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，再加上斷層遍佈、盆地平原等地形環境因素影響，係成為地震災害易造成嚴重損失的地區，如921大地震造成全國損失嚴重，因此國人對於地震災害保險便日益重視。地震風險評估系統對於地震損失的算估及保費的釐訂是一項重要的分析工具。 然而在地震風險評估分析中常伴隨著許多不確定性因素，而進行分析時，為了可有效率的完成大量的保單損失分析，便將每筆保單所伴隨的損失不確定性皆設定為獨立事件，來降低問題的複雜度並可提高計算上的效能。而本研究則是改變其假設條件，令每筆保單的損失不確定性不為獨立事件，且彼此會產生損失上加乘作用，即所謂的風險相關性。本研究將地震風險評估模型作一完整的介紹與理論探討，並針對地震風險評估模型之損失不確定性及風險相關性兩項主要課題來進行研究分析與案例比較。 透過本研究結果可掌握保單組合的地震損失範圍，能使地震風險管理及保費釐定採取更為合理的損失計算來降低破產風險的產生，並瞭解到損失不確定性及風險相關性此兩假設條件對於地震損失分析結果的重要性及影響。 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 geology factors such as fault, basin, champaign…etc., make this country with serious earthquake disaster frequently. Like 921 Chi-Chi earthquake that caused serious loss extremely. Therefore, people pay attention to the earthquake disaster insurance day by day. Earthquake Risk Assessment System is an important analysis tool to estimate earthquake loss and insurance premium in advance. When the Earthquake Risk Assessment System proceeds with loss analysis, it will let every insurance policy’s loss uncertainty be an independent incident to reduce the complexity of the portfolio and increase arithmetical efficiency. And this thesis is to change its assumed conditions, make loss uncertainty of each insurance policy not an independent incident. Suppose that there is something correlation existed between policy-loss, this relation is namely the correlation of risks. This thesis will do an intact introduction about the Risk Assessment Model of Earthquake and its theory. In the end, there are different cases to compare and discuss about considering loss uncertainty and correlation of risks. We can know the possible earthquake loss extent of portfolio through this research and it can make risk management and premium adopt more reasonable calculation of loss analysis to reduce solvency risk. We also can know that loss uncertainty and correlaton of risks is a key condition to the result of Earthquake Risk Assessment Model.
