核密度估计在海洋灾害保险纯保费厘定中的应用——以风暴潮灾害为例

Application of kernel density estimator on pure rate-making for marine disaster insurance——A case storm surge disaster

频发的海洋灾害给人类社会正常的生产生活造成了不可估量的损失。总结日本灾后重建经验,本文认为提高居民防灾减灾能力、建立海洋灾害保险机制是我国社会发展中亟待解决的问题。由于有限的海洋灾害风险统计数据会降低传统的参数估计方法在海洋灾害保险费率厘定中的有效性,故本文引入非参数模型中的核密度估计方法对海洋灾害风险损失数据进行拟合,得到相应的期望损失,并以此为基础厘定海洋灾害保险的纯保费;在考虑风险附加后,文章对海洋灾害保险的费率进行了校正,以风暴潮为例进行实证分析,最终完成海洋灾害保险纯保费的厘定,并针对如何提高我国海洋灾害风险管理能力提出了若干对策建议。

The frequent marine disaster has caused the great losses to human soeiely. According to Japan＇s reconstruction experience, in this paper, the argument on improving the disaster prevention and mitigation capacity and establishing marine disaster insurance mechanism, and the key to our social development were done. Because the limit of statistical data on the marine disaster risk it could reduce the utility of traditional methods of parameter estimate. In the paper, the kernel density estimation method to fit the marine dis- aster risk loss was introduced, in order to get the relevant expected loss. Considering risk surcharge and based on the collation of pure rate-making, the article used storm surge for the empirical analysis and completed the marine disaster insurance＇s pure rate-making. Moreover, several suggestions to improve Chinese ocean disaster risk management ability were put forward.