基于三维洪水演进模拟的溃堤洪水保险研究

发布时间：2018-04-16 04:40

本文选题：洪水保险 + 巨灾债券　；参考：《天津大学》2013年博士论文

【摘要】：洪水灾害是人类社会面临的主要自然灾害之一,全世界洪水灾害造成的损失占各种自然灾害总损失比例高达40%。我国是世界上洪水灾害最为频发的国家之一,每年由于洪涝灾害造成的经济损失不断攀升,严重影响了经济发展和社会稳定。洪水保险作为一项重要的行之有效的洪灾风险管理手段,溃堤洪水保险定价系统研究对于防洪减灾具有十分重要的理论与现实意义。因此,如何实现对溃堤洪水保险的定价,以及如何实现对溃堤洪水巨灾债券的定价,成为亟待解决的问题。本文基于洪水三维演进数值模拟手段,在缺乏历史统计数据的条件下开展堤防洪水风险管理研究,旨在为缺乏堤防洪水历史统计数据情况下的堤防洪水保险定价及巨灾债券定价提供科学依据,取得的主要成果如下:(1)通过对溃堤灾害特征的分析,对填方渠道进行了风险识别;通过渠堤风险率与渠道等级之间的关系,建立了渠堤溃决的阈值模型。以某长距离调水工程填方渠道为例进行了风险识别与溃堤阈值研究,结合专家经验法计算溃堤概率并应用所构建的溃堤阈值模型,实现了渠道安全的定性评估与风险率定量计算之间的衔接,为渠道的安全运行提供了依据。(2)基于VOF(Volume of Fluid)法建立了水气两相流的三维堤坝溃决洪水演进湍流模型,通过堤坝溃决洪水三维演进计算获得堤防洪水灾害损失计算所需的基本水力学要数,为堤防洪水灾害损失、堤防洪水保险定价和洪水巨灾债券定价研究提供基础数据。(3)对我国开展洪水保险的时机、方式、体制、模式等方面进行研究,建立了基于三维洪水演进数值模拟的洪水保险的期望效用模型;洪灾损失期望值计算方法;洪水风险附加费率采用CAPM(Capital Asset Pricing Model)模型确定。所建立模型实用性强,基于三维洪水演进模拟,解决了在缺乏堤防洪水历史统计数据情况下的堤防洪水保险定价问题,为我国溃堤洪水保险定价提出了一种新的研究思路。(4)在对比分析了风险定价中常用的LFC模型、Wang两因素模型和Christ ofides模型等三种典型的巨灾债券定价模型的基础上,建立基于现金流量折现法DCF(Discounted Cash Flow)的巨灾债券定价模型,并将其应用于堤防洪水巨灾债券定价中。在缺乏堤防洪水历史统计数据的情况下,为我国堤防洪水风险管理研究提出了一种新思路。
[Abstract]:Flood disaster is one of the main natural disasters faced by human society. The loss caused by flood disaster in the world is as high as 40 percent of the total loss caused by all kinds of natural disasters.China is one of the countries with the most frequent floods in the world. The economic losses caused by flood disasters are rising every year, which seriously affects the economic development and social stability.As an important and effective means of flood risk management, the study on pricing system of embankment flood insurance is of great theoretical and practical significance for flood prevention and mitigation.Therefore, how to realize the pricing of embankment flood insurance and how to realize the pricing of catastrophe bond are the urgent problems to be solved.In this paper, based on the numerical simulation method of 3D flood routing, the flood risk management of embankment is studied under the condition of lack of historical statistical data.The aim is to provide scientific basis for flood insurance pricing and catastrophe bond pricing in the absence of historical statistical data of embankment flood. The main results obtained are as follows: 1) through the analysis of the characteristics of embankment break disaster, the risk identification of embankment channel is carried out.Based on the relationship between the risk rate and the channel grade, the threshold model for the breakout of the canal embankment is established.Risk identification and embankment break threshold are studied by taking a long distance water diversion project as an example. The probability of breakage is calculated with expert experience method and the model is applied.The connection between the qualitative assessment of channel safety and the quantitative calculation of risk rate is realized, which provides the basis for the safe operation of the channel. Based on the VOF(Volume of fluid method, a three-dimension turbulent model of water and gas two-phase flow is established.The basic hydraulics needed to calculate the loss of flood disaster in dike is obtained by the calculation of 3D routing of burst flood, which is the loss of flood disaster of embankment.Research on flood insurance pricing and pricing of flood catastrophe bonds provides basic data for the study of the timing, mode, system and model of flood insurance in China.The expected utility model of flood insurance based on 3D numerical simulation of flood routing, the expected value calculation method of flood loss, and the CAPM(Capital Asset Pricing Model model are used to determine the additional rate of flood risk.The model is practical and based on 3D flood routing simulation, the pricing problem of embankment flood insurance is solved in the absence of historical statistical data of embankment flood.This paper puts forward a new research idea for the pricing of breakwater flood insurance in China. On the basis of comparing and analyzing three typical catastrophe bond pricing models, such as LFC model and Christ ofides model, which are commonly used in risk pricing, this paper puts forward a new research idea.A catastrophe bond pricing model based on the discounted cash flow method (DCF(Discounted Cash flow) is established and applied to the pricing of flood catastrophe bonds.In the absence of historical statistical data of embankment flood, a new way of thinking is put forward for the study of flood risk management of levees in China.
【学位授予单位】：天津大学
【学位级别】：博士
【学位授予年份】：2013
【分类号】：TV122.4;F842.64

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