基于复合极值模型的洪灾风险评估与保险
|
摘要
中国近年来气候变化异常,极端严重灾害多发。典型如洪水灾害,呈现出较厚尾分布的特性,给农业生产和农民生活带来了巨大损失。如何对洪灾所造成的损失进行估算和拟合,是公平合理厘定洪灾保险费率的前提,也是保障洪灾保险推广运行的关键。本文将极值风险模型运用于洪灾风险的定量研究,采用泊松复合极值模型拟合洪灾灾害损失概率及损失程度,并就结果在洪灾保险的承保及转移分散机制中的运用提出对策。
Due to the unusual climatic change in recent years,extremely serious disasters have occured frequently. Typical disasters such as floods,have a thick-tailed distribution,which has caused huge losses to agricultural production and farmaers' lives.. How to estimate and fit the loss of flood risk is the premise to determine the flood insurance rate fairl and reasonably,and is also the key to the promotion and operation of flood insurance. In this paper,the extreme risk model is introduced into the study to estimate flood risk. Poisson compound extreme value model is used to fit the probability and the degree of flood disaster loss. The framework of flood insurance in China is designed abased on the results.
Due to the unusual climatic change in recent years,extremely serious disasters have occured frequently. Typical disasters such as floods,have a thick-tailed distribution,which has caused huge losses to agricultural production and farmaers' lives.. How to estimate and fit the loss of flood risk is the premise to determine the flood insurance rate fairl and reasonably,and is also the key to the promotion and operation of flood insurance. In this paper,the extreme risk model is introduced into the study to estimate flood risk. Poisson compound extreme value model is used to fit the probability and the degree of flood disaster loss. The framework of flood insurance in China is designed abased on the results.
引文
1.Freeman,P.,K.Kunreuther,H.Managing Environment Risk Through Insurance.International Yearbook of Environmental and Resource Economics,1997
2.Meyer,B.The Insurance of Nature Hazard:Proposal to an Appropriate Risk Partnership Between Insurance,Reinsurers the Government and the policyholders.The Geneva Paper on Risk and Insurance,1996(80):393~400
3.卓志,王伟哲.巨灾风险厚尾分布:POT模型及其应用.保险研究,2011(8):13~19
4.徐磊.农业巨灾风险评估模型研究.中国农业科学院,2012
5.肖海清,孟生旺.极值理论及其在巨灾再保险定价中的应用.数理统计与管理,2013,32(2):240~246
6.龚维维.基于极值理论的巨灾风险管理研究.西南财经大学,2014
7.吴亚玲,姜珊,吴先华,周蕾.基于极值理论的广东省台风灾害损失分布及其金融对策研究.灾害学,2017,32(1):26~131
8.葛宇.我国洪灾保险模式的选择.经济与法,2012(115):161~16
9.刘家养.广西家庭财产洪水保险费率厘定的实证研究---基于期望损失法和资本资产定价模型.理论探讨,2017(15):82~86
10.华家鹏,李国芳,朱元,周毅.洪水保险研究.科学进展,1997(8):226~232
11.杨雪君,张文峰.我国洪水保险基金运行模式探究.金融理论与教学,2017(3):45~49
12.陈少平.我国洪灾保险供给不足的成因分析.金融论苑,2009(5):168~170
13.毛德华,贺新光,彭鹏等.洪灾风险分析的国内外研究现状及展望(1)---防洪减灾过程风险分析研究现状.自然灾害学报,2009(1):150~157
2.Meyer,B.The Insurance of Nature Hazard:Proposal to an Appropriate Risk Partnership Between Insurance,Reinsurers the Government and the policyholders.The Geneva Paper on Risk and Insurance,1996(80):393~400
3.卓志,王伟哲.巨灾风险厚尾分布:POT模型及其应用.保险研究,2011(8):13~19
4.徐磊.农业巨灾风险评估模型研究.中国农业科学院,2012
5.肖海清,孟生旺.极值理论及其在巨灾再保险定价中的应用.数理统计与管理,2013,32(2):240~246
6.龚维维.基于极值理论的巨灾风险管理研究.西南财经大学,2014
7.吴亚玲,姜珊,吴先华,周蕾.基于极值理论的广东省台风灾害损失分布及其金融对策研究.灾害学,2017,32(1):26~131
8.葛宇.我国洪灾保险模式的选择.经济与法,2012(115):161~16
9.刘家养.广西家庭财产洪水保险费率厘定的实证研究---基于期望损失法和资本资产定价模型.理论探讨,2017(15):82~86
10.华家鹏,李国芳,朱元,周毅.洪水保险研究.科学进展,1997(8):226~232
11.杨雪君,张文峰.我国洪水保险基金运行模式探究.金融理论与教学,2017(3):45~49
12.陈少平.我国洪灾保险供给不足的成因分析.金融论苑,2009(5):168~170
13.毛德华,贺新光,彭鹏等.洪灾风险分析的国内外研究现状及展望(1)---防洪减灾过程风险分析研究现状.自然灾害学报,2009(1):150~157