基于DFA方法的我国洪水保险定价研究

【作者】 张琳； 卓强；

【机构】 湖南大学金融学院； 广东省劳动与社会保障厅；

【摘要】 洪水保险属于巨灾保险,由于其所具有的小概率大损失以及受灾区域内损失分布不均等特殊性质,加之需要大量的相关数据资料,导致对洪水保险进行精确有效的定价十分困难。由于现在世界上还没有专门的定价模型对其进行定价,本文旨在探讨将动态财务分析模型(DFA)应用到我国洪水保险定价,来解决我国洪水保险的定价难题。得出的主要结论如下:1)DFA定价模型能够较为精确的对洪水保险进行定价;2)若要收取足够的保险费以维持计划的正常经营,国家财政必须给予大量的洪水保险保费补贴;3)再保险安排是洪水保险计划中的一个重要组成部分,购买再保险能够极大的降低洪水保险计划的破产概率。更多还原

【Abstract】 Flood insurance is a kind of catastrophe.It has a feature of high loss severage and low loss rate.For lack of large quantity relative loss data,it is difficult to pricing flood insurance accurately.The Purpose of this paper wants to make dynamic financial analysis models(DFA) application to China s flood insurance pricing directly,to solve the problem of China’s flood insurance pricing,main conclusions are as follows:1) The effect of DFA model for flood insurance pricing is very good:2) In order to maintain the normal operations plan,Government must provide large number of flood insurance premium subsidies:3 ) Reinsurance arrangements is an important component of flood insurance plan,purchase reinsurance can greatly reduce the probability of bankruptcy.更多还原