從保險資本資產定價模式推估車險模糊損失率之分析

Fuzzy Loss Ratio in Fuzzy Insurance Capital Asset Pricing Model-Automobile Physical Damage Insurance

10.29836/LMR.200704.0004

賴麗華(Li-Hua Lai)；盧雋翔(Chun-Hsiang Lu)

核保邊際利潤率 ； 預期損失率 ； 模糊排序 ； Underwriting Profit Margin ； Expected Loss Ratio ； Fuzzy Ranking

運籌管理評論

2卷1期（2007 / 04 / 01）

27 - 36

繁體中文

運籌營運供給鏈的不確定，同時亦衝擊產物保險產業的汽車保險的損失率高低。本文建構模糊保險資本資產定價模式並應用模糊分析法，主要探討與中較產險產業模糊損失率。結果發現國內產險公司的模糊損失率均超過預期損失率，各產險公司自留損失率與模糊自留損失率之排序有所差異；同時，決策者對風險的態度將左右了模糊損失率的推估，直接影響釐定車險保險價格的水準。

In industry, especially those activities moving towards longer transportation chains and facing increasingly uncertain, the issue of loss ratio sharing under the automobile physical damage is an important topic. Thin study constructs evidence linking insurance capital asset pricing model and fuzzy analysis, which be useful to evaluate the lost ratio of the automobile physical damage from Taiwan's data. Oar results show that the fuzzy lost ratio is higher than the expected loan ratio in the automobile physical damage. We determine the rank levels therein and find that the retained loan ratios and fuzzy loss ration in each insurer are different. It is found that the fuzzy qualitative of loss ratio does depend on the evaluator's attitude. These results also have directly effects on the determining insurance cost.

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