基于分位数法的风暴潮灾害风险可保性识别

Identification of the Insurability of Storm Surge Risks Based on Quantiles-tests

以风暴潮灾害风险的可保性识别为研究目标,在详细分析了传统风险可保性条件和现代风险可保性条件的基础上,结合风暴潮灾害自然属性,对风暴潮灾害的可保性进行了理论评述。使用Q-Q图、峰度检验等一般统计分析工具,验证了风暴潮灾害的部分统计特征;为提高检验结果的准确性,引入基于分位数法的统计量验证了风暴潮灾害风险的可保性。最后,总结出风暴潮灾害风险的准公共物品性、正外部性、精算技术难度高等保险属性。

In order to verify the insurability of storm surge risks, this paper analyzed the insurability theory and studied the insurability of storm surge, considering the features of storm surge. Then, the thesis verified the feasibility of storm surge insurance by Q-Q plots, kurtosis- test and quantiles tests. Finally, the paper obtained insurance attributes of the storm surge disaster risk, such as the nature of quasi-public goods, positive externalities and difficulties in the actuarial technique.