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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/32284

    Title: 臺灣壽險業商業型醫療費用保單之風險評估
    Other Titles: The study on evaluating risk of commercial medical expense insurance policies for life insurance industry in Taiwan
    Authors: 葉嵐雨;Yeh, Lan-yu
    Contributors: 淡江大學保險學系保險經營碩士班
    田峻吉;Tien, Jyun-ji
    Keywords: 醫療費用保險;保險公司資產負債管理;Commercial Medical Expense Insurance;Insurance Company Assets Liability Management
    Date: 2009
    Issue Date: 2010-01-11 01:56:06 (UTC+8)
    Abstract: 台灣已邁入高齡化社會,民眾對於醫療品質需求甚殷,使得醫療保健相關費用大幅增加。本研究主要目的為比較分析目前商業型醫療費用保險商品之風險,並且分析此風險對壽險公司未來經營與財務狀況有何影響。
    本研究以預定利率5.5%計算不同類型醫療費用險商品保費,利用蒙地卡羅模擬法(Monte-Carlo Simulation Method)模擬資產面為現金流入(cash inflow)包含保費收入與投資收益,負債面現金流出(cash outflow)為保單契約所約定之醫療給付支出。進而檢視不同類型商業醫療費用保險之經營風險與破產機率(insolvency)高低。
    As Taiwan has entered into the elder age society, people need high medical quality demand to cover their expensive healthcare expense. Since 1997, life insurance companies in Taiwan have issued various medical products. How to evaluate the risk of these medical products is an important issue for life insurers. The main purpose of this paper is analyzing risk of present commercial medical expense insured policies, and these policies will have impact on financial situation of life insurance companies. With the assumed interest rate is 5.5%, we compute different type medical expense insurance’s premium and simulate the asset value of life insurance companies in the future by using the Monte-Carlo Simulation Method. The cash inflow contains the premium income, the investment yield and cash outflow contains medical service expense. This paper compares operational risk and insolvency probability of three different type commercial medical expense insurance policies including non-upper limit medical expense insurance, account medical expense insurance and term medical expense insurance.
    Our findings discover that the life insurance company manages the non-upper limit medical expense insurance insolvency probability to be lifelong highest moreover the variation degree to be biggest, the account medical expense insurance is smallest to the life insurance company operational risk, because in its the account aggregate amount has the upper limit. In addition, regular medical expense insurance period is longer, the insolvency probability and the variation degree are larger than short-term medical expense insurance contract. By the Geometric Brownian Motion model simulation, the insurance company manages variation of degree each kind of commercial medical expense insurance to compare the CIR model to increase, considered that danger of formation rate the stochastic process will also cause property of variation degree the insurance company to increase.
    Appears in Collections:[保險學系暨研究所] 學位論文

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