摘要
巨灾风险所造成的巨大损失已经威胁到人类社会的可持续发展.巨灾保险是分散巨灾损失的一种途径,利用巨灾模型研究被保风险的累积损失和个人损失分布的数学性质,且考虑损失率是巨灾强度的函数.通过巨灾模型和保险公司破产概率的计算和数值仿真,得到不能仅仅依靠保费的选择而分散巨灾风险.
The huge losses caused by catastrophe risk have been a threat to the sustainable development of human society. Catastrophe insurance is a way in diversifying the losses of catastrophe. Through catastrophe modeling, the characteristic of insured risk and the aggregate catastrophe losses are studied and that the damage ratios to be random function of catastrophe intensity is considered. Through catastrophe model, the ruin probability calculations and numerical illustration, they illustrate the catastrophe risk can not be diversified through premium collection alone.
出处
《数学的实践与认识》
CSCD
北大核心
2009年第3期220-225,共6页
Mathematics in Practice and Theory
基金
长江三角洲地区城市化对洪涝孕灾环境的影响研究
水利部公益性行业科研项目(200801027)
中国极端洪水干旱预警与风险管理关键技术
水利部公益性行业科研项目(200701024)
南京工业大学人文社科与管理学科群青年教师科研基金
关键词
巨灾风险
保险
巨灾模型
累计损失
破产概率
分散
catastrophe risk
insurance
catastrophe modeling
aggregate catastrophe losses
ruin probability
diversified
