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我国保险风险证券化的可行性研究——从巨灾债券看我国保险风险证券化的障碍及相关制度安排 被引量:9
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作者 杨文生 安加锋 《河南金融管理干部学院学报》 2007年第3期25-29,共5页
保险风险证券化就是巨灾风险证券化,其主要形式是巨灾债券。保险风险证券化使巨灾债券能够通过金融市场得以融通,而作为其主要形式之一的巨灾债券有助于扩大保险资金来源,转移和分散巨灾风险,对于加快我国保险市场与资本市场相结合的进... 保险风险证券化就是巨灾风险证券化,其主要形式是巨灾债券。保险风险证券化使巨灾债券能够通过金融市场得以融通,而作为其主要形式之一的巨灾债券有助于扩大保险资金来源,转移和分散巨灾风险,对于加快我国保险市场与资本市场相结合的进程非常有利。由于我国相关法律法规的不完善和市场机制不健全等原因,导致保险风险证券化过程中面临着一系列问题与障碍。我国开展保险风险证券化工作必须有一系列的相关制度安排作保障。 展开更多
关键词 保险风险证券化 巨灾债券 保险风险转移 资本市场环境 制度安排
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Probabilistic Seismic Risk Assessment in Manizales,Colombia: Quantifying Losses for Insurance Purposes 被引量:2
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作者 Mario A. Salgado-Gálvez Gabriel A. Bernal +3 位作者 Daniela Zuloaga Mabel C. Marulanda Omar-Darío Cardona Sebastián Henao 《International Journal of Disaster Risk Science》 SCIE CSCD 2017年第3期296-307,共12页
A fully probabilistic seismic risk assessment was developed in Manizales, Colombia, considering assets of different types. The first type includes elements that are part of the water and sewage network, and the second... A fully probabilistic seismic risk assessment was developed in Manizales, Colombia, considering assets of different types. The first type includes elements that are part of the water and sewage network, and the second type includes public and private buildings. This assessment required the development of a probabilistic seismic hazard analysis that accounts for the dynamic soil response,assembling high resolution exposure databases, and the development of damage models for different types of elements. The economic appraisal of the exposed assets was developed together with specialists of the water utilities company of Manizales and the city administration. The risk assessment was performed using several Comprehensive Approach to Probabilistic Risk Assessment modules as well as the R-System, obtaining results in terms of traditional metrics such as loss exceedance curve, average annual loss, and probable maximum loss. For the case of pipelines, repair rates were also estimated. The results for the water and sewage network were used in activities related to the expansion and maintenance strategies, as well as for the exploration of financial retention and transfer alternatives using insurance schemes based on technical,probabilistic, and prospective damage and loss estimations.In the case of the buildings, the results were used in the update of the technical premium values of the existing collective insurance scheme. 展开更多
关键词 CAPRA Earthquake insurance Manizales (Colombia) Probabilistic seismic risk assessment Risk retention and transfer
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