動態財務分析於巨災保險之應用

Use Dynamic Financial Analysis Modeling For Catastrophe Insurance

李靜怡(Jing-I Li)

指導教授 ： 蔣偉寧 ； 許文科

國立中央大學/工學院/土木工程學系/碩士(2006年)

摘要

由於台灣為一海島型國家且位處於環太平洋地震帶上，受到菲律賓板塊及歐亞大陸板塊擠壓作用，再加上季風、緯度、地形等自然環境因素影響，係成為天然災害發生頻繁的地區，大地震及颱風洪水皆造成全國損失嚴重，因此國人對於巨災保險漸漸達到共識。保險屬於風險管理之一項重要工具，若能妥善規劃保險機制以分散災害風險，將可減輕政府與社會因地震及其他天然災害所帶來損失之沈重財政負擔。
然而早期有關於保險業的資產負債管理技術，主要應用於壽險部分，本文將動態財務分析的觀念引入，期望資產負債管理技術可以應用於產險上。本研究針對台灣住宅地震險共保組織作一概述，並建立屬於TREIP之動態財務分析模型，以模擬此共保風險分擔機制基金層未來財務趨勢，另外特別將再保險所發行的巨災債券及巨災風險評估模型作一詳細介紹。如能有效運用「風險移轉與理財」之工具，必能使災害發生後之救助與重建工作更有效率。

關鍵字

台灣住宅地震險 ； 動態財務分析 ； 風險分擔機制 ； 巨災保險

並列摘要

Since Taiwan is an island locates on a seismic belt of the Pacific Ocean, the extrusion of Philippine Plate and Eurasia Plate and the impact caused by the natural environment factors such as monsoon, latitude, terrain … etc. make it an area with frequently nature disaster; earthquake and the flood caused by the typhoon have severely damage property national wide, therefore, people gradually reach common consensus on catastrophe insurance.
Insurance is one of the important tool on risk management, if insurance mechanism can be well planed to separate damage caused by calamity, the financial burden of the government and the society caused by the earthquake and other nature disaster would be minimized.
However, the asset-liability management technology in the insurance business is mainly applied on the life insurance in the earlier period. This article will introduce the idea of the dynamic financial analysis and expect the asset-liability management technology can be applied on the property insurance.
This research is focus on Taiwan Residential Earthquake Insurance Pool (TREIP) and to make outline as well as to establish a dynamic financial analysis model belongs to TREIP. The model will simulate the future financial tendency of the risk share structure on the funding level, in addition, this research will have detail introduction on the cat bond distributed by the reinsurance and the catastrophe risk modeling.
If "the risk transfer and financing" tool can be utilized effectively, the reconstruction and support after disaster can be more efficient.

並列關鍵字

Taiwan Residential Earthquake Insurance Pool (TR ； Catastrophe Insurance ； Risk Share Structure ； Dynamic Financial Analysis

參考文獻

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