The independency of insurance while the fusion of insurance and capital markets has accelerated.

保险业独立化，保险业与资本市场融合加速。

• 批准号: 20530384
• 负责人: KUBO Hideya
• 金额: $ 2.91万
• 依托单位: Shiga University
• 依托单位国家: 日本
• 项目类别: Grant-in-Aid for Scientific Research (C)
• 财政年份: 2008
• 资助国家: 日本
• 起止时间: 2008 至 2010
• 项目状态: 已结题
• 来源: https://kaken.nii.ac.jp/grant/KAKENHI-PROJECT-20530384/
• 关键词: 破産確率; ART; 保険の買取制度; 規範と文化; モンテカルロ・シミュレーション; ジャンプ過程; ジャンプ課程; 生命保険の買取; 必要責任準備金比率; モンテカルロシミュレーション; 信用リスクスプレッド; 資本市場との融合

The purpose of this research is to calculate insurance premiums by means of the new method of Monte Carl simulation rather than the traditional one based on the law of large numbers. The price of life settlements and finite insurance premium of captive insurance company in the interval of an insurance market and a capital market may substitute for insurance markets. And they have possibility of expanding insurance market themselves.However, in the case of dealing in people's life in a market on life settlements, it is important that institutional ethicality is collateralized.

本研究的目的是利用蒙特卡罗模拟的新方法来代替传统的基于大数定律的保费计算方法。专属自保保险公司在保险市场与资本市场间的寿险结算价格和有限保费可以替代保险市场。他们自己也有扩大保险市场的可能。然而，在以人的生命为交易对象的市场上进行生命结算时，重要的是要以制度伦理为担保。

项目成果

Analysis of Finite Risk as International Risk Management in Japan and Australia : With Special Reference to the Collapse of Insurance Companies due to the nine-eleven attacks.

日本和澳大利亚作为国际风险管理的有限风险分析：特别参考“9-11”袭击导致保险公司倒闭。

• 发表时间: 2010
• 期刊: Studies in Regional Science
• 作者: Yuji Maeda;諏澤吉彦;Nicos Scordis;Yuji Maeda;前田祐治
• 通讯作者: 前田祐治

Analysis of Finite Risk as International Risk Management in Japan and Australia : With Special Reference to the Collapse of Insurance Companies due to the nine-eleven attacks

日本和澳大利亚作为国际风险管理的有限风险分析：特别是“9-11”袭击导致保险公司倒闭

• 发表时间: 2010
• 期刊: Studies in Regional Science Vol.40, No.2
• 作者: Yuji Maeda;諏澤吉彦;Nicos Scordis;Yuji Maeda
• 通讯作者: Yuji Maeda

ホームページ等。

主页等

Shareholders Value : The Case of Japanese Captive Insurers

股东价值：日本自保保险公司的案例

• 发表时间: 2011
• 期刊: Asia Pacific Journal of Risk and Insurance 2011年掲載決定
• 作者: Yuji Maeda;諏澤吉彦;Nicos Scordis
• 通讯作者: Nicos Scordis

Comparative Advantage of Japanese Insurers on Loss Portfolio Transfer

日本保险公司在损失组合转移方面的比较优势

• 发表时间: 2010
• 作者: Yuji Maeda;諏澤吉彦;Nicos Scordis;Yuji Maeda;前田祐治;前田祐次
• 通讯作者: 前田祐次