臺灣博碩士論文加值系統

再保過程中，保險公司如何評估風險並透過再保分散風險決定本身自留比例，為產險公司再保策略上重要之課題。自留額的適當與否，關係原保險公司的競爭力。
影響自留釐定的變數眾多且複雜，傳統相關研究的模型建構與分析，多為分析性模型且偏重定量資料之數學推導，使用較多數學技巧，模型設計與應用較為困難。本文基於追求模型對再保環境之判斷能力、解釋能力、決策輔助能力與效率的考量下，討論損失分配與自留模型間的關係，並對模擬結果加以研究、分析。
本文將基因演算法中選擇、交配與突變運算元及相關演化機制，賦予再保自留過程中相關的意涵，建立以基因演算法為核心之再保自留模擬。

The variables that influence the retention decision are numerous and complicated. The establishment and analysis of the traditional retention research model put emphasis most on the mathematical inference of the quantificational data and use a lot of mathematical skills. This research uses genetic algorithms to establish reinsurance retention simulation model that allows fast observation of the relationship between loss frequency distribution and retention model.
Furthermore, the meaning of retention concept is also discussed and applied to the GA based retention simulation model. Finally, an example is used to validate the GA based retention simulation model.

目 錄
中文摘要i
ABSTRACTii
誌謝iii
目錄iv
圖目錄viii
壹、 緒論1
一、研究動機1
二、研究目的2
三、研究方法與步驟3
(一)、研究動機與目的3
(一)、相關研究之文獻探討3
(二)、研究方法3
(三)、實證分析4
(四)、結論及建議5
貳、 文獻探討7
一、有關再保險自留額之文獻7
(一)、國外文獻部分7
(二)、國內文獻部分8
二、有關基因演算法於財務上之應用之文獻11
(一)、國外文獻部分11
(二)、國内文獻部分12
參、 研究方法15
一、模擬模式16
(一)、運用模擬模式之優點：17
二、基因演算法20
(一)、基因演算法理論20
(二)、基因演算法的優點及其應用32
三、基因演算法再保自留模擬模型33
(一)、基因演算法架構於再保險自留釐定過程中的意涵34
(二)、基因演算法再保自留演化模型染色體設計38
(三)、基因演算法再保險自留模型模擬介面41
肆、 實證分析43
一、實驗環境43
二、基因演算法再保險自留比率實證與分析44
(一)、觀察實驗44
伍、 結論與建議54
一、結論54
二、建議55

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