节点文献
巨灾风险证券化研究——金融、保险一体化的典范
Securitization of Catastrophe Risk——Typical Case of the Integration of Finance and Insurance
【摘要】 本文从巨灾风险证券化的需求分析着手 ,以巨灾债券为例 ,揭示了保险连结型证券的精算定价机理 ,在描述巨灾风险证券化的运作方式后 ,着重分析了我国巨灾风险证券化的制约因素及其对策。
【Abstract】 This paper first analyzes the demand for securitization against catastrophe risk, and illustrates the actuarial pricing mechanism of insurance-based securitization with the example of catastrophe bond. The author then describes the operational structure of securitization catastrophe risk, ends with the constraining factor analysis of such securitization in China.
【关键词】 保险;
再保险;
巨灾债券;
风险证券化;
道德风险;
【Key words】 insurance; reinsurance; catastrophe bond; securitization of catastrophe risk; moral hazards;
【Key words】 insurance; reinsurance; catastrophe bond; securitization of catastrophe risk; moral hazards;
- 【文献出处】 财经研究 ,The Study of Finance and Economics , 编辑部邮箱 ,2002年02期
- 【分类号】F841
- 【被引频次】143
- 【下载频次】1909