Loading...
|
Please use this identifier to cite or link to this item:
https://nccur.lib.nccu.edu.tw/handle/140.119/85408
|
| Title: | 由統計分析方法估計台灣地震損失
The Estimation of Earthquake Loss in Taiwan: A Statistical Approach |
| Authors: | 郭逸龍
Kuo, I-Lung |
| Contributors: | 凌氤寶
郭逸龍
Kuo, I-Lung |
| Keywords: | 地震損失估計
超額損失保險
地震保險
巨大災害
Loss Estimation of Earthquake
Excess-of-Loss Reinsurance
Earthquake Insurance
Catastrophe |
| Date: | 2001 |
| Issue Date: | 2016-04-18 16:28:23 (UTC+8) |
| Abstract: | 過去台灣的地震保險一直受到忽略，因此缺乏完整的地震損失資料。本研究主要的目的是利用統計方法來模擬地震損失，估計地震損失所造成的直接損失金額，並且進一步討論如何控制地震超額損失保險的預期損失。
The earthquake insurance in Taiwan is ignored for many years, so that the data of earthquake is lacked. This study applied the statistical methods to simulate the earthquake losses in Taiwan, and estimated the loss amount, and discussed how to control the expected loss of excess-of-loss insurance. |
| Reference: | 中文部分：
從921集集大地震探討地震風險之管理研討會記錄(民88.10).中華民國保險學會.
江朝峰(民84).台灣地區地震保險核保原理之研究.中華民國精算學會會報.第19期.
張宏賓(民國89).巨災債卷及巨災選擇權契約之發展現狀與台灣之應用可行性(下).證券暨期貨管理,Vol.18,No.5.
蕭鶴賢、賴麗琴(民89.3).各國巨災保險比較.中央再保險公司出版.
英文部分：
Bowers, Newton L. et al (1986). Actuarial Mathematics.
Cummins, J. D. et al (1999). Pricing Excess-of-Loss Reinsurance Contract. The Financing of Catastrophe Risk, pp.93-147. University of Chicago Press.
Embrechts,Paul, Claudia Kl?ppelberg and Thomas Mikosch (1997). Modelling Extremal Events for Insurance and Finance. Springer-Verlag, pp.165.
Hogg, S, and Stuart A. Klugman (1984). Loss Distribution. John Willey & Son.
Klugman, Stuart A.,Harry H. Panjer and Gordon E. Willmot (1998).
Loss Models:From data to decision. John Willey & Son.
Lewis, C. M. and K. C. Murdock(1996). The role of government contracts in discretionary reinsurance for natural disaster. Journal of Risk and Insurance, Vol. 63, pp.567-597.
McNeil, Alexander J.(1997). Estimating the Tail of Loss Severity Distribution: Using Extreme Value Theory. ASTIN Bulletin, Vol. 27. No. 1, pp.117-137.
Ross, S. M.(1996). Simulation. Academic Press. |
| Description: | 碩士
國立政治大學
風險管理與保險研究所
88358016 |
| Source URI: | http://thesis.lib.nccu.edu.tw/record/#A2002001459 |
| Data Type: | thesis |
| Appears in Collections: | [風險管理與保險學系] 學位論文
|
Files in This Item:
There are no files associated with this item.
|
All items in 政大典藏 are protected by copyright, with all rights reserved.
|
