壽險保單之清償能力檢測
Date Issued
2002
Date
2002
Author(s)
蔡啟良
DOI
902416H002027
Abstract
This project is to test solvency by calculating the projected surplus of a life insurance
company’s policies for each year according to corresponding cash flow during a specified period
(e.g. 20 or 30 years). First, we will build an actuarial model for surplus, then calculate policies’ cash
inflow (i.e. asset, e.g. premium income and investment gain etc.) and cash outflow (i.e. liabilities,
e.g. reserves, expenses, claim and surrender cash values etc.) by appropriate and reasonable
actuarial assumptions to obtain the projected surplus for each year of the specified period and draw
the surplus curve. Observing the surplus curve can effectively determine if the policies’solvency sound.
Publisher
臺北市：國立臺灣大學財務金融學系暨研究所
Type
report
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