【摘要】：近年來(lái),火災(zāi)事故頻發(fā),給社會(huì)帶來(lái)了巨大的損失。一場(chǎng)場(chǎng)公眾場(chǎng)所火災(zāi)事故催生出人們對(duì)火災(zāi)公眾責(zé)任保險(xiǎn)的迫切需求。但目前,我國(guó)火災(zāi)公眾責(zé)任保險(xiǎn)承保范圍窄、定價(jià)技術(shù)不夠發(fā)達(dá)等問(wèn)題的存在,使得火災(zāi)公眾責(zé)任保險(xiǎn)的發(fā)展困難重重。本文以火災(zāi)公眾責(zé)任保險(xiǎn)為視角,探討了我國(guó)火災(zāi)公眾責(zé)任保險(xiǎn)定價(jià)問(wèn)題,為火災(zāi)公眾責(zé)任保險(xiǎn)科學(xué)合理定價(jià)提供了思路。 本文在研究火災(zāi)公眾責(zé)任保險(xiǎn)定價(jià)之前,首先明確了火災(zāi)公眾責(zé)任的承保范圍,在總結(jié)國(guó)外發(fā)展經(jīng)驗(yàn)的基礎(chǔ)上,分析了我國(guó)火災(zāi)公眾責(zé)任保險(xiǎn)的發(fā)展現(xiàn)狀及存在的問(wèn)題,為我國(guó)火災(zāi)公眾責(zé)任保險(xiǎn)的發(fā)展提供了思路。為保證火災(zāi)公眾責(zé)任保險(xiǎn)定價(jià)理論的科學(xué)性和先進(jìn)性,本文系統(tǒng)梳理了目前發(fā)展比較成熟且相對(duì)先進(jìn)的責(zé)任保險(xiǎn)定價(jià)理論,通過(guò)比較分析,選擇發(fā)展最為成熟且假設(shè)條件少的精算定價(jià)理論作為火災(zāi)公眾責(zé)任保險(xiǎn)定價(jià)方法,并呈獻(xiàn)出火災(zāi)公眾責(zé)任保險(xiǎn)的整個(gè)定價(jià)過(guò)程。 在利用精算方法對(duì)火災(zāi)公眾責(zé)任保險(xiǎn)進(jìn)行定價(jià)時(shí),正確的損失分布擬合方法是損失分布擬合精度的重要保證。在對(duì)火災(zāi)損失數(shù)據(jù)進(jìn)行擬合時(shí),本文引進(jìn)了非參數(shù)損失分布擬合方法,與參數(shù)損失分布擬合方法相比,該方法并不事先假定損失數(shù)據(jù)服從特定分布,而是從樣本數(shù)據(jù)自身特點(diǎn)出發(fā),使擬合出的損失分布更加符合現(xiàn)實(shí)分布,保證了損失分布的精確性及保費(fèi)的合理性。在利用非參數(shù)核密度估計(jì)方法擬合了損失分布后,得到了火災(zāi)損失的期望損失均值,進(jìn)而得到純保費(fèi)。 在此基礎(chǔ)上,考慮到火災(zāi)公眾責(zé)任保險(xiǎn)的特殊性,結(jié)合不同行業(yè)、營(yíng)業(yè)面積、建筑物結(jié)構(gòu)及防火設(shè)施等因素對(duì)總保費(fèi)的影響,對(duì)火災(zāi)公眾責(zé)任保險(xiǎn)實(shí)行差別費(fèi)率,這使得測(cè)算結(jié)果更加科學(xué)合理。 為驗(yàn)證該定價(jià)方法的可行性,本文以我國(guó)批發(fā)零售場(chǎng)所火災(zāi)事故損失數(shù)據(jù)為對(duì)象,進(jìn)行了實(shí)證研究。 本文在以下幾個(gè)方面進(jìn)行了創(chuàng)新性探討： (1)在對(duì)火災(zāi)公眾責(zé)任保險(xiǎn)損失分布進(jìn)行擬合時(shí),創(chuàng)新性的引入了非參數(shù)核密度估計(jì)方法。該方法并不事先假設(shè)樣本數(shù)據(jù)服從特定的分布,而是直接從樣本數(shù)據(jù)的特點(diǎn)出發(fā)擬合損失分布,使得擬合結(jié)果與實(shí)際分布更加吻合,更具實(shí)際利用價(jià)值,克服了精算定價(jià)方法中利用參數(shù)方法擬合損失分布的缺陷。 (2)完善了火災(zāi)損失分布賠付標(biāo)準(zhǔn)。在處理實(shí)證數(shù)據(jù)時(shí),對(duì)傷亡人員賠付標(biāo)準(zhǔn)進(jìn)行細(xì)化,保證了損失賠付的準(zhǔn)確性。 (3)檢驗(yàn)了非參數(shù)方法在火災(zāi)公眾責(zé)任保險(xiǎn)中的適用性,拓展了火災(zāi)公眾責(zé)任保險(xiǎn)的定價(jià)思路。以批發(fā)零售業(yè)火災(zāi)為研究對(duì)象,給出了火災(zāi)公眾責(zé)任保險(xiǎn)的定價(jià)過(guò)程。
[Abstract]:In recent years, frequent fire accidents have brought huge losses to the society. A fire accident in public places has given rise to the urgent need for public liability insurance in fire. However, at present, the insurance coverage of fire public liability insurance in China is narrow, pricing technology is not developed, and so on, which makes the development of fire public liability insurance difficult. From the perspective of fire public liability insurance, this paper discusses the pricing problem of fire public liability insurance in China, which provides a way of thinking for the scientific and reasonable pricing of fire public liability insurance. Before studying the pricing of fire public liability insurance, this paper firstly clarifies the coverage scope of fire public liability insurance. On the basis of summarizing the development experience of foreign countries, this paper analyzes the present situation and existing problems of fire public liability insurance in China. It provides ideas for the development of fire public liability insurance in China. In order to ensure the scientific and advanced nature of the pricing theory of fire public liability insurance, this paper systematically combs the relatively mature and relatively advanced liability insurance pricing theory, and through comparative analysis, The most mature and hypothetical actuarial pricing theory is chosen as the pricing method of fire public liability insurance, and the whole pricing process of fire public liability insurance is presented. When the fire public liability insurance is priced by actuarial method, the correct fitting method of loss distribution is an important guarantee for the accuracy of loss distribution fitting. When fitting the fire loss data, this paper introduces the non-parametric loss distribution fitting method. Compared with the parametric loss distribution fitting method, the method does not presuppose the loss data from a specific distribution. On the basis of the characteristics of the sample data, the distribution of the loss is more in line with the actual distribution, which ensures the accuracy of the loss distribution and the rationality of the premium. After the loss distribution is fitted by the nonparametric kernel density estimation method, the expected loss mean of fire loss is obtained, and then the pure premium is obtained. On this basis, considering the particularity of fire public liability insurance, combined with different industries, business area, building structure and fire prevention facilities and other factors on the total premium, the fire public liability insurance rate is different. This makes the results more scientific and reasonable. In order to verify the feasibility of the pricing method, this paper makes an empirical study on the fire loss data of wholesale and retail establishments in China. In this paper, the following aspects are discussed: (1) when fitting the loss distribution of fire public liability insurance, the nonparametric kernel density estimation method is innovatively introduced. This method does not presuppose that the sample data is distributed according to the specific distribution, but directly matches the loss distribution according to the characteristics of the sample data, which makes the fitting result more consistent with the actual distribution and has more practical use value. It overcomes the defect of using parameter method to fit the loss distribution in actuarial pricing method. (2) the standard of fire loss distribution and compensation has been improved. In dealing with empirical data, the standard of compensation for casualties is refined to ensure the accuracy of compensation for loss. (3) the applicability of non-parametric method in fire public liability insurance is tested, and the pricing thinking of fire public liability insurance is extended. Taking wholesale and retail fire as the research object, the pricing process of fire public liability insurance is given.
【學(xué)位授予單位】：中國(guó)海洋大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類(lèi)號(hào)】：F842.69

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