巨灾保险保费定价模型的设计与实证研究.pdfVIP

2013 年6 月 廊坊师范学院学报(自然科学版) Jun.2013 Journal of Langfang Teachers College( Natural Science Edition) Vol. 13 No.3 第 13 卷第3 期 巨灾保险保费定价模型的设计与实证研究 周长锋 (肇庆学院，广东肇庆 526061 ) [摘 要} 保费定价作为巨灾保险推进的核心问题，由于巨灾自身的属性导致其定价问题存在诸多困难。针对这 一现状，在串联的巨灾风险分散模式下，建立巨灾保险保费定价模型，并根据此模型进行实证分析有着重要的现 实意义。研究表明，保险公司可以通过串联模式逐级分散风险并对未来保费进行预测;巨灾损失发生的概率应当 与保费正相关;实证分析的结果说明，小额巨灾保险具有很强的可行性。 [关键词] 巨灾保险;保费定价;模型设计;实证研究 The Model Design Of Catastrophe Insurance Premium Pricing and Empirical Research ZHOU Chαng-feng [Abstract] The catastrophe insurance as one of the most effective economic means of Post-disaster 即onstruction ， due to the properties of the catastrophe itself ,the promotion of the catastrophe insurance premium pricing exist many difficulties. In response to this situation ,under the catastrophic risk dispersion of series mode , established the catastrophe insurance premium pricing model and conducted empirical analysis based on this model Studies have shown that insurance compani四 through the series mode to diversi马 risk step by step and to predict the premiums; The probab出ty of occurrence of catas- trophe losses should be positively correlated with the premium; and the empirical analysis results show that the Micro-ca- tastrophe insurance has a strong feasib血ty. [Key words] catastrophe insl 〔中图分类号) X915.5 〔文献标识码) A 〔文章编号) 1674 - 3229(2013 )03 - 0018 - 04 巨灾风险是指由洪水、地震等无法避免的重大 题;再次，从投保人视角看，在风险防范意识和经济 自然灾害或人为事故造成的巨大经济损失和大量人 实力等诸多方面都存在不足。