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

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。