本文選題：環(huán)境責(zé)任再保險　切入點：帕累托定價法　出處：《中國海洋大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

【摘要】：環(huán)境責(zé)任保險作為處理環(huán)境污染問題一種有效的經(jīng)濟(jì)政策,在我國經(jīng)過部分城市試點與理論探討,于2013年2月作為第二個全國性的強(qiáng)制責(zé)任險被推出。在環(huán)境責(zé)任保險長期健康發(fā)展中,再保險的支持非常重要。環(huán)境責(zé)任再保險的開設(shè)不僅能夠分散原保險公司的風(fēng)險,還有助于完善環(huán)境責(zé)任保險體系。而合理定價是環(huán)境責(zé)任再保險制度發(fā)展的前提,因此本文將探討環(huán)境責(zé)任再保險的定價問題。 在研究環(huán)境責(zé)任再保險定價之前,本文首先對環(huán)境責(zé)任再保險的模式進(jìn)行了確定。在對再保險模式理論分析的基礎(chǔ)上,考慮到環(huán)境污染損失風(fēng)險較大與環(huán)境污染損失數(shù)據(jù)的不充分,為使保險公司在風(fēng)險一定的情況下實現(xiàn)收益最大化,將非比例再保險定為環(huán)境責(zé)任再保險的模式。同時,通過比較非比例再保險下三種模式的適用情況,最終將環(huán)境責(zé)任再保險的定價模式確定為險位超賠再保險。 本文以環(huán)境責(zé)任再保險的費率厘定為研究對象,重點研究了環(huán)境責(zé)任再保險定價方法的選擇與環(huán)境責(zé)任再保險模型的建立。在梳理再保險各種定價方法的基礎(chǔ)上,考慮到環(huán)境污染損失數(shù)據(jù)的不充分性、風(fēng)險的可保性、損失數(shù)據(jù)不具有周期性、風(fēng)險曲線構(gòu)建困難等特點,將經(jīng)驗定價法中帕累托定價法確定為環(huán)境責(zé)任再保險的定價法。同時,考慮到環(huán)境污染損失數(shù)據(jù)的厚尾性,將能夠很好地處理厚尾數(shù)據(jù)的極值理論引入到該定價方法中,重點對環(huán)境污染引起的責(zé)任損失進(jìn)行了損失分布的擬合,使得環(huán)境責(zé)任再保險的定價模型更加精準(zhǔn)。 最后,論文以化學(xué)原料與化學(xué)制品制造業(yè)為例運用環(huán)境責(zé)任再保險費率厘定模型測算出了該行業(yè)的環(huán)境責(zé)任再保險費。全文涵蓋了環(huán)境責(zé)任再保險費率厘定的全過程,通過對環(huán)境責(zé)任再保險費率模型的構(gòu)建與實證研究,豐富了環(huán)境責(zé)任再保險定價理論,為環(huán)境責(zé)任再保險費率的厘定提供了一定的思路借鑒,為完善我國的環(huán)境責(zé)任保險體系,推進(jìn)環(huán)境責(zé)任保險在我國的開展做了一定貢獻(xiàn)。
[Abstract]:As an effective economic policy to deal with environmental pollution, environmental liability insurance has been tested and discussed in some cities in China. In February 2013, as the second national compulsory liability insurance, it was introduced. In the long-term healthy development of environmental liability insurance, the support of reinsurance is very important. The establishment of environmental liability reinsurance not only can spread the risk of the original insurance company. Reasonable pricing is the premise of the development of environmental liability reinsurance system, so this paper will discuss the pricing of environmental liability reinsurance. Before studying the pricing of environmental liability reinsurance, this paper first determines the model of environmental liability reinsurance. Considering the large risk of environmental pollution loss and the insufficient data of environmental pollution loss, in order to maximize the profit of insurance company under certain risk, non-proportional reinsurance is adopted as the mode of environmental liability reinsurance. By comparing the application of the three models under non-proportional reinsurance, the pricing model of environmental liability reinsurance is determined to be risk position excess loss reinsurance. In this paper, the pricing method of environmental liability reinsurance and the establishment of environmental liability reinsurance model are studied. Considering the inadequacies of data on environmental pollution losses, the insurability of risks, the non-periodicity of loss data and the difficulty in constructing risk curves, The Pareto pricing method of empirical pricing method is determined as the pricing method of environmental liability reinsurance. Considering the thick tail of the data of environmental pollution loss, the extreme value theory which can deal with the heavy tail data is introduced into the pricing method. The emphasis is on fitting the loss distribution of the liability loss caused by environmental pollution, which makes the pricing model of environmental liability reinsurance more accurate. Finally, the paper takes the chemical raw materials and chemical products manufacturing industry as an example to calculate the environmental responsibility reinsurance premium by using the environmental liability reinsurance rate determination model. The whole paper covers the whole process of setting the environmental responsibility reinsurance rate. Through the construction and empirical research on the model of environmental liability reinsurance rate, it enriches the pricing theory of environmental liability reinsurance, provides some ideas for the determination of environmental liability reinsurance rate, and improves the environmental liability insurance system in China. The promotion of environmental liability insurance in China has made a certain contribution.
【學(xué)位授予單位】：中國海洋大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F842.69

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