A study of financial insolvency prediction model for life insurers

Shu Hua Hsiao, Thou-Jen Whang

研究成果: Article同行評審

20 引文 斯高帕斯(Scopus)


The objective of insurer supervision is to monitor the financial solvency of companies and to protect the rights of consumers. Improving the related legislation and regulatory policy are also the goals of supervision. The purpose of this study is to evaluate the financial soundness by using the rating systems of the CAMEL and the risk-based capital (RBC) models. Moreover, it is to explore whether insurers exit a significance difference of financial stability or not between domestic and foreign branch life insurers. This study constructed an efficient insolvency prediction model and showed that the artificial neural network was more excellent for classification than the traditional discriminant method since the artificial neural network's accurate discrimination rate of 95.2% with a lower Type I error of 0.0274 and Type II error of 0.0769.

頁(從 - 到)6100-6107
期刊Expert Systems With Applications
發行號3 PART 2
出版狀態Published - 2009 1月 1

All Science Journal Classification (ASJC) codes

  • 一般工程
  • 電腦科學應用
  • 人工智慧


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