頁籤選單縮合
題 名 | Fuzzy Underwriting Systematic Risk of Insurance: Some Evidence from Taiwan |
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作 者 | Lai, Li-Hua; | 書刊名 | Academy of Taiwan Business Management Review |
卷 期 | 3:2 2007.08[民96.08] |
頁 次 | 頁57-64 |
分類號 | 563.7 |
關鍵詞 | Fuzzy underwriting systematic risk; Fuzzy insurance capital asset pricing model; FICAPM; Asymmetric fuzzy; Fuzzy ranking; Integral value; Index of optimism under risk; |
語 文 | 英文(English) |
英文摘要 | The purpose of this paper is to construct and evaluate the fuzzy underwriting systematic risk made by major lines in Taiwan¢s P/L insurance company, including the insurances of fire, automobile damage, marine cargo and aviation are the symmetric or asymmetric triangular fuzzy numbers. The data was used to study fuzzy underwriting systematic risk modes of the insurance company investigated, and we determinate the lower and upper limits of the fuzzy underwriting systematic risk associated to the various alpha-level of the fuzzy numbers. Our results show that the best-fitting parameters of the model from our data are the asymmetric triangular fuzzy numbers. The skew factors and ranking with risk attitudes of the evaluator to the underwriting risk in each line are determined, which could be used to perform the forecasting of the underwriting systematic risk. These results may be found in other countries. |
本系統中英文摘要資訊取自各篇刊載內容。