淡江大學機構典藏:Item 987654321/32286
English  |  正體中文  |  简体中文  |  Items with full text/Total items : 62797/95867 (66%)
Visitors : 3739092      Online Users : 349
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    Please use this identifier to cite or link to this item: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/32286


    Title: 人口統計風險與壽險公司資產負債管理 : 以德國資料為例
    Other Titles: Demographic changes and asset-liability management in life insurance companies : the case of Germany
    Authors: 李育展;Lee, Yu-zhan
    Contributors: 淡江大學保險學系保險經營碩士班
    繆震宇;Maio, Chen-yu
    Keywords: 人口統計變數;風險管理;契約組合;投資組合;資本投入;Mortality rate;Risk management;underwriting decision;investment decision;capital decision;demographic variables
    Date: 2009
    Issue Date: 2010-01-11 01:56:13 (UTC+8)
    Abstract: 近期研究發現人口統計變數對資本市場報酬會產生影響,在此前提下,壽險公司管理死亡率風險,可進一步加入死亡率對壽險公司資產面的影響。因此,壽險公司除了採用負債面的自然避險方式,亦可同時透過資產面調整來處理死亡率的不確定性。本研究延伸Gründl, Post & Schulze (2006) 所建立的模型,以德國資料為例,模擬死亡率變動對壽險公司資產負債價值同時造成影響時,壽險公司如何藉由調整投資組合、契約組合、與期初資本投入等因素來達到股東價值極大化。
    Recently some researchers were found that the demographic variables affect asset’s rate of return. Based on these, asset and liability value are correlated with mortality rate is assumed in this paper. The investment decision, underwriting decision and capital decision are three risk management tools to hedge demographic risks for life insurance companies We extend the Gründl, Post & Schulze (2006) to investigate these decisions to maximize shareholder value.
    Appears in Collections:[Graduate Institute & Department of Insurance Insurance] Thesis

    Files in This Item:

    File SizeFormat
    0KbUnknown460View/Open

    All items in 機構典藏 are protected by copyright, with all rights reserved.


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