| Summary: | 碩士 === 真理大學 === 數理科學研究所 === 94 === The thesis tends to investigate the establishment of the insurance cycle score and business cycle of the premium of new business. We utilize six kinds of different insurance of new business to be our investigate object, that including ordinary life insurance, group life insurance, individual health insurance, group health insurance, personal accident insurance and group accident insurance. Besides observing fluctuate of the firsthand information, we used the maximum likelihood estimation to estimate the unknown parameter of Markov switching models. Try to cognizance the peak and the trough of business cycle. At the same time, we adopt two groups of different data to do weighting and calculate the check point, and that is: (1) use the premium and the number of insurance policy to make six kinds of check point by weighting; (2) use the filtering probability and the number of insurance policy to make he unique check point. At least, we find out the score and monitoring indicators for each other by their check point. We also find out the diverseness on peak, trough, state and cycle by the graph of time series.
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