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題名 | 運用VaR模型推估最大可能損失之研究--以臺灣地區營建機具保險為例=A Study on VaR Model Used to Estimate the Maximum Probable Loss of CPM in Taiwan |
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作者姓名(中文) | 劉政明; 游清第; | 書刊名 | 核保學報 |
卷期 | 19 2011.03[民100.03] |
頁次 | 頁244_1+245-295 |
分類號 | 563.75 |
關鍵詞 | 營建機具保險; 最大可能損失; 風險值; Contractor's plant & machinery insurance; Maximum probable loss; Value-at-risk; |
語文 | 中文(Chinese) |
中文摘要 | 營建機具是營建工程的五大要素之一,在營建技術不斷創新之際,營建機具所擔任的角色愈獲重視,自工業革命以來,機械設備朝著精密、高速、複雜、自動化、系統整合的型態發展,所以故障模式及造成之危害也愈趨嚴重,如物價變動、天候影響、人為疏失、地質狀況、法定或契約責任以及其他變數等之潛在風險,使得營建機具在運作過程中隱含了複雜而多變的因素。 本研究擬利用 VaR風險值觀念,建立一最大可能損失 Maximum Probable Loss,MPL)推估方法,俾便營建機具險核保決策之參考。期盼能提供營建機具保險之經營有正面幫助。 營建機具保險之核保決策,因受工程危險因素錯綜複雜及規章費率之影響,各公司視其承保經驗、核保水準及經營策略而定,常有相當差異。因此本研究目的有二項: (一) 利用過去損失經驗,建構一適合營建機具險之風險值推估方法以求得最大可能損失之值,俾供核保人決策依據,降低核保風險,確保核保利潤。 (二) 提供保險業者及監理者隨時清楚風險部位,俾便制定經營管理策略,確保清償能力。 |
英文摘要 | Construction machinery is considered as one of the five major factors for construction work. Under the context of ever renewing construction technology, the role-play of construction machinery has been received with increasing attention. Since Industrial revolution, machinery and equipment have always been geared towards the model development for precision, high-speed, sophistication, automation, and system integration. As such, failure model and the risk resulted have become more and more serious, such as those potential factors as price fluctuation, climatic influence, human remiss, geological scenario, legitimate or contractual responsibility, and other variable, so that construction machinery has enshrined a lot of complex and changeable factors during the process of operation. This study plans to make use of the concept of VaR(Value-at-Risk) risk value so as to build up a Maximum Probable Loss(MPL) estimation method to facilitate the reference of decision making to underwrite insurance of contractor’s plant and machinery. It is hoped that the study can render positive help to the management for insurance of contractor’s plant and machinery. Due to the fact that the underwriting decision making for insurance of contractor’s plant and machinery will be affected by complex and sophisticated engineering and hazardous factors as well as its regulation and fee, each of the companies will vary among themselves based on its underwriting experiences, underwriting standard, and management strategy. The objectives of this study are found in two items: Using previous loss experience, it will build up a risk value estimation method most appropriate for contractor’s plant and machinery insurance so as to obtain the value of maximum probable loss as the decision making criteria for underwriter. In such a way, it can help lower underwriting loss and ensure underwriting profit. It can provide insurance industry and supervisors to be aware of the risk position at all time so as to formulate operation and management strategy to ensure its capability of solvency. |
本系統之摘要資訊系依該期刊論文摘要之資訊為主。