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| Title: | 產物保險公司之風險控管模型與資本效益分析評估 |
| Authors: | 郭鴻文 |
| Contributors: | 蔡政憲
郭鴻文 |
| Keywords: | 風險管理
業主權益報酬
風險資本額
核保
產物保險經營
Risk Management
Return on Equity
Risk Base Capital
Underwriting
Insurance Operation |
| Date: | 2004 |
| Issue Date: | 2009-09-14 09:39:14 (UTC+8) |
| Abstract: | 本文主要探討產物保險公司如何以自身的風險管理及內部的流程控制來達到有效的控管和預測，進而創造更高的業主權益報酬率，確保被保險人的權益，以維繫公司的永續經營發展為研究的目的。
身為風險管理工具之一的保險公司，必須瞭解自身於經營上面對的風險所在。首先論述如何建立保險公司風險管理程序，並從風險中深入分析，得知不適當的定價是造成保險公司喪失清償能力最主要的原因，建立完善的核保風險機制據以發展保險公司本身的核心價值，特以火險為例詳細說明其建制的過程與細節。
除介紹如何利用核保財務分析模型（Underwriting Financial Model）來解決適當訂價的問題，並配合運用風險資本額的公式求出各險種之風險資本額、各險種之業主權益分配額、各險種之可運用資金、各險種之自留綜合率、各險種業主權益報酬率、以預測來年之營運績效，另外尚討論信用風險與風險累積的控制，運用創新的觀念及技術來管理公司的業務量。
最後建議保險公司應設立風險管理專責單位，對於風險管理的流程與運作提早規劃準備，保險公司應有意願提昇風險管理的專業能力並嚴格自律及確實執行，俾強化公司自身風險觀念瞭解到公司真正有此需求。
關鍵字：風險管理、業主權益報酬、風險資本額、核保、產物保險經營
The main theme of this research is to explore the issues related to the ways of risk management and internal operation control for insurance companies. The insurance companies could be efficiently controlled and projected to create higher return on equity, to guarantee the insured’s benefit, and to maintain the company’s long-term operation by implementing risk management process.
Insurance companies, as one of the tools for risk management, are required to realize their own risks in operation. Firstly they must explore how to build up a process of risk management and to recognize that inadequate price is one of the main reasons to cause insurance company’s insolvency. Secondly they should explore how to build up an adequate underwriting risk mechanism to develop the core value of insurance companies, and to illustrate its process and detail of the building-up with Fire insurance business.
Insurance companies are also required to know how to solve inadequate price by using Underwriting Financial Model, and how to calculate Risk Base Capital, Capital Allocation, Asset Allocation, Combined Ratio, Return on Equity for each line of business to predict business results for the coming year. This paper also discusses the importance of credit risk and risk accumulation in order that insurance companies can manage their own business by using innovating concept and technique.
Finally Insurance companies are recommended to set up a risk management unit that should plan and prepare for the process of risk management. They ought to show their high wiliness to increase the capability of risk management, and to exercise high discipline and put into work in order to enhance the concept and need of risk management.
Key Words： Risk Management, Return on Equity, Risk Base Capital, Underwriting, Insurance Operation. |
| Reference: | 1.王儷玲，「風險基礎資本額制度再保險與財務報表」，2003
2.台電公司http://www.taipower.com.tw/home_n_4.htm?kind=D
3.何義宗，「你不可不知的十大風險」，風險與保險雜誌，第2期，2004，頁 24
4.宗文，「大陸保險業內控與管理」，保險大道，第35期，2003，頁 32
5.財政部保險司，「產險費率自由化時程計劃」，2002，台財保字第 0900074088號函
6.張簡永章，「產物保險業之資本結構的影響因素探討與實證研究」，保險專刊，第63期，2000，頁145 – 163
7.陳遠哲，「以經濟手段防阻保險惡性競爭之探討」，保險專刊，第62期，2000，頁30
8.陳遠哲，鄭純農，[以會計觀點剖析若干保險經營與管理之問題]，保險專刊，第58 期，1999，頁26 - 52
9.曾武仁，「保險業的風險管理」中華民國產物保險核保人協會，第五屆第三次會員大會，2004
10.楊致遠，「產物保險各險種種附加費用分攤及經營績效衡量模型」，保險專刊，第65期，2001，頁108 - 130
11.楊誠對，「策略規劃在保險經營運用之探討」，保險大道，第22期，2000，頁9-34。
12.藍淑如，「企業風險管理(ERM)與公司治理」，風險與保險雜誌，第2期，2004，頁34-36
13.Chan ,Victor，2003，“Capital Charges Against Reinsurance Recoverables”， Gen Re Hong Kong
14.Chan, Victor，2003，“Reinsurer’s Security Ratings and Its Values”，Gen Re Hong Kong
15.Gerguson Ronald E., Thomas M. Reindel, and Franklin Montross, 2003, “The Impact of the Events of September 11th on Risk Assessment and Underwriting”, Topics No. 10, GeneralCologne Re, P4
16.Maloney ,T Michael and Kevin Donahue，“Back to Basics – The return to underwriting in Property Insurance”，Topics No. 10，GeneralCologne Re， P. 12 –21
17.Matthew, Patrick B.，1999，“insolvency, will Historic Trend Return” Best’s Review，P. 59-67
18.Montross Franklin Tad，2003，”Underwriting, Underwriting Discipline and Underwriting Expertise”，Topics No. 11，GeneralCologne Re，P.6-8
19.Zurich Insurance Company，1998，“Zurich Risk Policy Manual” |
| Description: | 碩士
國立政治大學
風險管理與保險研究所
90932801
93 |
| Source URI: | http://thesis.lib.nccu.edu.tw/record/#G0090932801 |
| Data Type: | thesis |
| Appears in Collections: | [風險管理與保險學系] 學位論文
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