巨灾保险试点模式与保费厘定方法及其应用研究  

Pilot Model of Catastrophe Insurance and Premium Determination Method and its Application

作　　者：龚日朝[1] 杨美琴[1] 谷洪波[1] 刘香伶 GONG Ri-zhao;YANG Mei-qin;GU Hong-bo;LIU Xiang-ling(College of Business,Hunan,University of Science and Technology,Xiangtan,Hunan 411201)

机构地区：[1]湖南科技大学商学院,湖南湘潭411201

出　　处：《怀化学院学报》2020年第6期26-31,共6页Journal of Huaihua University

基　　金：湖南省社科基金项目“湖南小额巨灾保险机制与精算模型研究”(16YBA166);湖南省教育厅科学研究重点项目“乡村振兴战略下湖南农业自然灾害脆弱性评价与管理研究”(19A159);湖南省教育厅科学研究一般项目“巨灾风险转移的小额巨灾保险模型构建”(16C0672)。

摘　　要：目前我国巨灾保险还处于试点阶段,而且主要采用"政府+保险公司"的模式:政府与保险公司签署巨灾保险协议,政府财政提供保费,保险公司承担部分风险。针对这一试点模式,基于政府和保险公司两个主体的行为特征,运用期望效用理论构建了巨灾保费厘定的方法,解决了巨灾界定值、保险公司承担的最大风险值和巨灾保费三者之间的内在数理逻辑关系。以湖南省巨灾保险试点为实证研究对象,根据湖南省历年自然灾害损失数据,给出了巨灾界定值、保险公司承担的最大风险值和巨灾保费三者之间具体的数值结果,可为湖南省巨灾保险协议的签署提供参考。At present,the catastrophe insurance in China is still in the pilot stage,and mainly adopts the mode of"government+Insurance Company".Government and insurance company sign the catastrophe insurance agreement,the insurance premium is provided by government finance,and insurance company bears some risks.In view of this pilot model,this paper analyzes the behavior characteristics of government and insurance company,and uses the expected utility hypothesis to construct the catastrophe premium determination method.It solves the inherent relationship among catastrophe defined value,maximum risk assumed by insurance company and catastrophe premium,which is the mathematical logic of catastrophe insurance.Taking Hunan catastrophe insurance as an example,and based on the natural disaster loss data of Hunan Province over the years,the concrete numerical results among the specific catastrophe defined value,the maximum risk value borne by the insurance company and the catastrophe insurance premium are given,which provides references and suggestions for the signing of Catastrophe Insurance Agreement in Hunan Province.

关 键 词：巨灾 巨灾保险 预期效用 巨灾保费 

分 类 号：F842.6[经济管理—保险]