리스크保有 決定의 數理的分析

• 영문명: A Quantitative Analysis of Retention Setting
• 발행기관: 건국대학교 경제경영연구소
• 저자명: Dong Han Chang(張東漢)
• 간행물 정보: 『상경연구』제23권 제2호, 325~335쪽, 전체 11쪽
• 주제분류: 경제경영 > 경제학
• 파일형태: PDF
• 발행일자: 1998.12.31

영문 초록

Regarding the retention setting as one of the most important functions of insurer’s underwriting business, it is very important to set a retention limit keeping the balance between raising insurer’s underwriting profits and maintaining the stability of its long-term profits. Although an insurer can raise its underwriting profits by setting high retention limit, it may also face larger insolvency risk with higher retention. Despite the fact that the retention setting is very critical to an insurer’s sound business, Korean insurers’ retention setting process is criticized for their poor decision-makings. Rather than using objective and scientific decision-makings, they usually set retention limits for their underwriting risks based upon past practices, competitors’ decision-makings and others(this process is, so-called, experience-based method). Facing severe competitions under financial reforms and market opening to foreign insurers, many Korean Insurers experience declining profits and financial difficulties. This is why utilization of more scientific method of retention setting is very important to Korean insurers. The purpose of this study is to introduce a quantitative analysis of insurer’s retention setting and to discuss how to coordinate the quantitative method and the experience-based for insurers’ better retention setting.

목차

Ⅰ. 序論

Ⅱ. 保有의 定義 및 保有決定의 目的

Ⅲ. 保有決定의 數理的分析

Ⅳ. 保有決定의 實際

Ⅴ. 結論

참고문헌

Abstract