基于多元气温概率模型的气象保险的定价和风险评估

Pricing and risk evaluation of weather insurance based on multivariate temperature model

为了提高日常气象风险管理的必要性和改善气象保险高保费导致市场活跃度低的现状,相对于仅反映日值气温变化的标准Cao-Wei模型,提出了反映气候变暖趋势以及各地域间关联的新的多元气温概率模型.利用多元气温概率模型对气象保险进行了定价,并对气象保险风险的地域组合进行了风险分散效果的评价.

In order to improve the necessity of the management of the everyday weather risks and to make the circumstances of the low market activities that caused by high premium of weather insurances better,a multivariate temperature model,which reflects global warming trend and correlation of geographical regions is proposed compare to the Cao-Wei model which is the standard model that reflects the daily temperature change.Weather insurance pricing and effect evaluation for the risk spreading of the geographical combination of the risks of weather insurances are made by the multivariate temperature model.