查詢結果分析
來源資料
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題名 | 臺灣地區人壽保險公司評等系統之研究--多元Ordered Probit模型之應用=A Study of Life Insurance Companies Rating System--Apply of Multinomial Ordered Probit Model |
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作者 | 施孟隆; 蕭淑華; 黃炳文; 林三立; Shih, Meng-long; Hsiao, Shu-hua; Huang, Biing-wen; Lin, San-li; |
期刊 | 保險專刊 |
出版日期 | 20011200 |
卷期 | 66 2001.12[民90.12] |
頁次 | 頁27-47 |
分類號 | 563.73 |
語文 | chi |
關鍵詞 | 評等指標; 多元ordered probit模型; 財務變數; Rating indicators; Multinomial ordered probit model; Financial variable; |
中文摘要 | 本文採用臺灣省29家壽險公司之混合資料(pooling data-自民國85年起至民國87年底止),建立人壽保險公司評等系統,主要實證實現(1)自因素分析萃取的8個解釋變數中選取5個變數,涵蓋資本適足性、獲利性、經營能力穩定性、競爭能力及流動性等五大指標,作為建立模型之基礎;(2)推估出評等等級臨界值K1、K2及K3分別為2.5529、5.4952、8.0589,即可評定壽險公司A、B、C、D及E之等級範圍;(3)採用多元ordered Probit模型建立壽險公司評等系統,可滿足監督管理機構建立壽險公司預警評等之需要,其估算簡易、有效率,監督管理機關在更新評等模式時可列入考慮。 |
英文摘要 | This study is based on the pooling data for 29 life insurance companies from 1996 to 1998 in Taiwan. This data was used to establish the rating system for life insurance companies. The research results indicate the following. (1) Factor analysis was used to extract eight explained variables, which in turn produced five rating indicators: capital adaptation, profitability, the ability of stable management, the ability of competition and cash flow analysis. (2) The critical values of rating grade K1, K2, and K3 (i.e. 2.5529, 5.4952, and 8.0589) can be used to grade the life insurance companies into five categories, A, B, C, D, and E. (3) If the multinomial ordered probit model is used as a rating system for insurance companies, it can be satisfied with the supervising government's need for early warning systems. The advantages of this system are the ease and efficiency, with which forecasting can b carried out. It is proposed for consideration by government supervisory organs when contemplating new method of rating life insurance companies. |
本系統之摘要資訊系依該期刊論文摘要之資訊為主。