The independency of insurance while the fusion of insurance and capital markets has accelerated.
| Project/Area Number |
20530384
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
Commerce
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| Research Institution | Shiga University |
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Principal Investigator |
KUBO Hideya Shiga University, 経済学部, 教授 (10362815)
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| Co-Investigator(Kenkyū-buntansha) |
SAKAI Yasuhiro 滋賀大学, 経済学部, 特任教授 (40093760)
MAEDA Yuji 関西学院大学, 経営戦略研究科, 准教授 (70456747)
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| Project Period (FY) |
2008 – 2010
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| Project Status |
Completed (Fiscal Year 2010)
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| Budget Amount *help |
¥4,550,000 (Direct Cost: ¥3,500,000、Indirect Cost: ¥1,050,000)
Fiscal Year 2010: ¥1,690,000 (Direct Cost: ¥1,300,000、Indirect Cost: ¥390,000)
Fiscal Year 2009: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2008: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
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| Keywords | 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 |
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| Research Abstract |
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.
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Report
(4 results)
Research Products
(26 results)
