营业中断保险在电压暂降风险处理中的应用
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摘要
随着工业生产过程中大量电压暂降敏感设备投入使用,电压暂降给用户造成的损失日趋严重,亟需合理可行的风险处理机制降低用户用电风险。提出一种基于营业中断保险的电压暂降保险机制。设计了暂降险的实施模式及业务流程,为明确用户损失情况,利用最大熵原理构建了生产中断恢复时间随机评估模型,在此基础上建立了保费、赔偿金计算模型,通过对用户和供电方成本效益定量评估,分析了用户最佳投保策略和供电方承保收益途径。最后,以西南地区某半导体园区内6家企业为例进行实证分析,结果表明所提保险机制能够有效地分散和转嫁用户的电压暂降风险,实现用户和供电方双方的利益共赢。
With large number of voltage sag sensitive equipment put into industrial production, the loss caused by voltage sag is becoming more and more serious, so it is urgent to reduce the risk of user's loss by reasonable and feasible risk management mechanism. A voltage sag insurance mechanism based on business interruption insurance was proposed. The implementation mode and business process of the voltage sag insurance were designed. A stochastic evaluation model for interruption recovery time was constructed by using the maximum entropy principle to identify the user's loss situation.The premium and compensation model was established. The optimal insurance strategy and the profit approach of the power suppliers were put forward through the quantitative evaluation of the cost-profit. Finally, a case study of 6 enterprises in a semiconductor park in southwest China shows that the proposed insurance mechanism can effectively disperse and transfer the voltage sag risk of users and reach a win-win situation between users and power suppliers.
With large number of voltage sag sensitive equipment put into industrial production, the loss caused by voltage sag is becoming more and more serious, so it is urgent to reduce the risk of user's loss by reasonable and feasible risk management mechanism. A voltage sag insurance mechanism based on business interruption insurance was proposed. The implementation mode and business process of the voltage sag insurance were designed. A stochastic evaluation model for interruption recovery time was constructed by using the maximum entropy principle to identify the user's loss situation.The premium and compensation model was established. The optimal insurance strategy and the profit approach of the power suppliers were put forward through the quantitative evaluation of the cost-profit. Finally, a case study of 6 enterprises in a semiconductor park in southwest China shows that the proposed insurance mechanism can effectively disperse and transfer the voltage sag risk of users and reach a win-win situation between users and power suppliers.
引文
[1]Chan J Y,Milanovic J V,Delahunty A.Risk-based assessment of financial losses due to voltage sag[J].IEEETransactions on Power Delivery,2011,26(2):492-500.
[2]Van Hertem D,Didden M,Driesen J,et al.Choosing the correct mitigation method against voltage dips and interruptions:a customer-based approach[J].IEEETransactions on Power Delivery,2007,22(1):331-339.
[3]钟庆,林凌雪,易杨,等.电压暂降评估指标(I)--电网薄弱环节指标[J].电力系统及其自动化学报,2012,24(1):110-114.Zhong Qing,Lin Lingxue,Yi Yang,et al.Study on the evaluation index of voltage sags I:unsubstantial location index[J].Proceedings of the CSU-EPSA,2012,24(1):110-114(in Chinese).
[4]刘阳,肖先勇,刘旭娜,等.考虑用户定量需求的优质电力园区DVR优化配置[J].电网技术,2015,39(3):823-828.Liu Yang,Xiao Xianyong,Liu Xu’na,et al.Optimal configuration of DVR in premium power park considering customers’quantitative demand[J].Power System Technology,2015,39(3):823-828(in Chinese).
[5]Milanovic J V,Zhang Yan.Global minimization of financial losses due to voltage sags with facts based devices[J].IEEE Transactions on Power Delivery,2010,25(1):298-306.
[6]李长松,陈韵竹,肖先勇,等.电压暂降保险机制的量化分析[J].电力系统自动化,2017,41(14):99-104,207.Li Changsong,Chen Yunzhu,Xiao Xianyong,et al.Quantitative analysis on insurance mechanisms for voltage sag[J].Automation of Electric Power Systems,2017,41(14):99-104,207(in Chinese).
[7]王春峰.金融市场风险管理[M].天津:天津大学出版社,2001:3-17,46-51.Wang Chunfeng.Management of financial market risk[M].Tianjin:Tianjin University Press,2001:3-17,46-51(in Chinese).
[8]方瑜.全国首款面向电力客户的保险服务产品“电能保”将在全市推行[Z/OL].(2018-07-31)[2018-08-17].http://bendi.news.163.com/guangdong/18/0731/16/DO2A20FK04178D6J.html.Fang Yu.Electricity Insurance,the first insurance service product for power customers in China,will be implemented in the whole city[Z/OL].(2018-07-31)[2018-08-17].http://bendi.news.163.com/guangdong/18/0731/16/DO2A20FK04178D6J.html.
[9]Weddendorf W A.Reliability insurance-when it is practical[J].IEEE Transactions on Industry and General Applications,1968,IGA-4(4):375-378.
[10]Fumagalli E,Black J W,Ilic M,et al.A reliability insurance scheme for the electricity distribution grid[C]//Proceedings of 2001 Power Engineering Society Summer Meeting.Conference Proceedings.Vancouver,BC,Canada:IEEE,2001:261-266.
[11]Fumagalli E,Black J W,Vogelsang I,et al.Quality of service provision in electric power distribution systems through reliability insurance[J].IEEE Transactions on Power Systems,2004,19(3):1285-1293.
[12]林伟明,康重庆,胡左浩,等.改善供用电可靠性的新型停电保险机制[J].电力系统自动化,2006,30(18):27-32.Lin Weiming,Kang Chongqing,Hu Zuohao,et al.New outage insurance mechanism to improve power supply reliability[J].Automation of Electric Power Systems,2006,30(18):27-32(in Chinese).
[13]林其友,高振华,陈星莺,等.电力市场环境下可靠性保险在供电网络中的应用[J].电网技术,2009,33(18):117-123.Lin Qiyou,Gao Zhenhua,Chen Xingying,et al.Application of reliability insurances in distribution network under environment of electricity market[J].Power System Technology,2009,33(18):117-123(in Chinese).
[14]Jin Guanghou,Li Gengyin,Zhou Ming.Application of risk management in power quality market[C]//Proceedings of 2004 International Conference on Power System Technology.Singapore:IEEE,2004.
[15]Li Gengyin,Jin Guanghou,Zhou Ming.Quality insurance based electric energy pricing with multi-quality[C]//Proceedings of the 18th International Conference and Exhibition on Electricity Distribution.Turin,Italy:IEEE,2005.
[16]张逸,马愿谦,吴丹岳,等.引入第三方保险机构的电压暂降风险规避机制研究[J].电力科学与技术学报,2016,31(4):11-17.Zhang Yi,Ma Yuanqian,Wu Danyue,et al.Study on risk aversion mechanism of voltage sag introduced in a third party insurance institution[J].Journal of Electric Power Science and Technology,2016,31(4):11-17(in Chinese).
[17]刘旭娜,肖先勇,汪颖.电压暂降严重程度及其测度、不确定性评估方法[J].中国电机工程学报,2014,34(4):644-658.Liu Xu’na,Xiao Xianyong,Wang Ying.Voltage sag severity and its measure and uncertainty evaluation[J].Proceedings of the CSEE,2014,34(4):644-658(in Chinese).
[18]马中华,焦元珠.具有风险偏好的企业购买营业中断险的保险赔偿期问题[J].财经理论研究,2016(6):81-91.Ma Zhonghua,Jiao Yuanzhu.Insurance compensation period problem on enterprises to purchase business interruption insurance with the risk preference[J].Journal of Finance and Economics Theory,2016(6):81-91(in Chinese).
[19]CIGRE/CIRED/UIE Joint Working Group C4.110.Voltage dip immunity of equipment and installations[R].London:Working Group C4.110,2010.
[20]曹晋华,程侃.可靠性数学引论[M].2版.北京:高等教育出版社,2012.Cao Jinhua,Cheng Kan.Introduction to reliability mathematics[M].The second edition.Beijing:Higher Education Press,2012(in Chinese).
[21]赵丹.寿命及修理时间服从Phase-Type分布的可修系统的可靠性分析[D].秦皇岛:燕山大学,2012.Zhao Dan.Reliability analysis of repairable system with phase type life or phase type repairs[D].Qinhuangdao:Yanshan University,2012(in Chinese).
[21]宁辽逸,吴文传,张伯明.一种适用于运行风险评估的元件修复时间概率分布[J].中国电机工程学报,2009,29(16):15-20.Ning Liaoyi,Wu Wenchuan,Zhang Boming.A novel probability distribution of component repair time for operation risk assessment[J].Proceedings of the CSEE,2009,29(16):15-20(in Chinese).
[23]肖先勇,马超,杨洪耕,等.用电压暂降严重程度和最大熵评估负荷电压暂降敏感度[J].中国电机工程学报,2009,29(31):115-121.Xiao Xianyong,Ma Chao,Yang Honggeng,et al.Stochastic estimation of equipment sensitivity to voltage sag based on voltage sag severity index and maximum entropy principle[J].Proceedings of the CSEE,2009,29(31):115-121(in Chinese).
[24]余秀美,童玲,胡学海.基于MATLAB最大熵分布的最优解[J].电子测量与仪器学报,2004,18(S1):98-103.Yu Xiumei,Tong Ling,Hu Xuehai.Evaluation of uncertainty in measurement based on the maximum entropy method[J].Journal of Electronic Measurement and Instrument,2004,18(S1):98-103(in Chinese).
[25]滕帆,方倩.保险精算基础[M].北京:清华大学出版社,2010:130-134,159-162.Teng Fan,Fang Qian.Foundation of actuarial science[M].Beijing:Tsinghua University Press,2010:130-134,159-162(in Chinese).
[26]Zhong Qing,Huang Wei,Tao Shun,et al.Survey on assessment of power quality cost in Shanghai China[C]//Proceedings of 2014 IEEE PES General Meeting|Conference&Exposition.National Harbor,MD,USA:IEEE,2014.
[27]潘家轺.现代生产管理学[M].4版.北京:清华大学出版社,2018:57-65.Pan Jiayao.Contemporary production management[M].4th ed.Beijing:Tsinghua University Press,2018:57-65(in Chinese).
[28]甄晓晨.面向用户的电能质量经济性评估方法研究[D].北京:华北电力大学,2013.Zhen Xiaochen.Research on economic evaluations for power quality of end-users[D].Beijing:North China Electric Power University,2013(in Chinese).
[2]Van Hertem D,Didden M,Driesen J,et al.Choosing the correct mitigation method against voltage dips and interruptions:a customer-based approach[J].IEEETransactions on Power Delivery,2007,22(1):331-339.
[3]钟庆,林凌雪,易杨,等.电压暂降评估指标(I)--电网薄弱环节指标[J].电力系统及其自动化学报,2012,24(1):110-114.Zhong Qing,Lin Lingxue,Yi Yang,et al.Study on the evaluation index of voltage sags I:unsubstantial location index[J].Proceedings of the CSU-EPSA,2012,24(1):110-114(in Chinese).
[4]刘阳,肖先勇,刘旭娜,等.考虑用户定量需求的优质电力园区DVR优化配置[J].电网技术,2015,39(3):823-828.Liu Yang,Xiao Xianyong,Liu Xu’na,et al.Optimal configuration of DVR in premium power park considering customers’quantitative demand[J].Power System Technology,2015,39(3):823-828(in Chinese).
[5]Milanovic J V,Zhang Yan.Global minimization of financial losses due to voltage sags with facts based devices[J].IEEE Transactions on Power Delivery,2010,25(1):298-306.
[6]李长松,陈韵竹,肖先勇,等.电压暂降保险机制的量化分析[J].电力系统自动化,2017,41(14):99-104,207.Li Changsong,Chen Yunzhu,Xiao Xianyong,et al.Quantitative analysis on insurance mechanisms for voltage sag[J].Automation of Electric Power Systems,2017,41(14):99-104,207(in Chinese).
[7]王春峰.金融市场风险管理[M].天津:天津大学出版社,2001:3-17,46-51.Wang Chunfeng.Management of financial market risk[M].Tianjin:Tianjin University Press,2001:3-17,46-51(in Chinese).
[8]方瑜.全国首款面向电力客户的保险服务产品“电能保”将在全市推行[Z/OL].(2018-07-31)[2018-08-17].http://bendi.news.163.com/guangdong/18/0731/16/DO2A20FK04178D6J.html.Fang Yu.Electricity Insurance,the first insurance service product for power customers in China,will be implemented in the whole city[Z/OL].(2018-07-31)[2018-08-17].http://bendi.news.163.com/guangdong/18/0731/16/DO2A20FK04178D6J.html.
[9]Weddendorf W A.Reliability insurance-when it is practical[J].IEEE Transactions on Industry and General Applications,1968,IGA-4(4):375-378.
[10]Fumagalli E,Black J W,Ilic M,et al.A reliability insurance scheme for the electricity distribution grid[C]//Proceedings of 2001 Power Engineering Society Summer Meeting.Conference Proceedings.Vancouver,BC,Canada:IEEE,2001:261-266.
[11]Fumagalli E,Black J W,Vogelsang I,et al.Quality of service provision in electric power distribution systems through reliability insurance[J].IEEE Transactions on Power Systems,2004,19(3):1285-1293.
[12]林伟明,康重庆,胡左浩,等.改善供用电可靠性的新型停电保险机制[J].电力系统自动化,2006,30(18):27-32.Lin Weiming,Kang Chongqing,Hu Zuohao,et al.New outage insurance mechanism to improve power supply reliability[J].Automation of Electric Power Systems,2006,30(18):27-32(in Chinese).
[13]林其友,高振华,陈星莺,等.电力市场环境下可靠性保险在供电网络中的应用[J].电网技术,2009,33(18):117-123.Lin Qiyou,Gao Zhenhua,Chen Xingying,et al.Application of reliability insurances in distribution network under environment of electricity market[J].Power System Technology,2009,33(18):117-123(in Chinese).
[14]Jin Guanghou,Li Gengyin,Zhou Ming.Application of risk management in power quality market[C]//Proceedings of 2004 International Conference on Power System Technology.Singapore:IEEE,2004.
[15]Li Gengyin,Jin Guanghou,Zhou Ming.Quality insurance based electric energy pricing with multi-quality[C]//Proceedings of the 18th International Conference and Exhibition on Electricity Distribution.Turin,Italy:IEEE,2005.
[16]张逸,马愿谦,吴丹岳,等.引入第三方保险机构的电压暂降风险规避机制研究[J].电力科学与技术学报,2016,31(4):11-17.Zhang Yi,Ma Yuanqian,Wu Danyue,et al.Study on risk aversion mechanism of voltage sag introduced in a third party insurance institution[J].Journal of Electric Power Science and Technology,2016,31(4):11-17(in Chinese).
[17]刘旭娜,肖先勇,汪颖.电压暂降严重程度及其测度、不确定性评估方法[J].中国电机工程学报,2014,34(4):644-658.Liu Xu’na,Xiao Xianyong,Wang Ying.Voltage sag severity and its measure and uncertainty evaluation[J].Proceedings of the CSEE,2014,34(4):644-658(in Chinese).
[18]马中华,焦元珠.具有风险偏好的企业购买营业中断险的保险赔偿期问题[J].财经理论研究,2016(6):81-91.Ma Zhonghua,Jiao Yuanzhu.Insurance compensation period problem on enterprises to purchase business interruption insurance with the risk preference[J].Journal of Finance and Economics Theory,2016(6):81-91(in Chinese).
[19]CIGRE/CIRED/UIE Joint Working Group C4.110.Voltage dip immunity of equipment and installations[R].London:Working Group C4.110,2010.
[20]曹晋华,程侃.可靠性数学引论[M].2版.北京:高等教育出版社,2012.Cao Jinhua,Cheng Kan.Introduction to reliability mathematics[M].The second edition.Beijing:Higher Education Press,2012(in Chinese).
[21]赵丹.寿命及修理时间服从Phase-Type分布的可修系统的可靠性分析[D].秦皇岛:燕山大学,2012.Zhao Dan.Reliability analysis of repairable system with phase type life or phase type repairs[D].Qinhuangdao:Yanshan University,2012(in Chinese).
[21]宁辽逸,吴文传,张伯明.一种适用于运行风险评估的元件修复时间概率分布[J].中国电机工程学报,2009,29(16):15-20.Ning Liaoyi,Wu Wenchuan,Zhang Boming.A novel probability distribution of component repair time for operation risk assessment[J].Proceedings of the CSEE,2009,29(16):15-20(in Chinese).
[23]肖先勇,马超,杨洪耕,等.用电压暂降严重程度和最大熵评估负荷电压暂降敏感度[J].中国电机工程学报,2009,29(31):115-121.Xiao Xianyong,Ma Chao,Yang Honggeng,et al.Stochastic estimation of equipment sensitivity to voltage sag based on voltage sag severity index and maximum entropy principle[J].Proceedings of the CSEE,2009,29(31):115-121(in Chinese).
[24]余秀美,童玲,胡学海.基于MATLAB最大熵分布的最优解[J].电子测量与仪器学报,2004,18(S1):98-103.Yu Xiumei,Tong Ling,Hu Xuehai.Evaluation of uncertainty in measurement based on the maximum entropy method[J].Journal of Electronic Measurement and Instrument,2004,18(S1):98-103(in Chinese).
[25]滕帆,方倩.保险精算基础[M].北京:清华大学出版社,2010:130-134,159-162.Teng Fan,Fang Qian.Foundation of actuarial science[M].Beijing:Tsinghua University Press,2010:130-134,159-162(in Chinese).
[26]Zhong Qing,Huang Wei,Tao Shun,et al.Survey on assessment of power quality cost in Shanghai China[C]//Proceedings of 2014 IEEE PES General Meeting|Conference&Exposition.National Harbor,MD,USA:IEEE,2014.
[27]潘家轺.现代生产管理学[M].4版.北京:清华大学出版社,2018:57-65.Pan Jiayao.Contemporary production management[M].4th ed.Beijing:Tsinghua University Press,2018:57-65(in Chinese).
[28]甄晓晨.面向用户的电能质量经济性评估方法研究[D].北京:华北电力大学,2013.Zhen Xiaochen.Research on economic evaluations for power quality of end-users[D].Beijing:North China Electric Power University,2013(in Chinese).