巨灾补偿基金运行机制研究  

Operation Mechanism of Catastrophe Compensation Fund

作　　者：潘席龙[1] 吴雪芹[1] 王嘉琳[1] 凌盼盼[1] 

机构地区：[1]西南财经大学中国金融研究中心,四川成都610074

出　　处：《商业经济》2016年第11期1-5,共5页Business & Economy

基　　金：中国自然科学基金委员会面上项目资助(71073129);教育部人文社会科学研究青年基金项目资助(09YJC790216);其他参与成员:刘梦娇;张昕宇;王淇;丁蕊等

摘　　要：在相关制度研究的基础上,通过对巨灾补偿基金运行会涉及的注册地变更及其变更系数的计算、巨灾补偿基金补偿比例的计算与调整、不同注册地和不同险种的调整系数等,都提出了理论的计算模型和算法。这些模型,为进一步进行基金的模拟和实际运行奠定了基础。从相关模型分析来看,巨灾补偿基金确实能有效做到跨地区、跨险种、跨时间进行巨灾风险的分散,也能同时兼顾市场效率和公益性、同时兼顾政府职能和社会职能的二元性。Based on the research of the relevant system, the study puts forward the theoretical computing model and algorithm in terms of domicile change and its coefficient calculation in the operation of catastrophe compensation fund, calculation and adjustment of compensation rate, adjustment coefficient of different domiciles and types of insurance. These models lay a foundation for further fund simulation and actual operation. It is found that catastrophe compensation fund can scatter catastrophe risk effectively which can cross region, types of insurance and time, and can give consideration to both market efficiency and public welfare, and duality of both government functions and social functions.

关 键 词：巨灾风险 巨灾补偿基金 注册地 补偿期权 模拟研究 

分 类 号：F840[经济管理—保险]