| Summary: | 碩士 === 國立高雄第一科技大學 === 風險管理與保險所 === 90 === The Risk Analysis on Mortgage Loan and Collateral of Life Insurance Companies
－A case study in Kaohsiung－Pingtung Area
Student：Chi-Fu Lan Advisor：Dr.Min-Sun Horng
Deparment of Risk Management and Insurance
National Kaohsiung First University of Science and Technology
ABSTRACT
Under the regulation of insurance law , capital budget of Life insurance company is seriously limited. In such situation , mortgage become the major consideration of investment . For effecting capital using to broad loan market burden is the most important investment issue . On the other hand , low default ratio must be consider as well as broad loan market burden . This study use the loan ＆ auction data from Kaohsiung and Pingtung areas which have higher default rate .
This research focus on loan risk , collateral risk and the paying ability of borrower . Using logistic regression to find significant factors which influence the default. Those factors affecting loan collection rate and auction off rate would be also considered.
Empirical study point out ： 1、significant factors affecting default are loaning rate , loan ratio , the age of house , education . 2 、House type and area will influence loan collection rate . For area factor , loan collection rate in Pingtung is the most highest. For house type factor , loan collection rate in condominium is lower . 3、For area factor , auction off rate in Pingtung is the most lowest . For house type factor , auction off rate in town house is higher.
KEYWORDS： default , loan collection rate , auction off rate,
logistic regression , ANOVA , condominium , town house .
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