火灾公众责任风险定价模型及实证  

Pricing Model of Public Liability of Fire Risk and Empirical Study Based on Compulsory Insurance

作　　者：赵尚梅[1] 顾国学[1] 

机构地区：[1]北京航空航天大学经济管理学院,北京100191

出　　处：《系统工程》2013年第6期64-71,共8页Systems Engineering

基　　金：教育部人文社会科学研究项目(09YJA630006);国家自然科学基金资助项目(70973007)

摘　　要：公共场所火灾的责任风险不同于一般的责任风险,它的低概率、高损失和厚尾性等特点使得它的风险定价模型不能直接采用被广泛应用的广义线性定价模型,也正是由于此,该问题鲜见人研究。根据公共场所火灾第三者责任风险样本数据特点,传统的参数分布假设无法得到较好的效果,本文用非参数高斯核密度函数替代广义线性模型的指数分布族,对火灾公众责任风险进行定价,取得了较好的效果。With the speedy development of China economy, fire accidents occur frequently in public assembly occupancies. Public liability of fire risk is different from a general liability risk. The GLM model can not be used directly by the characteristics of low probability, heavy loss and fat tail in public liability of fires risk, however, there are few studies on public liability of fire risk. The data have low probability, heavy loss and fat tail. Traditional distribution hypothesis can not reach good result, therefore, this paper uses nonparametric Gaussian kernel replace traditional distribution hypothesis in the GLM model, analyses the Public liability of fire risk, and has satisfactory results.

关 键 词：火灾公众责任风险 强制投保模式 非参数高斯核 广义线性模型 

分 类 号：F840[经济管理—保险]