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| DC 欄位 | 值 | 語言 |
|---|---|---|
| dc.contributor.advisor | 林姿婷(Zu-Ting Lin) | |
| dc.contributor.author | Chia-Ying Lee | en |
| dc.contributor.author | 李佳穎 | zh_TW |
| dc.date.accessioned | 2022-11-24T03:04:56Z | - |
| dc.date.available | 2021-08-06 | |
| dc.date.available | 2022-11-24T03:04:56Z | - |
| dc.date.copyright | 2021-08-06 | |
| dc.date.issued | 2021 | |
| dc.date.submitted | 2021-06-19 | |
| dc.identifier.citation | Adams, M. (1996). The reinsurance decision in life insurance firms: an empirical test of the risk-bearing hypothesis. Accounting Finance, 36(1), 15-30. Adams, M., Andersson, L. F., Lindmark, M., Veprauskaite, E. (2012). Competing models of organizational form: risk management strategies and underwriting profitability in the Swedish fire insurance market between 1903 and 1939. The Journal of Economic History, 72(4), 990-1014. Adams, M., Buckle, M. (2003). The determinants of corporate financial performance in the Bermuda insurance market. Applied Financial Economics, 13(2), 133-143. Adams, M., Burton, B., Hardwick, P. (2003). The determinants of credit ratings in the United Kingdom insurance industry. Journal of Business Finance Accounting, 30(3‐4), 539-572. Adams, M., Hardwick, P., Zou, H. (2008). Reinsurance and corporate taxation in the United Kingdom life insurance industry. Journal of Banking Finance, 32(1), 101-115. Adiel, R. (1996). Reinsurance and the management of regulatory ratios and taxes in the property—casualty insurance industry. Journal of Accounting and Economics, 22(1), 207-240. Baranoff, E., Sager, T. (2007). Market discipline in life insurance: insureds' reaction to rating downgrades in the context of enterprise risks. SSRN Electronic Journal. Bouzouita, R., Young, A. J. (1998). A probit analysis of best ratings. Journal of Insurance Issues, 21(1), 23-34. Caporale, G. M., Cerrato, M., Zhang, X. (2017). Analysing the determinants of insolvency risk for general insurance firms in the UK. Journal of Banking Finance, 84, 107-122. Chen, L., Pottier, S. W. (2018). Rating changes and competing information: evidence on publicly traded insurance firms. Journal of Risk and Insurance, 85(3), 811-842. Chen, Y., Hamwi, I. S., Hudson, T. (2001). The effect of ceded reinsurance on solvency of primary insurers. International Advances in Economic Research, 7(1), 65-82. Cole, C. R., McCullough, K. A. (2006). A reexamination of the corporate demand for reinsurance. Journal of Risk and Insurance, 73(1), 169-192. Cummins, J. D., Dionne, G., Gagné, R., Nouira, A. (2008). The costs and benefits of reinsurance. Denenberg, H. S. (1967). Is 'a-plus' really a passing grade? Insurer risk capacity and financial ratings: the use of financial ratings of insurance reporting services to avoid potentially insolvent or otherwise delinquent insurers. The Journal of Risk and Insurance, 34(3), 371-384. Epermanis, K., Harrington, S. E. (2006). Market discipline in property/casualty insurance: evidence from premium growth surrounding changes in financial strength ratings. Journal of Money, Credit and Banking, 38(6), 1515-1544. Harrington, S. (2004). Market discipline in insurance and reinsurance. Market Discipline Across Countries and Industries, 1, 159-173. Hoerger, T. J., Sloan, F. A., Hassan, M. (1990). Loss volatility, bankruptcy, and the demand for reinsurance. Journal of Risk and Uncertainty, 3(3), 221-245. Kader, H. A., Adams, M., Mouratidis, K. (2010). Testing for trade-offs in the reinsurance decision of U.K. Life insurance firms. Journal of Accounting, Auditing Finance, 25(3), 491-522. Kramaric, T. P., Galetic, F. (2013). The influence of reinsurance on insurance companies' profitability: evidence from the austrian, croatian and romanian insurance industry. Journal of Applied Finance and Banking, 3(6), 115. Lee, H.-H., Lee, C.-Y. (2012). An analysis of reinsurance and firm performance: evidence from the Taiwan property-liability insurance industry. The Geneva Papers on Risk and Insurance - Issues and Practice, 37(3), 467-484. Liebenberg, A. P., Sommer, D. W. (2008). Effects of corporate diversification: evidence from the property–liability insurance industry. Journal of Risk and Insurance, 75(4), 893-919. Maddala, G. S., Lahiri, K. (1992). Introduction to econometrics (Vol. 2). Macmillan New York. Mayers, D., Smith, C. W. (1990). On the corporate demand for insurance: evidence from the reinsurance market. The Journal of Business, 63(1), 19-40. Phillips, R. D., Cummins, J. D., Allen, F. (1998). Financial pricing of insurance in the multiple-line insurance company. The Journal of Risk and Insurance, 65(4), 597-636. Pottier, S. W. (1998). Life insurer financial distress, best's ratings and financial ratios. The Journal of Risk and Insurance, 65(2), 275-288. Pottier, S. W., Sommer, D. W. (1999). Property-liability insurer financial strength ratings: differences across rating agencies. The Journal of Risk and Insurance, 66(4), 621-642. Shiu, Y. (2011). Reinsurance and capital structure: evidence from the United Kingdom non-life insurance industry. Journal of Risk and Insurance, 78(2), 475-494. Shiu, Y. (2004). Determinants of United Kingdom general insurance company performance. British Actuarial Journal, 10(5), 1079-1110. Sommer, D. W. (1996). The impact of firm risk on property-liability insurance prices. The Journal of Risk and Insurance, 63(3), 501-514. Upreti, V., Adams, M. (2015). The strategic role of reinsurance in the United Kingdom’s (UK) non-life insurance market. Journal of Banking Finance, 61, 206-219. Van Gestel, T., Martens, D., Baesens, B., Feremans, D., Huysmans, J., Vanthienen, J. (2007). Forecasting and analyzing insurance companies' ratings. International Journal of Forecasting, 23(3), 513-529. | |
| dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/80349 | - |
| dc.description.abstract | 本研究主要探討信用評等、再保險及獲利因子間的雙向關係，利用2015年至2019年間美國財產責任保險公司之資料，以聯立方程迴歸模型及二階段最小平方法分析變數間的關係。 研究結果發現，獲利能力較優與再保險使用較多之保險公司，有較佳的信用評等，代表獲利的提升及使用具移轉風險並提供財務支援功能的再保險，有助於降低破產風險。其次，再保險使用比例較低與信用評等較佳之保險公司，具有較良好之獲利能力，代表減少使用昂貴的再保險與信用評等較佳給予市場信心，使得公司獲利提升。最後，本研究亦發現，有較低獲利及較高信用評等之保險公司，會使用較多的再保險。 因此，信用評等與獲利因子間存在正向關聯，信用評等與再保險間亦存在正向關聯，獲利因子與再保險間則存在負向關聯。 | zh_TW |
| dc.description.provenance | Made available in DSpace on 2022-11-24T03:04:56Z (GMT). No. of bitstreams: 1 U0001-1906202116382700.pdf: 1436939 bytes, checksum: 51ffcabd86f17d74a941b981d6584a49 (MD5) Previous issue date: 2021 | en |
| dc.description.tableofcontents | 目錄 口試委員會審定書 I 誌謝 II 摘要 III Abstract IV 第壹章、 緒論 1 第一節、 研究背景 1 第二節、 研究動機與目的 2 第貳章、 文獻回顧及假說 3 第一節、 信用評等及獲利能力的關係 3 第二節、 信用評等及再保險的關係 4 第三節、 獲利能力及再保險的關係 5 第參章、 研究方法及資料 7 第一節、 模型及研究方法 7 第二節、 資料 8 第三節、 變數定義 8 第肆章、 實證結果 14 第一節、 敘述性統計 14 第二節、 實證研究結果 16 第伍章、 結論 20 第陸章、 研究限制與未來研究方向 22 參考文獻 23 | |
| dc.language.iso | zh-TW | |
| dc.subject | 財產責任保險 | zh_TW |
| dc.subject | 聯立方程迴歸模型 | zh_TW |
| dc.subject | 信用評等 | zh_TW |
| dc.subject | 獲利 | zh_TW |
| dc.subject | 再保險 | zh_TW |
| dc.subject | Property Insurance | en |
| dc.subject | Reinsurance | en |
| dc.subject | Profitability | en |
| dc.subject | Simultaneous equations mode | en |
| dc.subject | Credit Rating | en |
| dc.title | 信用評等、獲利因子與再保險：以美國產險市場為例 | zh_TW |
| dc.title | "Credit Rating, Profitability and Reinsurance: Evidence from the United States Property Insurance Industry" | en |
| dc.date.schoolyear | 109-2 | |
| dc.description.degree | 碩士 | |
| dc.contributor.oralexamcommittee | 蔡英哲(Hsin-Tsai Liu),詹芳書(Chih-Yang Tseng) | |
| dc.subject.keyword | 信用評等,獲利,再保險,財產責任保險,聯立方程迴歸模型, | zh_TW |
| dc.subject.keyword | Credit Rating,Profitability,Reinsurance,Property Insurance,Simultaneous equations mode, | en |
| dc.relation.page | 25 | |
| dc.identifier.doi | 10.6342/NTU202101055 | |
| dc.rights.note | 同意授權(限校園內公開) | |
| dc.date.accepted | 2021-06-21 | |
| dc.contributor.author-college | 管理學院 | zh_TW |
| dc.contributor.author-dept | 財務金融學研究所 | zh_TW |
| 顯示於系所單位： | 財務金融學系 | |
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