產險業清償能力影響因素之灰關聯分析

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Title:	產險業清償能力影響因素之灰關聯分析
Other Titles:	A GREY RELATIONAL ANALYSIS ON THE DETERMINANTS OF SOLVENCY IN THE PROPERTY-LIABILITY INSURANCE INDUSTRY
Authors:	管振林 Kuan, Chen-lin
Contributors:	財務管理研究所許鈺珮 Yu-pei Hsu
Keywords:	灰關聯分析;清償能力;保險公司;灰預測 Solvency;Grey Relational Analysis;Grey Prediction;Insurance companies
Date:	2006
Issue Date:	2015-08-04 13:59:24 (UTC+8)
Abstract:	關於保險公司清償能力的探討，不論在理論或實證研究上，大多是在建立一套適合保險公司的預警系統。本文利用灰關聯分析研究產險業清償能力之影響因素，以1996年至2003年台灣地區16家產險公司為整體研究對象，探討清償能力受內外部因素影響程度，並建立信賴區間，最後應用灰預測GM(1, )模型對清償能力做預測。　　　實證結果如下：1. 採用灰關聯分析法進行實證得知，損失率與再保率是主要內部影響因素，通貨膨脹率與保費收入成長率則是主要外部影響因素。2. 從1996年到2003年整體產險業的清償能力，並無出現異常的狀況，但國華產險在2002年及2003年出現清償能力異常情形。3. 以GM(1,10)模型預測清償能力，其準確度達97.7%。　　The previous studies, no matter theoretical or empirical, most focus on the establishment of a suitable early warning system for the insurance companies. This paper conducts the Grey relational analysis on the determinants of solvency in the property-liability insurance industry. By using the annual data of 16 property-liability companies in Taiwan from 1996 to 2003, this study discusses the influence of internal and external factors on solvency, establishes confidence interval, and applies Grey prediction GM(1, ) model to predict the solvency ratio.　　　The empirical results are as follows:1. From the Grey relational analysis, the loss rate and reinsurance rate are the main internal determinants, and the inflation rate and the growth rate of insurance premium income are the main external determinants. 2. There was no unusual solvency condition of the property-liability industry from 1996 to 2003.3. By using the GM (1,10) model to predict solvency, the average accuracy rate reaches 97.7%.
Appears in Collections:	[Department of Finance, The M.A. Program of Financial Management] Disserations and Theses

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