台灣壽險業商業型醫療費用保單之風險評估

The Study on Evaluating Risk of Commercial Medical Expense Insurance Policies for Life Insurance Industry in Taiwan

葉嵐雨(Lan-Yu Yeh)

指導教授 ： 田峻吉

淡江大學/商學院/保險學系保險經營碩士班/碩士(2009年)

https://doi.org/10.6846/TKU.2009.00788

摘要

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。
研究結果發現壽險公司經營無上限理賠終身醫療費用保險破產機率最高而且變異程度最大，帳戶型醫療費用保險對壽險公司經營風險最小，因為其帳戶內之理賠總金額具有上限。此外，定期醫療費用保險期間越長，破產機率與變異程度越大。透過幾何布朗運動模型模擬下，保險公司經營各類商業醫療費用保險之變異程度都較CIR模型增加，考慮隨機過程之危險發生率也會使得保險公司之資產變動變異程度增加。

關鍵字

醫療費用保險 ； 保險公司資產負債管理

並列摘要

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.

並列關鍵字

Commercial Medical Expense Insurance ； Insurance Company Assets Liability Management

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