有給付上限之終身健康保險之評價：模擬法

Pricing of Lifetime Health Insurance Policies with a Coverage Limit: The Simulation Approach

黃泓智(Hong-Chih Huang) ； 王昭文(Chou-Wen Wang) ； 劉議謙(I-Chien Liu)

《風險管理學報》 14卷2期 (2012/12) Pp. 121-140

https://doi.org/10.30003/JRM.201212.0002

摘要

為了控管風險，主管機關規定長年期健康保險應有給付限額或保費調整機制。以傳統精算訂價原則，台灣的保險公司延用期望值觀點來評價有給付上限之終身健康保險的公平保費，此評價方法有產生高估保費的可能性。但是，相關文獻並無探討此評價方法是否會產生高估保費的訂價問題。因此，本研究主要貢獻是針對有給付上限之終身健康保險，說明運用期望值訂價原則高估保費原因，並進一步建立合適的訂價模型。最後，運用台灣的保險公司提供之內部資料，本研究發現：（1）給付上限與超收保費間關係呈現駝峰曲線；（2）保險公司可藉由本研究提供的調整係數概念，有效率地將無給付上限之保費轉換成有給付上限之公平保費。目前台灣保險公司終身健康保險的給付上限一般而言都提供很高的給付，因此存在保費高估的問題並不嚴重，本文的目的主要是探討計價方法的正確性供保險公司參考。

關鍵字

終身健康保險 ； 超額保費 ； 給付上限

並列摘要

Recently, in order to control risk, long-term health insurance products are required to set a limited coverage or premium adjustment mechanism. Taiwanese insurance companies adopt the traditional actuarial method-expectation principle-to evaluate the premiums of health insurance policies with limited coverage. However, the pricing method results in a seriously overpriced problem for the whole life health insurance policies with limited coverage. So far there is no any literature to discuss this mispricing topic. Therefore, the main contribution of this paper is to explain the reasons why the traditional actuarial method contributes to excess premiums and to provide a pricing model for long-term health insurance policies with limited coverage. Using internal data provided by Taiwanese insurance companies, we demonstrate that (1) the relationship between excess premiums and the level of limited coverage exhibits a humped curve; (2) constructing the adjusted coefficient approach, we provide an effective and efficient method to transform the premiums of the policies with unlimited coverage into the fair premiums of the policies with limited coverage.

並列關鍵字

Whole Life Health Insurance Policies ； Excess Premiums ； Limited Coverage

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