本論文主要是在以隨機模型探討保險事業理賠之隨機特性。 理賠之隨機特性主要是來自理賠數目與理賠金額。本文第二章首先探討理賠數目之隨 機模型。在適當之條件下, 理賠數目可以選擇適當之波松行程作為令人滿意之描述, 但實際行程常帶有長期與循環等波動因素, 吾人可以賦予每年之理賠數目為獨立之條 件, 再以混合波松行程處理變數。在本章中即對於理賠數目之分配與其參數加以討論 。 其次, 在第三、四章, 吾人將處理理賠金額之隨機問題, 包括個別理賠金額與其總合 , 即總理賠。第三章中所探討的包括個別理賠金額分配之形式與分配之估計。個別理 賠金額的大小差異之隨機性使得總理賠增加了一層之隨機成份, 第四章即是在個別理 賠金額系獨立且具有相同之分配的假定下, 進一步研究由理賠數目與個別理賠金額所 合成之總理賠, 即構成了所謂的復合波松行程。在本章中亦探討了總理賠分配之基本 特性, 與分配之估計, 并找尋可用之近似公式, 以替代繁復之計算程序。 最后, 在第五章吾人將臺灣地區人壽保險業之營運數據, 就前述之模型做實證分析。

台灣擁有許多很好很賺錢的企業，這些企業形成高獲利投資的明星產業。為尋找台灣股市波動因素對股價的影響，與股票市場投資正確方法與目標，本研究試圖從高價電子產業股中以企業背景、產業特性、重大事件等依據研究出投資行為是否有跡可尋，進而擬定適當的投資策略，成為高價電子股是否可以追尋與研究之重要課題。爰此，本文旨在探討台灣股市波動因素研究與企業股價波動因素之關連研究，藉由電子相關類股研究以產業因素、大環境景氣循環統計變數及企業經營策略來進行討論研究，並透過次級資料分析及歷史資料事件分析，以高價電子股票來進行市場研究。研究結果顯示台灣股市波動因素可以經由企業經營策略、市場競爭資訊來源、景氣評估準則、重大事件特性與產業循環等方面予以適當解釋。此外，可將高價股企業股價波動因素研究分為三個區隔研究，並對此三個區隔研究目標研擬有效的投資策略。本研究之結果可藉由產業角度來分析股價波動因素有用之資訊，對台灣高價股價高股股價波動因素找尋一些投資策略的蛛絲馬跡亦有一定之對高價電子股之企業股價之參考價值。 / Taiwan and discuss factors affecting stock price fluctuations in quality companies by the corresponding industry structures,The existence of quality companies that are well positioned to benefit from the economic trends in Taiwan has developed into a unique industry for investment choice. In order to search for a proper method and objective for investing in the Taiwanese stock market, this paper attempts to infer a favorable investment behavior from the company background, industry characteristics, and event studies of specific growth stocks, and further proposes appropriate investing strategies. Specifically, the purpose of this paper is to conduct stock market research with quality companies in Taiwan and discuss factors affecting stock price fluctuations in quality companies by the corresponding industry structures, statistical indicators for economic cycle and event studies. The result of this research indicates that stock price fluctuations in quality companies can be justified by company management strategies, information source from the market, evaluation guidance for economic cycle, characteristic of event studies and industry cycle. Moreover, the research in sock price fluctuations in quality companies can be divided into three individual research areas and three effective investment strategies can be proposed accordingly. In conclusion, this paper demonstrates that factors affecting stock price fluctuations can be explained from the perspective of industry analysis and would contribute in providing beneficial reference for proposing the appropriate investment strategies.