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A Discrete Model of the Expected Loss for Catastrophe Insurance in Natural DisastersChongfu Huang1,2 Xing Shi2.31State Key Laboratory of Earth Surface Processes and Resources Ecology (Beijing Normal University) Beijing 100875, China, hchongfu@bnu.edu.cn 2Bank of China Insurance, Beijing 100818, China3Academy of Disaster Reduction and Emergency Management, Ministry of Civil Affairs Ministry of Education the Peoples Republic of China, Beijing Normal University, Beijing 100875, ChinaAbstractThe traditional actuarial model of catastrophe insurance is too theoretical. In many cases, it is of no avail. In this paper, we suggest a discrete model of catastrophe insurance to calculate the expected losses. We successfully applied to calculate the premium rate of the typhoon in Fujian Province, China. In this model, we use the conditional probability distribution of catastrophic events given a lower-catastrophe and the probability distribution of the catastrophe times to express randomness of catastrophe, use the matrix showing the damage ratio of a single insured object and the matrix showing the insurance loss to express the relationship between catastrophe and economic loss, and use the discrete probability distribution and catastrophe losses and above the relationship to calculate the expected loss. When we use the model to calculate the premium rate, we consider adjustment factors and insurance amount, and partly apply the Keywords: Typhoon, insurance, actuarial, Fujian, house.自然灾害巨灾保险中估计期望损失的一个离散化模型黄崇福1,3 石兴2,31.北京师范大学地表过程与资源生态国家重点实验室，北京 1008752. 中银保险有限公司，北京 1008183. 北京师范大学，民政部/教育部减灾与应急管理研究院，北京 100875 摘要：传统的巨灾保险费率精算模型过于理论化，许多时候无法使用。本文建议了一个计算期望损失的巨灾保险离散化模型，并成功应用于中国福建省的台风保险费率。在该模型中，我们用大于等于某级巨灾的巨灾条件概率分布和它们出现次数的概率分布来表达巨灾的随机性，以巨灾中单体标的破坏比矩阵和破坏程度与保险损失矩阵来表达巨灾与经济损失的关系，并用离散概率分布和巨灾与经济损失的离散关系来计算期望损失值。在用该模型计算费率， 我们考虑了费率调整因子和保险金额，并部分用到了通用精算模型等。研究表明，该模型通用性强，易操作，结果较为可靠。关键词：台风，保险，精算，福建，住宅引言自然灾害巨灾保险是以某一保险条款为基础，以触发约定标准的巨灾风险为主要保险责任，在约定的自然灾害巨灾保险区划范围内，对特定的保险标的，依据法规，建立巨灾风险共保体，并对巨灾保