基于随机模拟技术的地震风险评估与损失分担机制设计  

Risk Assessment on Earthquake and Design for Loss Sharing Mechanism by Stochastic Method

作　　者：田玲[1] 姚鹏[1] 

机构地区：[1]武汉大学经济与管理学院,湖北武汉430072

出　　处：《中国人口·资源与环境》2013年第5期157-163,共7页China Population,Resources and Environment

基　　金：国家社科基金重大项目"我国巨灾保险制度安排与实施路径研究"(编号:11&ZD053);教育部人文社科规划项目"中国巨灾保险供给能力研究"(编号:09YJA790149)

摘　　要：巨灾保险制度是国家综合风险管理体系的重要组成部分,巨灾风险损失分担机制则是巨灾保险制度的核心。如何构造科学合理的巨灾风险损失分担机制,是理论与现实的重大关切。本文以地震风险为研究对象,利用我国地震的历史数据(1910-2011),采用基于复合泊松分布与基于复合负二项分布的随机模拟方法对地震风险进行模拟,以年度震级和的形式绘制了地震风险损失的超越概率曲线。最后在此超越概率曲线基础上,研究在不同风险容忍度下各个主体承担地震风险损失的比例。本文的主要目的在于提供一个通过随机模拟技术对巨灾风险进行评估,进而对巨灾风险损失分担机制进行划分的方法。本文的研究结果表明,在泊松分布下,个人与保险人可以承担70%的风险损失,政府只需承担30%的风险损失;在负二项分布下,政府需要承担绝大多数风险损失(65%)。The loss sharing mechanism is the core of catastrophe insurance system which is an essential part of national comprehensive risk management. How to design a catastrophe loss sharing mechanism with scientificity and rationality is an important issue both theoretically and practically. This article studies the earthquake risk. Compound poisson distribution and compound negative binomial distribution are employed to model risk by utilizing the historical data （ 1910 - 2011 ）, therefore an total earthquake magnitude exceedance probability curve is achieved. In the end, we study each part＇ s responsibility in bearing the earthquake loss. This article tends to provide a method that partition loss sharing mechanism on the basis of stochastic simulation of catastrophe risk. The result of this article suggest that by compound poisson distribution, individual and insurer bear a 70% loss, and government only bear 30% of the loss; by compound negative binomial distribution, government is required to bear a majority of the loss （65 % ）.

关 键 词：地震风险 风险评估 随机模拟 超越概率曲线 损失分担机制 

分 类 号：F840[经济管理—保险] F062.2