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    Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/1000


    Title: 巨災債?移轉風險之研究;Research of the catastrophe bonds transfer risk
    Authors: 許丁元;Ting-Yuan Hsu
    Contributors: 土木工程研究所
    Keywords: 巨災風險評估模型;巨災債劵;catastrophe bonds;catastrophe risk identificati
    Date: 2005-07-08
    Issue Date: 2009-09-18 17:17:36 (UTC+8)
    Publisher: 國立中央大學圖書館
    Abstract: 我國位處於亞洲大陸板塊擠壓帶,地處地震、颱風、洪水等天然災害發生頻繁地區,其對國人生命、財產安全造成嚴重威脅。921集集大地震及918納莉颱風造成空前重大災難,其中921地震所造成經濟損失約3000億元,其中產險業只占200多億元。當時民眾投保地震險比率不到0.2%,已引發政府與社會大眾對防災與風險管理之重視。 自1996年以來至2005年完成發行的73個巨災債券資料,而其發行總額高達90億美元。可知巨災債劵市場已經相當的穩定,且交易的數目及金額也相當穩固。隨著巨災債劵成功的發行率增加,以及幾乎無巨災債券啟動理賠之案例,而使得發行者及投資者更願意投入這個債劵市場亦使得債劵市場更加的穩固。進而透過發行巨災債劵的方式將風險移轉。 依台灣風險管理股份公司(Taiwan Risk Management Corporation)所開發的巨災風險評估模型建立考慮各種狀態下的損失超越機率曲線,設計巨災債劵啟賠機制,並將其啟賠機制所包含的風險降到最低。如要發行巨災債劵可以參考歷年發行的趨勢,風險評估可以參考巨災風險評估模型。已達到風險移轉並增加承保能量。 Taiwan locate on an area where natural disaster such as earthquake, typhoon, and flood happed frequently that threat to compatriots' life and fortune, however, we did not pay much attention to natural calamity insurance until 921 earthquake, 1999, which caused to NT$ 300 billions financial loss. At that time, only less than 0.2% compatriots insure for earthquake. According to 73 catastrophe bonds (CAT Bonds) amounted to US$ 9 billions from 1996 to 2005, we knew that the CAT Bonds increased stably for two reasons, one is that there is almost no successful property claim case that makes investors willing more to invest in CAT Bonds, another reason is investors can lower their risks through investing CAT Bonds. Based on the catastrophe risk identification and modeling developed by Taiwan Risk Management Corporation, we designed a property claim model which not only consider of the history and trend of CAT Bonds but also the catastrophe risk evaluation to establish the exceeding probability curve (EP Curve) for risk transfer solution and increasing insurance-accepting under all situations.
    Appears in Collections:[土木工程研究所] 博碩士論文

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