English  |  正體中文  |  简体中文  |  全文筆數/總筆數 : 49064/83170 (59%)
造訪人次 : 6961721      線上人數 : 41
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
搜尋範圍 查詢小技巧:
  • 您可在西文檢索詞彙前後加上"雙引號",以獲取較精準的檢索結果
  • 若欲以作者姓名搜尋,建議至進階搜尋限定作者欄位,可獲得較完整資料
  • 進階搜尋
    請使用永久網址來引用或連結此文件: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/32277


    題名: 考慮延壽風險下勞退新制退休所得之模擬研究
    其他題名: A simulation study of the replacement ratio under Taiwan proposed labor pension plan considering longevity risk
    作者: 徐宜靖;Hsu, Yi-chin
    貢獻者: 淡江大學保險學系保險經營碩士班
    林麗銖;Lin, Li-chu
    關鍵詞: 隨機利率;隨機生存率;所得替代率;stochastic interest rate;stochastic survival rate;income replacement ratio
    日期: 2005
    上傳時間: 2010-01-11 01:55:30 (UTC+8)
    摘要: 我國勞工退休金條例將於民國94年7月1日開辦,此制度的實施將影響廣大勞工團體。在此制度下,退休金是否能滿足退休後的生活所需,是否能達到預期的所得替代率標準,對於選擇新制的員工與未來要進入職場的新鮮人而言,顯的相當重要。故本文針對勞工退休金條例之規定,探討不同年金化方式下,員工的退休生活必須有多少的退休給付才足以維持生活目標。
    本研究考慮延壽風險與利率變動因素,以CIR(1985a)與Doug(2004)一文中生存率之轉換公式為研究基礎,分別探討下列四種情況:(一)利率與生存率採平準假設(二)利率採平準假設,生存率為隨機(三)利率為隨機,生存率採平準假設(四)利率與生存率為隨機,最後再作比較分析。
    In July 2005, the government will reinforce the new pension retirement plan. It will influence many workers. Under Taiwan proposed labor pension plan, it is important for workers who choose the new pension retirement plan and freshmen who will have a job to confirm that pension amount can meet workers'' need after retirement and achieve expected income replacement ratio. Therefore, the article wants to know the relationship between different annualized types and pension amount that meets the workers retirement life.
    The study considers longevity risk and interest rate risk. We adopt well-known term-structure interest rate model-Cox, Ingersoll, and Ross (1985a) and survival rate formula to simulate income replacement ratio. The study discusses and analyzes fixed interest and survival rate, fixed interest rate and stochastic survival rate, stochastic interest rate and fixed survival rate, stochastic interest and survival rate, respectively.
    顯示於類別:[保險學系暨研究所] 學位論文

    文件中的檔案:

    檔案 大小格式瀏覽次數
    0KbUnknown194檢視/開啟

    在機構典藏中所有的資料項目都受到原著作權保護.

    TAIR相關文章

    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - 回饋