| Summary: | 碩士 === 國立高雄第一科技大學 === 風險管理與保險研究所 === 101 === This study base on two index of riskiness and nonparametric methods to explore the stable effects on the retained claim change ratio of personal insurance products in Taiwan?Ss life insurers, it may help insurance company to estimate rationally riskiness of claim change ratio of personal insurance products and is compared with other insurers in the further also improve insurance financial stability and underwriting strategy consideration correctly. The new riskiness method is worth at least as much as Normal riskiness method. We find two ways evidence result in this study: (1)based on monthly data analysis, (i) for same product, the claim riskiness of life insurance in the earlier established life insurance company showed that lower than new insurers, (ii) for same company, the claim riskiness of life insurance showed that lower than other products. (2) based on yearly data analysis, (i) This result was in direct contrast with that of the monthly data analysis, (ii) the claim riskiness of different products in a life insurance company showed that no significant difference. This study is aiming to warn insurance company of risk and prevent insolvency, finally to maintain a stable asset management and financial capacity.
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