基于g-h分布的我国地震保险损失拟合研究保险学专业论文.docxVIP

害的损失数据进行实证分析。结果表明，g-h 分布对于地震损失数据具有良好的 拟合效果。 本文的研究重点及创新之处在于：引入了 g-h 分布来分析地震风险，并实证 了其适用性；拟合了我国地震风险的损失分布，为地震保险的精算定价做了准备 工作；介绍了基于 g-h 分布的 VaR 方法并在实证中运用；在前面的研究基础上对 g-h 分布在地震保险中的运用前景进行了探讨。 关键词：g-h 分布；g-hVaR；地震保险 Research on Earthquake Insurance Losses Fitting in China Based on g-h Distribution Abstract As for the earthquake disasters, China is one of the most serious countries all over the world, the earthquakes always cause great property and person damage to the people, and influence the stability and health of the economy development. However, the earthquake insurance mechanism is not so complete, the loss and the compensation have great difference compared to the high frequency of the disaster. In the face of the great earthquake loss, government allowance and society salvation is not enough for the reconstruction. So it is very important and essential to push the establishing and perfection of the earthquake insurance, which is an important method to disperse risk and compensate the loss, and it is also very sufficient in lightening the government’s financial pressure and strengthens the anti-earthquake ability. Other than the policy-leading to completing the earthquake insurance system completing, the insurance actuarial science is also needed to offer the technical support of which the basis and core is earthquake loss distribution. What’s more, a better fitting of the loss distribution can also provide support to the insurance pricing, the reserved funds’ collection and the insurance supervision. So it is very meaningful both theoretically and actually. In this context, the author introduces the g-h distribution which is generally applied in the financial investing yield field and rarely in the insurance field into the earthquake loss data fitting. This thesis’s main work is to fit the earthquake insurance loss data; it can be separated into 4 parts: Firstly, the thesis introduces the concept and meaning of the earthquake insurance and combs the research condition