多主体风险分担模式下应急财政准备金的度量

发布时间：2018-03-09 01:22

本文选题：突发公共事件　切入点：风险分担模型　出处：《系统工程》2015年11期 　论文类型：期刊论文

【摘要】：通过建立我国突发公共事件的多主体风险分担模式,从定量角度探讨该风险分担模式的运行机制。我国政府是突发公共事件的主要风险承担者或管理者。为了度量该机制下政府的应急准备金,不仅需要考虑其主体分布,还需要考虑其尾部分布。为了拟合其尾部分布,采用极值理论的GPD模型,不同类型突发公共事件的风险,GPD模型的形状参数可能处于不同区间。在考了政府援助点与阈值不同关系的基础上,探讨三种不同参数区间下政府应急准备金的度量问题。最后以我国云南省地震损失为例验证了多主体风险分担模式可行性,并度量政府对于地震这类突发公共事件风险的应急准备金。
[Abstract]:By establishing a multi-subject risk-sharing model for public emergencies in China, In order to measure the emergency reserve of the government under this mechanism, we should not only consider its main distribution, but also discuss the operation mechanism of the risk-sharing model from a quantitative point of view. In order to fit the tail distribution, the GPD model based on extreme value theory is used. The shape parameters of GPD model for different types of public emergencies may be in different ranges. The measurement of government emergency reserve under three different parameter ranges is discussed. Finally, the feasibility of multi-agent risk sharing model is verified by taking earthquake losses in Yunnan Province of China as an example. And measure the government emergency reserves for such sudden public events as earthquake risk.
【作者单位】：北京航空航天大学经管学院;
【基金】：国家自然科学基金资助项目(70973007;71373017)
【分类号】：F812.2

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