我国风暴潮灾害直接经济损失分布与风险可保性研究

The direct economic Loss distribution and risk insurability of typhoon storm surge disaster in China

在系统梳理我国政策性灾害保险试点和商业灾害保险的相关经验和不足的基础上,以瑞士再保险公司可保性条件为分析框架,从理论上得出我国基本满足风暴潮灾害的可保性条件,以政府主导市场参与的政策性保险模式更适合我国现阶段风暴潮灾害保险市场。以1989—2019年我国风暴潮为研究对象,对30 a间风暴潮频数、直接经济损失以及对我国沿海省份和自治区的影响开展研究。结果表明:不同省份受风暴潮影响频数从大到小依次为广东省、福建省、浙江省、广西壮族自治区和海南省,受风暴潮影响直接经济损失由大到小依次为广东省、浙江省、福建省、海南省和广西壮族自治区。基于极大似然法进行指数族分布拟合,采用KS检验法分析模型参数的显著性,根据离差平方和、似然函数、AIC和BIC统计量评价模型精度,结果表明全国风暴潮直接经济损失最优拟合分布为韦伯分布,浙江省为逆高斯分布,福建省为广义贝塔第二类分布,广东省为韦伯分布。采用自助法对样本进行100次有放回均匀抽样,依据D’Agostino-Pearson的K2法进行正态检验,全国、浙江省、福建省和广东省的风暴潮直接经济损失均符合正态分布,依据大数定律说明风暴潮灾害具有可保性。

Based on the systematic review of the relevant experiences and shortcomings of policy disaster insurance pilot and commercial disaster insurance in China,and taking the insurability conditions of Swiss Re as the analysis framework,it is theoretically concluded that China basically meets the insurability conditions of storm surge disaster,and the policy insurance model with government leading and market participation is more suitable for the storm surge disaster insurance market in China at this stage.In this paper,the typhoon storm surge in China from 1989 to 2019 is used to study the frequency of storm surge,direct economic loss and the impact on China’s coastal provinces and autonomous regions during the 30 years of period.The results show that the provinces affected by typhoon storm surge with the frequency from high to low are Guangdong,Fujian,Zhejiang,Guangxi and Hainan,and with the direct economic loss from high to low are Guangdong,Zhejiang,Fujian,Hainan and Guangxi.The exponential family distribution is fitted based on the maximum likelihood method using KS method to test the significance of model parameters,,and the accuracy of the model is evaluated based on the deviation sum of squares,likelihood function,AIC and BIC statistics.The results show that the best fitting distribution of direct economic loss of storm surge for China as a whole,Zhejiang province,Fujian province and Guangdong province is the Weber distribution,the inverse Gaussian distribution,the generalized Betta type ii distribution and the Weber distribution,respectively.The uniform sampling is reconstructed by using the bootstrap method for 100 times,and the normal test is conducted based on the D’Agostino-Pearson’s K2 method.The direct economic losses of storm surge in the whole country,Zhejiang Province,Fujian Province and Guangdong Province are all in line with the normal distribution,which indicates that the storm surge disaster was insurable according to the law of large numbers.