考量巨災模型之動態財務分析於產險業之應用

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题名:	考量巨災模型之動態財務分析於產險業之應用
作者:	劉光庭;Liu, Kuang-Ting
贡献者:	土木工程學系
关键词:	產險業;動態財務分析;Dynamo;巨災模型;再保險;業主權益;現金流量;property insurance industry;dynamic financial analysis;Dynamo;catastrophe model;reinsurance;owners′ equity;cash flow
日期:	2022-09-26
上传时间:	2022-10-04 10:50:55 (UTC+8)
出版者:	國立中央大學
摘要:	產險業面臨環境變遷、突發事件、錯估市場風險和不良風險管理等情形，使財務產生問題，如何確保了解保險公司經營情況，有效掌握未來財務趨勢，維護社會秩序與發展，因此建立一套動態財務模型模擬未來產險公司財務狀況。台灣為自然災害頻發之國家，地震、水災和旱災等三大災害交替發生極高之區域，在全球氣候變遷下，各種天災經常性發生，當災害發生時，若能事先考量巨災所帶來的損失，才能夠提前準備並預防，並透過合理規劃再保險，可以讓災損費用達到降低的效果，使產險公司財務負擔，在巨災來臨時，不至於負擔過大。本研究運用動態財務分析方法，以及動態財務分析Dynamo軟體執行分析，模擬產險公司未來財務趨勢，提供未來風險評估以及風險控管的指標，並探討巨災模型及考量巨災衝擊，以及模擬個別險種在不同再保險策略下，保險公司的業主權益、現金流量等指數變化，供產險業決策者評估未來各種情情境下之財務與策略之參考。 ;The property and casualty insurance industry is faced with circumstances such as environmental changes, emergencies, miscalculation of market risks and poor risk management, which cause financial problems. How to ensure that you understand the operation of insurance companies, effectively grasp future financial trends, and maintain social order and development. A set of dynamic financial models simulates the future financial situation of property and casualty insurance companies. Taiwan is a country with frequent natural disasters. Earthquakes, floods and droughts are a region where three major disasters occur alternately. Under the global climate change, various natural disasters occur frequently. Only when the losses come, can we prepare and prevent them in advance, and through reasonable planning of reinsurance, the cost of disaster losses can be reduced to zero, so that the financial burden of property insurance companies will not be too large when a catastrophe strikes. This research uses dynamic financial analysis methods and dynamic financial analysis Dynamo software to perform analysis to simulate the future financial trends of property insurance companies, provide indicators for future risk assessment and risk control, and explore catastrophe models and consider catastrophe impacts, as well as simulate individual Under different reinsurance strategies, the insurance company′s owner′s equity, cash flow and other indexes change, which is a reference for property and casualty insurance policy makers to evaluate their finances and strategies under various future scenarios.
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