基于DFA方法的中国洪水保险定价研究  

The Research on Problem of Flood Insurance Pricing Based on the DFA

作　　者：张琳[1] 卓强[1] 

机构地区：[1]湖南大学金融学院,湖南长沙410079

出　　处：《广东金融学院学报》2009年第1期98-106,共9页Journal of Guangdong University of Finance

摘　　要：对洪水保险进行精确有效的定价十分困难。动态财务分析模型(DFA)能够有效的将多种因素综合在一起进行分析,弥补了以往洪水保险定价方法以单一时点统计数据作为定价基础的缺陷;再保险安排是洪水保险计划中的一个重要组成部分,购买60%比例再保险是最适当的;购买再保险能够极大的降低洪水保险计划的破产概率。It is difficult to price the flood insurance accurately and effectively. Dynamic financial analysis models （DFA） can be effectively integrated with a variety of factors will be analyzed. It makes up the flaws of the previous flood insurance pricing based on a single data point. Reinsurance arrangement is an important component of flood insurance plan. It is appropriate to purchase 60% of the proportion of the reinsurance. The purchase of reinsurance can greatly reduce the bankruptcy probability of the flood insurance program .

关 键 词：洪水保险 DFA 定价 

分 类 号：F840.64[经济管理—保险]