我国地震巨灾期权定价机制研究

我国是全球地震频发、损失最为严重的国家之一,但金融业在地震巨灾风险保障中却一直没有发挥应有的作用,我国地震巨灾期权发展严重滞后。因此,必须构建我国地震巨灾期权定价模型。同时,在应对地震巨灾的金融体系构建与创新的过程中,特别是在推进地震巨灾期权进行风险管理的过程中,需要进一步健全地震巨灾期权发展的外部保障体系,发展和完善我国金融市场和金融机构,加速地震巨灾期权的研发力度,改进和强化地震巨灾期权市场的监管体系。

A Study of the Pricing Mechanism of Option during China's Earthquake Catastrophe Period

China is one of the countries which have frequent earthquakes and suffer heavy losses around the world,while the financial industry has not made any due contribution to the risk protection during such catastrophes.The development of the earthquake catastrophe options in China is seriously lagging behind.Therefore,a pricing model for earthquake catastrophe option must be constructed.Meanwhile,in the process of establishing and innovating the financial system to respond to the earthquake catastrophe,especiall...