Zone, PML
    Reference: [1].渡部健吾Kengo Watabe,「日本風險基礎資本額制度之現況」,中華民國人壽保險同業公會演講,2003
    [10].敬永康、葉詩瑾,「運用風險值模型衡量保險業之風險基礎資本額」,貨幣觀測與信用評等,September 2001
    [13].Benfield, “Earthquake Insurance Business in Japan”.
    [14].California Department of Insurance, “1991-2005 California P&C Historical Premium and Loss,” April 2006.
    [15].California Department of Insurance, “California Earthquake Zoning and Probable Maximum Loss Evaluation Program,” 2003.
    [16].California Department of Insurance, “Earthquake Premium and Policy Count Data Call- Summary of 2005 Residential Market Totals,” 2006.
    [17].Federal Emergency Management Agency (FEMA), “HAZUS 99 Technical Manual,” 1999
    [18].George Yen, “Statistical Data Gathering, Conference on Operation of Non-Life Insurance, Financial Monitoring & CAT Insurance,” 台灣保險事業發展中心研討會, July 2004.
    [19].International Risk Management Institute (IRMI), “The Canadian Insurance Market,” January 2001.
    [20].Katsura Saito, “Catastrophe Risks and Reinsurance in Japan,” October 2004.
    [21].Non-Life Insurance Rating Organization of Japan, “Earthquake Insurance in Japan,” 2003.
    [22].OSFI of Canada, “Guideline: Earthquake Exposure Sound Practices,” May 1998.
    [23].OSFI of Canada, “Guideline: Minimum Capital Test for Federally Regulated Property and Casualty Insurance Companies,” January 2007.
    [24].Richard J Roth Jr., “US Earthquake Insurance Market – The Residential Sector and the Role of the California Earthquake Authority,” 台灣保險事業發展中心研討會, July 2004.
    [25].Risk Management Solutions, “Creating a Technical Foundation for Earthquake Insurance in China,” 2005.
    [26].Risk Management Solutions, “Japan Earthquake Models,” 2005.
    [27].Risk Management Solutions, “RMS Taiwan Earthquake Model Methodology,” 2004.
    [28].Risk Management Solutions, “Taiwan Earthquake,” 2001.
    [29].Swiss Reinsurance, “World Insurance in 2005,” Sigma No 5/2006, December 2006.
    [30].Swiss Reinsurance, “Canada Earthquake: Hazard, Risk and Model,” October 2006.
    [31].The General Insurance Association of Japan, “Regulations: Solvency Margin Ratio (Non-Life Insurance)”.
    [32].The General Insurance Association of Japan, “Calculation of the Amounts of an Insurance Company’s Capital, Foundation Funds, Reserves, etc., for Risks Exceeding Normal Expectations,” 2002.
    [33].The General Insurance Association of Japan, “Fact Book 2005~2006 of General Insurance in Japan,” 2007.
    Description: 碩士
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0094932229
    Data Type: thesis
    Appears in Collections:[經營管理碩士學程EMBA] 學位論文

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