| Summary: | 碩士 === 逢甲大學 === 統計與精算所 === 95 === Based on published financial data from Property-Liability Insurance companies, relevant materials are analysed while collecting 14 domestic financial statements during the decade from the 84th year to 93th year of the Republic of China of insurance company. We use Markov-chain to analyze the rate of the insurance company of the result from the good incidence of turning into the financial distress of state, and average the time of staying before changing each other as the company is in the crisis state or the sane state, found finally, under the general way, the insurance company of the whole result was the time of staying was 19.3115 years on average from what has been managed the stability transformation before phase of crisis, on the contrary the ones that shifted to managing steadily from the phase of crisis were the time of staying was 2.2 years on average, and in the course of change of the state, the probability that sane company and crisis company change each other is 4.6487%. Under the rigorous way, find the insurance company of results during the course of managing the stability transformation to the crisis, the time of staying was 3.805326 years on average, shifted to managing steadily from the phase of crisis on the contrary, the time of staying was 22.07163 years on average, only 3.8644% of probability that sane company and crisis company changed each other, the looks is relatively under the general way, it is more difficult that transfer from the crisis state to the sane state.
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