我國成立反向房屋抵押貸款基金之風險評估

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Title:	我國成立反向房屋抵押貸款基金之風險評估
Other Titles:	The study on evaluating risk of reverse mortgage fund in Taiwan
Authors:	李婉瑜;Li, Wan-yu
Contributors:	淡江大學保險學系保險經營碩士班田峻吉;Tien, Jyun-ji
Keywords:	反向房屋抵押貸款;反向房屋抵押貸款基金;逆向抵押年金;比較靜態分析;Reverse Mortgage Fund Loan;Reverse mortgage(RMs);Comparative Static;loan-to-value ratio(LTV)
Date:	2009
Issue Date:	2010-01-11 01:58:06 (UTC+8)
Abstract:	反向房屋抵押貸款(Reverse Mortgage Loan, RM)，是一種很好的退休規劃工具，老年屋主以自己之房屋當作抵押品來為自己退休籌措生活費用，亦稱作「逆向抵押年金」。本文之目的為建立適用台灣使用之年金定價模型及保費訂價模型，每次付款額之決定因子包括借款人之年齡、性別、每年房價升值率、每年房屋折舊率、利率等；並且比較靜態分析當風險因子變動時對發行機構及保費之影響，主要討論之變動風險因子包括貸款成數、邊際利率及房屋價格變動；最後，本文提出反向房屋抵押貸款可與其他商品作結合，作為發行機構解決資金調節問題之參考。 Reverse mortgage (RMs) which are popular in Europe and American are designed to increase the income for elderly households. How to develop RMs product in Taiwan is an interesting and important topic because the elder people will increase sharply in next decade. The purpose of the study is building the model to calculate the premium of reverse mortgage fund and provide the possibility way to practice RMs in the Taiwan. We find that disbursements of RMs are a function of the age, sex of homeowner, future market value of the property, the rate of depreciation of the house and the interest. Then, risk factors of reverse mortgage fund premium include the loan-to-value ratio (LTV), margin interest and the future market value of the property. Finally, we provide the possible methodologies such as BOT (building, operating and transferring) to combine with reverse mortgage.
Appears in Collections:	[Graduate Institute & Department of Insurance Insurance] Thesis

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