The Risk and Performance of Life Insurance Fund Utilization

• Main Author: 林靜茹
• Other Authors: Chien-Heng Du
• Format: Others
• Language: zh-TW
• Published: 2019
• Online Access: http://ndltd.ncl.edu.tw/handle/xv5w97

碩士 === 國立高雄科技大學 === 金融資訊系 === 107 === The risk and effectiveness of the life insurance industry funds studied in this paper. In terms of risk, this paper refers to the RBC risk factor announced by the Insurance Bureau, as well as the annual reports of the life insurance companies in the past three years, including the use of funds, income statement and balance sheet. Etc., derive the risk-adjusted input variables of each asset (or liability), and conduct a DEA model analysis to compare the performance changes of each life insurance company before and after risk adjustment. Comparing the results of the test with the risk adjustment and the risk adjustment, there are 5 companies that have changed from before and after the risk adjustment to good, and the risk-adjusted performance has changed from poor to good, and further analyze the reasons.