2024年美赛35篇特等奖O奖论文-E-2401102.pdf

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ProblemChosen2024TeamControlNumber

EMCM/ICM2401102

SummarySheet

InFaceofIncreasinglySevereExtremeWeather:

SustainablePropertyInsuranceunderRisk

Summary

Thefirstpriorityofsurvivalisgettingprotectionfromtheextremeweather.—BearGrylls

Morefrequentandsevereextremeweathereventsarecausinggreaterdamagetopeople’sprop-

erty,leadingtoareevaluationofthesustainabilityofinsurancecompanies.Ononehand,maintaining

enoughcustomersforlong-termhealthyoperationiscrucial;ontheotherhand,avoidingexcessively

highcompensationriskstoremainprofitableisessential.Therefore,weassessedthesustainabilityof

theinsurancesectorinareasthatwerefrequentlyimpactedbyextremeweathereventsfromtwoper-

spectives:insurancedemandandtotalrisk.

ForTask1,wedevelopedaPropertyInsurancePostureModelforinsurancecompanies.We

categorizedextremeweatherinto4typesandusedanARIMAmodeltoforecastthefutureriskof

extremeweatherforeachregion-disasterpair,andcalculatedtheexpectedloss.Then,weusedLane’s

AFCmodeltocalculatepremiums.Tomeasuredemandwithpremiums,weintroducedtheinsurance

demandcurve.Finally,weestablishedDemand-RiskEquilibriumModelforInsurance(DBMI)to

providedecisionsonwhethertounderwriteinsuranceinspecificregions.

Next,weappliedthemodelabovetoAustraliaandSoutheastAsia,whereapproximately60yearsof

datafrom3000recordswereavailable.ThenweappliedARIMAmodelonselectedarea-eventseries,

withaneminentfit:R2consistentlyabove0.625,andICallbelow300.Consequently,weforecast

therisksfor2024-2027.Thishasresultedinthedeterminationof

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