| 巨灾保险费率精算模型及其应用研究 |
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| 引用本文： | 石兴.巨灾保险费率精算模型及其应用研究[J].南京金融高等专科学校学报,2011(2):17-25. |
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| 作者姓名： | 石兴 |
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| 作者单位： | 中银保险有限公司,北京100140 |
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| 摘 要： | 由于巨灾风险及其保险具有特殊性,风险可保性＂经典定义＂和大数法则不适用于巨灾保险及其费率精算。基于巨灾保险概念,在对巨灾事件离散模型、经济损失模型和保险损失模型研究的基础上建立了巨灾保险费率精算模型。以福建巨灾保险区划内住宅所面临的巨灾台风为例,利用实证数据资料对该模型及其矩阵化的应用方法进行了验证,结果表明该巨灾保险费率精算模型通用性强,易操作,结果较为可靠。
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| 关 键 词： | 巨灾风险 巨灾保险 费率精算模型 福建巨灾台风保险 |
Study on the Actuary Model of Catastrophe Insurance and Its Application |
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| SHI Xing.Study on the Actuary Model of Catastrophe Insurance and Its Application[J].Journal of Nanjing Higher Finance College,2011(2):17-25. |
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| Authors: | SHI Xing |
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| Abstract: | According to the notion of catastrophe insurance,the model of catastrophe insurance expected loss is established based on the scattered model of catastrophe events and models of economic loss and insurance loss,therefore the actuary of catastrophe insurance is modeled successfully.The actuary model of catastrophe insurance and its matrix application are effectively verified by the use of the information in the case of the real estates damaged by the specified typhoon in Fujian province.The conclusion shows that the actuary model of catastrophe insurance and its matrix application are universal,operable and reliable. |
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| Keywords: | catastrophe risk catastrophe insurance tariff actuary model catastrophe insurance against typhoon in Fujian province |
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