碩士 / 大葉大學 / 國際企業管理學系碩士在職專班 / 97 / The conclusion of this research: Regarding the achievement evaluation of such in-surance policy from those insurance companies, we have mentioned the investment achievement evaluation based on the VaR method from this article; In regard to the risk assessment of the insurance company, we have proposed the matrix of VaR-PARCH-GED to evaluate and measure risk; In response to risk assessment of the insurance company, we have proposed the utilization of finance derived tools and risk preparation funds to avoid relevant risk. Due to the improvement of the technique of risk assessment, the capability of risk prevention has been raised accordingly.
The innovation point of this article: The utilization of the matrix of VaR-PARCH-GED to improve the method of risk assessment regarding relevant market, and reform the channel of achievement evaluation regarding those investment type in-surance policies via a more specific calculation of VaR. Due to the specification of cal-culation concerning the market risk, we could manage the risk of the market regarding such types of insurance policies utilizing finance derived tools and risk preparation funds accordingly and more scientifically.
| Identifer | oai:union.ndltd.org:TW/097DYU01321037 |
| Date | January 2009 |
| Creators | Ming-Ho Pan, 潘明和 |
| Contributors | Neng-Ren Shin, 施能仁 |
| Source Sets | National Digital Library of Theses and Dissertations in Taiwan |
| Language | zh-TW |
| Detected Language | English |
| Type | 學位論文 ; thesis |
| Format | 63 |
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