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1.
资本资产定价模型在工程地震保险费率厘定中的应用 总被引：2，自引：0，他引：2
作为国际金融市场的重要组成部分,保险市场在当下的全球经济复苏中发挥着重要作用。保险是地震灾害危机处理的一种重要方式。现有的工程地震保费厘定通常只着力于纯保费,对风险附加费的考量往往依经验,从而导致保费中无法体现对风险的补偿,成为工程地震险发展的瓶颈。本文通过将金融市场中的资本资产定价模型（CAPM）引入工程地震险的定价分析,从资本市场的角度探讨该模型在工程地震险定价中的应用,弥补了传统工程地震险保费厘定方法的固有缺陷,使得保费计算更为科学合理。最后,应用于一具体工程实例,验证了该模型的可行性和有效性。 相似文献
2.
地震是群灾之首,一次破坏性地震可以造成巨大的生命和财产损失。地震保险风险责任大,是保险公司难以独立承担的业务,必然亏损;单位或个人心存侥幸,不愿投保。这种逆向选择的局面严重制约了地震保险业的发展。随着时代的进步和科学技术的发展,地震保险离我们愈近,本文就地震保险的政策引导和商业盈利进行探讨,提出建立灾害基金,政策性强制保险及保险公司非盈利性经营的一些看法。 相似文献
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4.
The Global Earthquake Vulnerability Estimation System (GEVES): an approach for earthquake risk assessment for insurance applications 总被引：4，自引：0，他引：4
Robin Spence Emily So Sarah Jenny Hervé Castella Michael Ewald Edmund Booth 《Bulletin of Earthquake Engineering》2008,6(3):463-483
For the insurance and reinsurance industries, earthquake loss estimation is crucial not only to adequately price its product
but also to manage the accumulation risk in the face of the ever-increasing exposure in highly seismic regions. Changes in
the built environment and a continuously evolving earthquake science make it a necessity for the industry to constantly refine
earthquake loss estimation models. In particular, it has been recognized for a long time that the vulnerability of buildings
to ground shaking is a key parameter in any earthquake risk model. Current methods tend either to rely on the limited historical
damage and loss data or on the numerical simulation of the response of individual buildings to the ground-shaking produced
by earthquakes. Although both methods have their advantages and pitfalls, we are proposing here a simple solution, using transparent
input data, that can be realistically used for the needs of the insurance and reinsurance industry, whether detailed information
about the insured structures is available or not. The resulting product is known as GEVES (Global Earthquake Vulnerability
Estimation System). It is primarily intended for evaluating the mean damage ratio (MDR) suffered by a portfolio of buildings
classified by use, under the action of a given earthquake scenario (i.e. an earthquake of given size at a given distance from
the portfolio of buildings). A key assumption was that macroseismic intensity rather than spectral displacement would be the
basis of loss estimation. The paper describes the model with emphasis on its structure and the justification for the assumptions
made. In addition to a new set of earthquake vulnerability functions, the paper also provides recommendations on some aspects
of the earthquake hazard, in particular about how to define macroseismic intensity at the site of interest, for a given earthquake
scenario. This paper also discusses validation of the GEVES model against calculated vulnerability approaches, and the treatment
of uncertainty within the model. 相似文献
5.
Introduction Earthquake often brings large catastrophe to the mankind, especially in recent years when a large number of destructive earthquakes occur in the whole globe, which have caused tremendous casualties and losses to the people. Obviously, it is not very reasonable to make up financial losses and carry out post-seismic reconstruction by the government only for such kind of huge earth- quake losses. Therefore, as an effective measure to raise fund and make up financial losses, earth- qu… 相似文献
6.
Cities’ ability reducing earthquake disasters is a complex system involving numerous factors, moreover the research on evaluating
cities’ ability reducing earthquake disasters relates to multi-subject, such as earthquake science, social science, economical
science and so on. In this paper, firstly, the conception of cities’ ability reducing earthquake disasters is presented, and
the ability could be evaluated with three basic elements — the possible seismic casualty and economic loss during the future
earthquakes that are likely to occur in the city and its surroundings and time required for recovery after earthquake; based
upon these three basic elements, a framework, which consists of six main components, for evaluating city’s ability reducing
earthquake disasters is proposed; then the statistical relations between the index system and the ratio of seismic casualty,
the ratio of economic loss and recovery time are gained utilizing the cities’ prediction results of earthquake disasters which
were made during the ninth five-year plan; at last, the method defining the comprehensive index of cities’ ability reducing
earthquake disasters is presented. Thus the relatively comprehensive theory frame is set up. The frame can evaluate cities’
ability reducing earthquake disasters absolutely and quantitatively and consequently instruct the decision-making on reducing
cities’ earthquake disasters loss.
Foundation item: State Important Research Project of China (95130603). 相似文献
7.
建筑物地震损失风险与保险费用的确定方法 总被引：5，自引：0，他引：5
本文结合我国地震危险性和建筑物抗震设防标准提出了地震损失风险评估概率模型,并给出了建筑物地震保险金额和保险费率的计算方法。用该方法可以计算各类建筑物的保险费用,计算结果与国际地震保险业的经验数据较一致。同时,本文还利用GIS技术展示了与保险金额和保险费率的空间分布状态相关的属性数据,为保险当事人提供了实施地震保险的科学依据。 相似文献
8.
将商业保险引入建筑物防震减灾是减少地震损失的一种有效经济手段。对建筑物地震保险进行讨论,对地震保险的形式、承保—理赔机制、保险基金等主要问题作了详细的阐述,建议将年震害期望损失比作为纯费率厘定的主要原则,同时以未来一段时间内的最大期望损失率估算地震保险基金的规模。 相似文献
9.
刍议国际地震保险投保率 总被引：1，自引：0，他引：1
地震灾难带来的损失日益增加的问题，让保险业至今难以应对。地震发生频率低、损失巨大而保险公司的承保能力又十分有限，加之，社会公众的投保意识薄弱，造成地震保险投保率过低。从地震灾情入手，介绍了国际地震保险开展情况，剖析了地震保险投保率过低的原因，并针对问题提出了解决措施。 相似文献
10.
Earthquake disasters affect many structures and infrastructure simultaneously and collectively, and cause tremendous tangible
and intangible loss. In particular, catastrophic earthquakes impose tremendous financial stress on insurers who underwrite
earthquake insurance policies in a seismic region, resulting in possible insolvency. This study develops a stochastic net
worth model of an insurer undertaking both ordinary risk and catastrophic earthquake risk, and evaluates its solvency and
operability under catastrophic seismic risk. The ordinary risk is represented by a geometric Brownian motion process, whereas
the catastrophic earthquake risk is characterized by an earthquake-engineering-based seismic loss model. The developed model
is applied to hypothetical 4000 wood-frame houses in south-western British Columbia, Canada, to investigate the impact of
key insurance portfolio parameters to insurer’s ruin probability and business operability. The analysis results indicate:
(i) the physical effects of spatially correlated ground motions and local soil conditions at insured properties are significant;
(ii) the insurer’s earthquake risk exposure depends greatly on insurance arrangement (e.g. deductible and cap); and (iii)
the maintenance of sufficient initial surplus is critical in keeping insurer’s insolvency potential reasonably low, while
volatility of non-catastrophic risk is the key for insurer’s business stability. The results highlight the importance of adequate
balance between business stability under normal conditions and solvency under extreme conditions for efficient earthquake
risk management. Flexibility for determining an insurance arrangement would be beneficial for insurers to enhance their portfolio
performance and to offer more affordable coverage to their clients. 相似文献
11.
合理的地震灾害经济可接受风险水平可以有效管理防灾减灾的投入。基于1991～2020年中国大陆地区地震灾害经济损失数据,利用F-D曲线法(Frequency-Damage curve),建立不同震级(MS<5.0、MS5.0～5.9、MS6.0～6.9和MS≥7.0)和不同灾情等级(微灾、小灾、中灾、大灾和巨灾)的地震灾害经济可接受风险曲线,并以此为标准讨论30年间由地震产生直接经济损失事件的可接受风险等级。研究结果表明：中国大陆地区地震灾害造成0.020亿元直接经济损失的灾损率不超过1.29×10-2/a为可接受经济风险,直接经济损失超过14.763亿元其灾损率为任意值均是不可接受经济风险。由此判断,30年间有18.07%的地震灾害属于不可接受经济风险事件。同理,不同震级和不同灾情等级地震灾害的可接受经济风险水平也被确定,并得到MS<5.0、MS5.0～5.9、MS6.0～6.9和MS 相似文献
12.
地震巨灾风险的特点是低频高损,历史震害数据缺乏、风险暴露快速变迁等因素导致基于大数定理的费率厘定方法无法针对各区域不同建筑类型的风险暴露进行精细化定价。本文基于“五代图”潜在震源区模型的随机事件集解决观测数据不足的问题;并使用“五代图”所采用的地震动参数衰减关系模型与工程易损性方法计算地震事件对风险暴露造成的损失,从而计算费率厘定、地震风险管理需要的必备参数。本文采用云计算平台的弹性伸缩计算技术,实现动态按需分配计算资源,满足多用户并发使用的业务需求;同时采用以业务数据为单元的数据隔离方案,构建支持多租户的高性能地震保险损失评估SaaS云平台。 相似文献
13.
Earthquake early warning systems (EEWS) seem to have potential as tools for real‐time seismic risk management and mitigation. In fact, although the evacuation of buildings requires warning time not available in many urbanized areas threatened by seismic hazard, they may still be used for the real‐time protection of critical facilities using automatic systems in order to reduce the losses subsequent to a catastrophic event. This is possible due to the real‐time seismology, which consists of methods and procedures for the rapid estimation of earthquake features, as magnitude and location, based on measurements made on the first seconds of the P‐waves. An earthquake engineering application of earthquake early warning (EEW) may be intended as a system able to issue the alarm, if some recorded parameter exceeds a given threshold, to activate risk mitigation actions before the quake strikes at a site of interest. Feasibility analysis and design of such EEWS require the assessment of the expected loss reduction due to the security action and set of the alarm threshold. In this paper a procedure to carry out these tasks in the performance‐based earthquake engineering probabilistic framework is proposed. A merely illustrative example refers to a simple structure assumed to be a classroom. Structural damage and non‐structural collapses are considered; the security action is to shelter occupants below the desks. The cost due to a false alarm is assumed to be related to the interruption of didactic activities. Results show how the comparison of the expected losses, for the alarm‐issuance and non‐issuance cases, allows setting the alarm threshold on a quantitative and consistent basis, and how it may be a tool for the design of engineering applications of EEW. Copyright © 2007 John Wiley & Sons, Ltd. 相似文献
14.
Julian Bommer Robin Spence Mustafa Erdik Shigeko Tabuchi Nuray Aydinoglu Edmund Booth Domenico del Re Oliver Peterken 《Journal of Seismology》2002,6(3):431-446
Following the devastating Kocaeli and Düzce earthquakes of August andNovember 1999, the Turkish Government was faced with an enormousfinancial burden as a result of its statutory obligation to cover the full costsof rebuilding. In order to offset this liability in the future – which has hadan adverse effect on the Government's economic programme – acompulsory earthquake insurance scheme has been introduced for allhouseholders in Turkey. A key element for successful implementation ofthis novel and ambitious programme is the transfer of the earthquake riskabsorbed by the Turkish Catastrophe Insurance Pool (TCIP) to theinternational reinsurance market. An earthquake loss model, described inthis paper, has been developed for the TCIP to serve as a basis for thedecision-making process with respect to the pricing of its insurance policy,risk control, the purchase of reinsurance, and the transfer of seismic risk.Sample results of the loss calculations are presented. 相似文献
15.
极值理论在地震危险性分析中有着重要应用, 发震震级超过某一阈值的超出量分布可以近似为广义帕累托分布. 基于广义帕累托分布给出了若干地震活动性参数的估计公式, 包括强震震级分布、 地震复发周期和重现水平、 期望重现震级、 地震危险性概率和潜在震级上限等; 以云南地区震级资料为基础数据, 讨论了阈值选取、 模型拟合诊断和参数估计; 在此基础上计算了该地区的地震活动性参数. 结果表明, 广义帕累托分布较好地刻画了强震震级分布, 通过超阈值(POT)模型计算的复发周期与实际复发间隔统计基本一致, 高分位数估计在一定阈值范围内表现稳定, 为工程抗震中潜在震级上限的确定提供了一种途径. 相似文献
16.
立足于中国地震风险的定量分析和巨灾保险理论，对国外有代表性的地震保险制度进行了比较性研究。认为我国幅员辽阔有利于分散风险，国外地震保险的成功经验可以应用于我国，而适应于我国的地震保险制度设计未必可以应用于其他国家。建议我国地震保险制度的最佳方案是在政策上采用新西兰的法定模式，在分保技术上采用日本模式，并阐述了这一组合模式的财政、保险和投保人的三赢原理，说明了我国地震风险分析技术已经具备了支持这一制度的能力。 相似文献
17.
《震灾防御技术》2022,17(4):775-783
为真实了解和深入研究居民地震保险购买意愿与行为的背离现象及其形成机制,以全国不同省份居民作为研究对象,开展专项问卷调查,并采用Logit模型进行回归分析,提出提升居民购买地震保险意愿并付诸行动的相关建议。研究结果表明,居民对地震断裂带的判断属于地震风险感知变量,对投保意愿和购买行为均产生显著的正向影响;是否购买其他保险和是否通过网络捐款属于普通风险感知变量,对投保意愿产生显著的正向影响,对购买行为产生正向影响但不显著;地震风险感知变量既可增强居民的投保意愿,又可促使居民付诸实际购买行动;普通风险感知变量虽能增强居民的投保意愿,但对购买行为无效力,使投保意愿和购买行为表现出一定程度的背离。 相似文献
18.
房屋建筑分类是抗震设计和地震风险分析的基础,是巨灾保险的纽带环节,也是结构易损性准确、完备分析的前驱保障,快速获取建筑特性参数非常关键。基于影像数据获取结构特性相比传统手段具有显著优势,然而其准确性具有一定挑战性,从影像数据得到实时的、较准确的结构特性成为地震保险数据获取技术的关注焦点。本文采用深度学习方法开展从影像数据中提取面向地震保险需求的建筑特性数据,构建基于深度学习方法的建筑高度识别模型和基于机器视觉的建筑高度识别方法,运用基于Xception神经网络深度学习和机器视觉的模型,对北京地区的建筑高度进行模型测试,该方法可为地震保险分析提供重要的基础数据支持。 相似文献
19.
Introduction At the end of last century, the Committee of International Decade for Natural Disaster Re-duction had called on evaluating the ability reducing earthquake disasters of cities. However, since efficient method to assess earthquake loss of cities does not exist, the proposition did not come true. In 1994, China government put forward that the cities with dense population or developed economy and the areas off the seashore should have the ability to resist earthquake (M=6). Un-dou… 相似文献
20.
During the past 30 years, there has been spectacular growth in the use of risk analysis and risk management tools developed by engineers in the financial and insurance sectors. The insurance, the reinsurance, and the investment banking sectors have enthusiastically adopted loss estimation tools developed by engineers in developing their business strategies and for managing their financial risks. As a result, insurance/reinsurance strategy has evolved as a major risk mitigation tool in managing catastrophe risk at the individual, corporate, and government level. This is particularly true in developed countries such as US, Western Europe, and Japan. Unfortunately, it has not received the needed attention in developing countries, where such a strategy for risk management is most needed. Fortunately, in the last five years, there has been excellent focus in developing "Insur Tech" tools to address the much needed "Insurance for the Masses", especially for the Asian Markets. In the earlier years of catastrophe model development, risk analysts were mainly concerned with risk reduction options through engineering strategies, and relatively little attention was given to financial and economic strategies. Such state-of-affairs still exists in many developing countries. The new developments in the science and technologies of loss estimation due to natural catastrophes have made it possible for financial sectors to model their business strategies such as peril and geographic diversification, premium calculations, reserve strategies, reinsurance contracts, and other underwriting tools. These developments have not only changed the way in which financial sectors assess and manage their risks, but have also changed the domain of opportunities for engineers and scientists.This paper will address the issues related to developing insurance/reinsurance strategies to mitigate catastrophe risks and describe the role catastrophe risk insurance and reinsurance has played in managing financial risk due to natural catastrophes. Historical losses and the share of those losses covered by insurance will be presented. How such risk sharing can help the nation share the burden of losses between tax paying public, the "at risk" property owners, the insurers and the reinsurers will be discussed. The paper will summarize the tools that are used by the insurance and reinsurance companies for estimating their future losses due to catastrophic natural events. The paper will also show how the results of loss estimation technologies developed by engineers are communicated to the business flow of insurance/reinsurance companies. Finally, to make it possible to grow "Insurance for the Masses – IFM", the role played by parametric insurance products and Insur Tech tools will be discussed. 相似文献