本論文以台灣地區人壽保險公司為對象，取得資本額前三大保險公司九十年九十一年共兩年各季人壽保險的市場占有率，期以電腦回圈模擬方式找出一穩定之馬可夫轉移矩陣，藉以瞭解各公司的客戶忠誠度與流失移轉情形。再以九十二年第一季之新的保險資料，驗證尋找到的馬可夫移轉矩陣之準確情形。本論文之研究結果可提供國內各人壽公司擬定穩定其舊客戶群及開發新客源等政策之參 / The purpose of this study is to understand customers’ loyalties and reasons behind for their defection through the manifestation of Markov transition matrix in the insurance industry in Taiwan. Through computer simulation, this study analyzes the quarterly market share information of 2001 and 2002 of the top 3 life insurance companies in terms of the size of the investment capital. In addition, in order to verify for the accuracy and the accountability of the transition matrix, the data of the first quarter of 2003 were applied to the matrix. The result of this study could to used as an overall insight for implementing corporate strategies in retaining the existing customers as well as expanding customers base of insurance companies in Taiwan. Key word：life insurance、Markov transition matrix

從八十四年第三屆立委選舉開始，配票策略開始使用，由於獲得不錯的效果，往後持續在各次競選過程中繼續採用。 選舉過程中，不論候選人取向的重要性有多高，選民最後的投票決定仍然會候選人與政黨配票策略的影響，選民對政黨配票策略的態度與回應方式也將影響其投票結果。 本論文以第六屆台北市立委選舉為例來探討配票選舉策略之成效，藉由年代民調中心、TVBS民調中心以及東森公關全方位市調中心於民國93年8月至12月共計做了9次民意調查資料，期以電腦規劃求解的方式找出由民意調查至投票選舉結果間的馬可夫轉移矩陣，並由此馬可夫轉移矩陣來看選民可能的轉移投票對象的機率，透過數學的方式來看配票的成效。

本論文以台灣地區人壽保險公司(國泰人壽、新光人壽、南山人壽)為對象，並且取得國泰人壽、新光人壽、南山人壽90年、91年共8季在死亡險、養老險的季資料算出國泰人壽、南山人壽、新光人壽的市場佔有率，期以電腦回圈模擬方式找出一穩定之馬可夫轉移矩陣，藉以瞭解國泰人壽、南山人壽、新光人壽在客戶忠誠度、客戶流失的移轉情形。再以92年度的第1季資料做驗證所尋找到的馬可夫移轉矩陣的準確性。本論文之研究結果可提供國泰人壽、南山人壽、新光人壽了解其保戶忠誠度的高低、保戶流失情形、新契約的流向、及保單脫退的多寡，以便三大保險公司在行銷策略中使檢討及改進。

全球化潮流方興未艾，基於與國際接軌目標，我國金融業自2006年起實施新巴塞爾資本協定，期於現今日新月異金融環境中以全球一致性的銀行管理方法及制度落實其精神。實施新巴塞爾協定後，首當其衝者便是台灣產業發展主體—中小企業。以信用風險中資本計提為例，中小企業不若大型企業體質健全，且財務透明度亦為人詬病，相對提升金融機構授信風險，進而導致中小企業融資授信審查趨於嚴格與保守，中小企業融資難度與成本皆大幅增加。 有鑑於此，本研究以中小企業中電子業為主要研究對象，採資料採礦流程進行信用評等模型建置。為求配適最佳違約機率模型，分別以不同精細抽樣比例逐一配適羅吉斯迴歸、類神經網路及分類迴歸樹等統計模型，經評估後篩選出羅吉斯迴歸模型建置信用評等系統。再者，為確認模型與信用評等系統建置適當，係遵循新巴塞爾協定相關規範進行各項測試及驗證，結果顯示模型於樣本外資料測試表現良好，信用評等系統亦通過正確性分析、等級區隔同質性檢定及穩定度分析等驗證準則，冀能提供金融機構一套有效且精簡的信用管理機制，建立與中小企業間資訊對稱管道，於兩造雙方取得互利平衡，防範危機於未然。 / Globalization trend is still growing. Because of the objective of connecting to the world, the banking and finance industry in Taiwan has implemented the New Basel Capital Accord since 2006, hoping to make use of globally consistent banking management method and system to implement its spirit in this changing financial environment today. After the implementation of the New Basel Capital Accord, the principal development part in Taiwan industry, medium- and small-sized enterprises, is the first to be affected. For example, with regard to the capital requirements in credit risks, the constitution of medium- and small-sized enterprises is not as sound as large-sized enterprises’, and the financial transparency of medium- and small-sized enterprises is insufficient that the credit risk of financial institution would be lifted comparatively; and then, the finance and credit investigation of medium- and small-sized enterprises would become strict and conservative, thus the finance difficulty and cost of medium- and small-sized enterprises would be increased substantially. In view of this, this study regards the electronics industry from medium- and small-sized enterprises as the main study objects, and data mining procedures are used so as to establish the credit scoring system. To get the best probability model of default, different oversampling ratios are used one by one to match such statistical models and logistic regression, Neural Network Analysis, and C&R Tree; and logistic regression model is selected for the establishment of credit scoring system after assessment. Moreover, relevant the New Basel Capital Accord standards are followed to carry out every test and verification so as to confirm that the establishments of model and credit scoring system are appropriate. The result indicates that the model has good performance in out-sample test, while credit scoring system also passes such verification standards as accuracy analysis, level segment homogeneity test, and stability analysis. Hopefully, this study result can provide a set of effective and simple credit management system for the financial institution to establish information symmetrical channel with the medium- and small-sized enterprises, so that both parties can obtain mutual balance and the crisis can be alerted in advance.