Insurance Risk Capital of Health Insurance Liability: The Case of Taiwan

碩士 === 東吳大學 === 財務工程與精算數學系 === 104 === In this paper, following the method in the QIS 5 of Solvency II to calculate the risk capital requirement, I consider the impact of changes in mortality and morbidity to solvency capital. First, I adopt mortality relational model in Chan, Tsai, and Tsai (2013)...

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Bibliographic Details
Main Authors: ZHENG,YI-AN, 鄭宜安
Other Authors: CHAN,FANG-SHU
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/833459