附保證給付投資型保險之責任準備金和風險基礎資本探討 -以勞退新制變額年金保險為例
Date Issued
2005
Date
2005
Author(s)
張孝旭
DOI
zh-TW
Abstract
This paper review the guildlines and researches of insurance products with guarantees in Canada、America and Hong Kong. Though the guildlines and researches in these countries are a little diffenent，they all encourage to use stochastic approach to determine reserve and risk based capital.And this paper combine the topic about the variable annuity products of the New Labor Retirement Pension System in Taiwan. Following the previous guildlines and researches,we adopt a stochastic approach to perform an analysis of average guarantee cost、guaratee reserve and risk based capital about variable annuity products of the New Labor Retirement Pension System.Finally the paper show the simulation results of average guarantee cost、guaratee reserve and risk based capital of GMDB and GMMB.
Subjects
附保證給付投資型保險
責任準備金
風險基礎資本
隨機模擬
勞退新制
Insurance producs with guarantee
Reserve
Risk based capital
Stochastic simulation
New Labor Retirement Pension System
Type
thesis
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