本文選題：環(huán)境責任保險 + 保費　； 參考：《中國海洋大學(xué)》2013年碩士論文

【摘要】：近年來,環(huán)境污染問題在經(jīng)濟高速增長的背景下日益突顯,大氣污染、海洋污染、淡水污染等突發(fā)事件頻繁發(fā)生。對環(huán)境污染的受害人進行賠償,是保護公民合法環(huán)境權(quán)益的必然要求,但是巨額的損害賠償金又給企業(yè)和社會帶來了沉重負擔。為解決這一困惑局面,環(huán)境責任保險制度應(yīng)運而生。2007年12月,原國家環(huán)�？偩趾椭袊１O(jiān)會聯(lián)合印發(fā)了《關(guān)于環(huán)境污染責任保險工作的指導(dǎo)意見》,2013年1月中國環(huán)境保護部和保監(jiān)會又聯(lián)合發(fā)布《關(guān)于開展環(huán)境污染強制責任保險試點工作的指導(dǎo)意見》,為環(huán)境污染責任保險制度的發(fā)展提供了政策依據(jù)。 保險定價是環(huán)境責任保險制度的重要內(nèi)容之一,保險定價主要包括三個方面內(nèi)容：保費的厘定,準備金的提取以及再保險安排,其中保費厘定是保險定價的核心內(nèi)容。保費的高低直接影響企業(yè)的參保意愿與保險公司的經(jīng)營狀況,因此,科學(xué)地厘定保費不僅有利于環(huán)境責任保險制度的有效運行,同時有利于企業(yè)和社會的穩(wěn)定發(fā)展。我國環(huán)境責任保險制度起步較晚,對于環(huán)境責任保險保費厘定方面的研究較少。目前學(xué)者對環(huán)境責任保險保費厘定方法的研究中,大都采用參數(shù)估計方法對索賠金額數(shù)據(jù)的分布進行擬合,即預(yù)先假定索賠金額數(shù)據(jù)符合某一理論分布,然后進行保費和費率的厘定。而非參數(shù)估計方法的思想為在對總體分布盡可能少的假定前提下,利用數(shù)據(jù)本身對總體分布進行估計。在研究大量金融領(lǐng)域與非壽險領(lǐng)域其他保險業(yè)務(wù)運用非參數(shù)方法進行定價的文獻的基礎(chǔ)上,考慮到環(huán)境責任保險索賠金額數(shù)據(jù)的分布大多具有尖峰、厚尾、不完全對稱的特征,不能完全符合某一理論模型,本文將非參數(shù)估計理論中的非參數(shù)核密度估計方法運用到環(huán)境責任保險保費厘定過程的研究中。主要的研究工作有： (1)在對環(huán)境責任保險的概念、屬性和保費厘定特點進行分析的基礎(chǔ)上,對環(huán)境責任保險的保費厘定過程進行概括,可分為索賠數(shù)據(jù)的整理及分布擬合、純保費的計算及費用和利潤附加三個方面,重點分析了索賠金額數(shù)據(jù)分布的擬合這一步驟。論文分析了基于參數(shù)估計方法的環(huán)境責任保險索賠金額數(shù)據(jù)分布的擬合方法,并將非參數(shù)估計方法引入到環(huán)境責任保險保費厘定的過程中,最后對兩種估計方法進行了比較。 (2)對非參數(shù)估計理論中的非參數(shù)密度估計理論進行了系統(tǒng)的分析,通過對比分析非參數(shù)密度估計理論的四種估計方法—直方圖估計法、Rosenblatt估計方法、Parzen核密度估計方法和最鄰近估計法,發(fā)現(xiàn)Parzen核密度估計法應(yīng)用范圍較廣,理論較為完善,應(yīng)用性較強,因此選擇此方法進行實證分析。在研究了非參數(shù)核密度估計理論中窗寬的選取原則及兩種常用的選取方法——Silverman經(jīng)驗法則和交叉驗證法的基礎(chǔ)上,結(jié)合環(huán)境責任保險數(shù)據(jù)的有限性及方法的適用性,選取Silverman經(jīng)驗法則進行實證研究。 (3)以化學(xué)原料與化學(xué)制品制造業(yè)為研究對象,對環(huán)境責任保險的保費厘定進行實證研究。首先對索賠次數(shù)的分布進行擬合。然后對索賠金額的概率函數(shù)進行估計：分析環(huán)境責任保險的索賠金額數(shù)據(jù)的分布特征,由于其不符合Silverman經(jīng)驗法則的適用條件,需要對數(shù)據(jù)進行變換處理；對處理后的數(shù)據(jù)使用Silverman經(jīng)驗法則選取窗寬,應(yīng)用非參數(shù)核密度估計方法對其概率密度函數(shù)進行估計,并且對估計的結(jié)果進行檢驗；運用數(shù)學(xué)變換得到索賠金額數(shù)據(jù)的概率密度函數(shù)。最后根據(jù)索賠金額的密度函數(shù)得到索賠金額的期望,并結(jié)合索賠頻率計算得出保費。
[Abstract]:In recent years, the problem of environmental pollution in the background of rapid economic growth has become increasingly prominent, air pollution, marine pollution, water pollution incidents have occurred frequently. To compensate the victims of environmental pollution, is an inevitable requirement to protect the lawful rights and interests of the environment, but also huge damages to the enterprise and society has brought a heavy burden. In order to solve the confusion situation, environmental liability insurance system came into being.2007 in December, the former State Environmental Protection Administration and China CIRC jointly issued "guidance on the work of environmental pollution liability insurance on January 2013, China Ministry of environmental protection and the China Insurance Regulatory Commission jointly issued the" guiding opinions on carrying out the "environmental pollution liability insurance pilot work that provides the policy basis for the development of environmental pollution liability insurance system.
Insurance pricing is one of the important contents of the environmental liability insurance system, insurance pricing mainly includes three aspects: the determination of the premium, reserving and reinsurance arrangements, which is the core content of insurance premium pricing. The premium will directly affect the willingness and insurance companies operating conditions, therefore, scientifically determining the premium not only conducive to the effective operation of the environmental liability insurance system, and is conducive to the stable development of enterprises and the society. The environmental liability insurance system in China started late, for the study of environmental liability insurance premium of less. At present, researches on the environmental liability insurance premium method, distribution fitting method for estimating the amount of the claim data most of the parameters, which presupposes the claim amount distribution data in accordance with a theory, then the premium and the premium rate. . the non parameter estimation method for as much as possible to the overall distribution of the premise of less, using data on the overall distribution is estimated. Based pricing literature in a number of studies of the financial sector and the non life insurance business in other fields by using non parametric methods, considering the distribution of environmental liability insurance claims data mostly with spike thick tail characteristics, is not completely symmetrical, not fully consistent with a theoretical model, this paper will study the nonparametric estimation of nonparametric kernel density estimation method is applied to the theory of environmental liability insurance premium is determined in the process. The main research work includes:
(1) the concept of environmental liability insurance, analyses the attributes and characteristics of premium, the premium of environmental liability insurance are summarized, which can be divided into fitting and finishing distribution of claim data, calculate the net premium and additional expenses and profits of the three aspects, analyzes the steps the claim amount distribution fitting. This paper analyzes the fitting parameter estimation method of environmental liability insurance claims data distribution method based on the non parameter estimation method is introduced into the process of environmental liability insurance premium in the two estimation methods are compared.
(2) the theory of systematic analysis in the theory of nonparametric density estimation of non parametric estimation, through the comparative analysis of non parametric density estimation theory of four estimation methods: histogram estimation method, Rosenblatt estimation method, Parzen kernel density estimation method and the nearest neighbor estimation method, Parzen kernel density estimation method has a wide application range and the relatively perfect theory and practical application, so we choose this method to do empirical analysis. On the basis of the principle of non parametric kernel density estimation and two kinds of selection methods -- Silverman experience and cross validation method to select the window width in the theory, combined with the limited applicability and method of environmental liability insurance data the selection of Silverman rule of thumb for empirical research.
(3) the chemical raw materials and chemical products manufacturing industry as the research object, carries on the empirical research on the environmental liability insurance premium. The distribution fitting of the claim number. Then the probability function of the amount of the claim to be estimated: the analysis on distribution characteristics of the number of claims of environmental liability insurance according to the applicable conditions, because it does not meet the the Silverman rule of thumb, the need for data transform; selecting the bandwidth using Silverman rule of thumb after dealing with the data, methods of the probability density function of non parametric kernel density estimation and application, and to verify the estimation results; using mathematical transform probability density function of the claim amount of data. Finally, the amount of the claim expectations are according to the density function of the amount of the claim, and combined with the claim frequency calculated premium.

【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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