【摘要】：最近幾十年是地殼的活躍期,研究地震保險(xiǎn)定價(jià)就顯得尤其重要。同時(shí),地震保險(xiǎn)作為巨災(zāi)保險(xiǎn)的一種,已經(jīng)成為了地震經(jīng)濟(jì)損失補(bǔ)救的重要手段,減輕了國家財(cái)政負(fù)擔(dān)。本文的重要工作是：描述了早期的巨災(zāi)保險(xiǎn)、地震保險(xiǎn)制度和DFA模型,構(gòu)建了DFA地震保險(xiǎn)定價(jià)模型以及介紹模型的應(yīng)用：計(jì)算地震純保險(xiǎn)費(fèi)率和模擬破產(chǎn)概率。 本文首先介紹幾個(gè)外國很成功的地震保險(xiǎn)制度,為地震保險(xiǎn)模型提供了很多參考意見。計(jì)算純保險(xiǎn)費(fèi)前,必須把建筑物的破壞程度分成幾類。 其次,介紹DFA模型的框架以及建立模型的步驟。 然后,基于地震的“隨機(jī)性”、“動(dòng)態(tài)性”,結(jié)合DFA建立地震保險(xiǎn)定價(jià)模型：第一,用地震保險(xiǎn)凈費(fèi)率之厘定的工程學(xué)方法計(jì)算費(fèi)率；、第二,利用工科地震學(xué)的相關(guān)公式計(jì)算出地震超越概率；第三,結(jié)合地震損失額滿足對數(shù)分布和地震發(fā)生頻數(shù)滿足Poisson分布模擬保險(xiǎn)公司的破產(chǎn)概率。 最后,根據(jù)昆明市的歷史地震數(shù)據(jù)進(jìn)行模型實(shí)例驗(yàn)證,計(jì)算：在不破產(chǎn)的情況下,投保人交的最合理的保費(fèi);在不同的初始基金、附加費(fèi)率下模擬破產(chǎn)概率。
[Abstract]:In recent decades, the crustal active period, the study of earthquake insurance pricing is particularly important. At the same time, as a catastrophe insurance, earthquake insurance has become an important means to remedy earthquake economic losses and lighten the national financial burden. The important work of this paper is to describe the early catastrophe insurance, earthquake insurance system and DFA model, to construct the DFA earthquake insurance pricing model and to introduce the application of the model, to calculate the seismic pure insurance rate and to simulate the ruin probability. This paper first introduces several successful earthquake insurance systems in foreign countries, and provides a lot of references for earthquake insurance models. Before calculating the pure insurance premium, the damage degree of the building must be divided into several categories. Secondly, the framework of the DFA model and the steps to establish the model are introduced. Then, based on the "randomness" and "dynamic" of earthquake, combined with DFA, the pricing model of earthquake insurance is established: first, the engineering method of determining net rate of earthquake insurance is used to calculate the rate; second, The seismic transcendence probability is calculated by using the relevant formulas of engineering seismology. Thirdly, the ruin probability of insurance companies is simulated by combining the logarithmic distribution of earthquake losses and the frequency of earthquake occurrence to Poisson distribution. Finally, according to the historical seismic data of Kunming City, the model example is used to verify the model and calculate the most reasonable premium paid by the policyholder in the case of no bankruptcy, and the probability of bankruptcy is simulated under different initial funds and additional rates.
【學(xué)位授予單位】：中南大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F840.64;F224

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本文編號(hào)：2266083