摘要
由于巨灾风险及其保险具有特殊性,风险可保性"经典定义"和大数法则不适用于巨灾保险及其费率精算。基于巨灾保险概念,在对巨灾事件离散模型、经济损失模型和保险损失模型研究的基础上建立了巨灾保险费率精算模型。以福建巨灾保险区划内住宅所面临的巨灾台风为例,利用实证数据资料对该模型及其矩阵化的应用方法进行了验证,结果表明该巨灾保险费率精算模型通用性强,易操作,结果较为可靠。
According to the notion of catastrophe insurance,the model of catastrophe insurance expected loss is established based on the scattered model of catastrophe events and models of economic loss and insurance loss,therefore the actuary of catastrophe insurance is modeled successfully.The actuary model of catastrophe insurance and its matrix application are effectively verified by the use of the information in the case of the real estates damaged by the specified typhoon in Fujian province.The conclusion shows that the actuary model of catastrophe insurance and its matrix application are universal,operable and reliable.
出处
《南京审计学院学报》
2011年第2期17-25,共9页
journal of nanjing audit university
关键词
巨灾风险
巨灾保险
费率精算模型
福建巨灾台风保险
catastrophe risk
catastrophe insurance
tariff actuary model
catastrophe insurance against typhoon in Fujian province
