我国城市建筑基于地震风险分析的保险管理研究

发布时间：2018-04-22 15:01

本文选题：城市建筑 + 地震风险分析　；参考：《大连理工大学》2014年硕士论文

【摘要】：地震灾害给我国各类建筑物造成了十分严重的破坏,不仅产生了巨额的经济损失,还造成了很多极为严重的社会问题。随着我国经济的快速发展和对外开放程度的日益加深,这种影响越来越显著。以往我国地震灾害的补偿资金多由政府提供,覆盖面小且效率不高,而且给国家财政造成了极大困扰,因此我国应该积极借鉴国际上采用地震保险分担地震损失的做法来对地震风险进行有效的分担和转移。为了使我国尽早推进地震保险,研究如何合理厘定地震保险费和费率,以及如何制定较为合理的地震保险制度极具现实意义。本文对我国城市建筑的地震保险管理进行了较为系统地研究,主要内容包括： (1)对我国城市建筑进行地震风险分析。城市群体建筑的风险分析分为传统的风险分析方法和基于地震损失估计概率模型的分析方法。本文对传统方法中的地震危险性分析进行了改进；对各个成熟的地震损失估计概率模型的操作机理及主要输出进行充分研究。在地震风险分析的基础上得到损失估计结果,作为厘定保险费和费率的基础。 (2)对城市建筑的地震保险费及费率的厘定进行研究。对地震可保性以及地震保险的意义进行探讨；给出各类地震保费和费率的定义及厘定方法,其中结合改进的传统地震风险分析方法进行各类保险费及费率的厘定,提出了实用的修正方法,以使现有的风险分析结果的精度满足保费和费率的厘定要求,并结合算例进行了分析论证；给出了基于地震损失估计概率模型的各类地震保费和费率厘定的方法。对基于两种风险分析方法得到的保险费和费率,考虑免赔额和赔偿限额、再保险和巨灾债券、资金的时间价值和保单数据的反馈几方面的影响,对保费和费率进行合理的调整,其中对免赔额和赔偿限额、资金时间价值的影响做了定量分析,并结合具体算例进行了讨论。 (3)对地震再保险和资本市场的风险分担作用进行了分析。对再保险的分类以及对损失分担的情况进行了研究,介绍了再保险的常用定价方法。分析了资本市场替代资金的主要类别及其特点,对资本市场近几年的发展情况进行介绍,并分析了巨灾债券常用的四种定价模型。 (4)对构建我国城市建筑的地震保险制度进行探讨。对目前我国依靠政府资助和社会救济进行地震损失补偿方式的局限性进行分析；介绍国际上地震保险开展较为成熟的国家和地区的例子,其中包括日本、新西兰、美国加州、土耳其和我国台湾地区；提出了适合我国的地震保险制度,并分析在此制度中政府部门、保险公司和再保险公司的具体职责。
[Abstract]:The earthquake disaster has caused very serious damage to all kinds of buildings in our country, not only has caused the huge economic loss, but also caused many extremely serious social problems. With the rapid development of economy and the deepening of opening to the outside world, this influence is becoming more and more obvious. In the past, most of the compensation funds for earthquake disasters in China were provided by the government, with small coverage and low efficiency, and caused great problems to the national finance. Therefore, our country should actively learn from the international practice of seismic insurance to share the loss of earthquake to effectively share and transfer the earthquake risk. In order to promote earthquake insurance in China as soon as possible, it is of great practical significance to study how to reasonably determine the earthquake insurance premium and rate and how to formulate a more reasonable earthquake insurance system. In this paper, the earthquake insurance management of urban buildings in China is systematically studied. The main contents are as follows: 1) earthquake risk analysis of urban buildings in China. The risk analysis of urban buildings is divided into the traditional risk analysis method and the analysis method based on the probability model of earthquake loss estimation. In this paper, the seismic risk analysis in the traditional method is improved, and the operational mechanism and main outputs of each mature probability model for earthquake loss estimation are fully studied. Based on the seismic risk analysis, the loss estimation results are obtained, which can be used as the basis for determining the premium and rate. (2) study on the determination of earthquake insurance premium and rate of urban buildings. This paper discusses the significance of earthquake insurability and earthquake insurance, gives the definition and method of various kinds of earthquake premium and rate, and combines the improved traditional seismic risk analysis method to determine all kinds of insurance premium and rate. A practical correction method is put forward to make the accuracy of the existing risk analysis results meet the requirements of premium and rate determination, and an example is given to analyze and demonstrate. Based on the probability model of earthquake loss estimation, the methods of determining the premium and rate of various kinds of earthquakes are given. For the insurance premium and rate based on the two risk analysis methods, considering the impact of deductible amount and compensation limit, reinsurance and catastrophe bond, time value of funds and feedback of policy data, the premium and rate are adjusted reasonably. The effects of deductible amount, compensation limit and time value of capital are quantitatively analyzed, and the concrete examples are discussed. The role of risk sharing in earthquake reinsurance and capital market is analyzed. This paper studies the classification of reinsurance and the situation of loss sharing, and introduces the common pricing methods of reinsurance. This paper analyzes the main types and characteristics of capital market alternative funds, introduces the development of capital market in recent years, and analyzes four common pricing models of catastrophe bonds. This paper discusses the construction of earthquake insurance system for urban buildings in China. This paper analyzes the limitation of the way in which China relies on government aid and social relief to compensate for earthquake losses, and introduces the examples of countries and regions where earthquake insurance is carried out in the world, including Japan, New Zealand, California, the United States of America. In this paper, an earthquake insurance system suitable for our country is put forward, and the specific responsibilities of government departments, insurance companies and reinsurance companies in this system are analyzed.
【学位授予单位】：大连理工大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F842.64;TU352.1

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