我国巨灾风险管理的保险机制设计与费率厘定

发布时间：2018-05-31 09:47

本文选题：巨灾保险 + 产品设计　；参考：《南京大学》2014年硕士论文

【摘要】：我国广裹的领土孕育了种类繁多的自然灾害,各类灾害发生频繁。每年由自然灾害导致的直接经济损失均高达上千亿元,作为救灾主力的政府支出却杯水车薪。而我国保险业、慈善业起步较晚,对于自然灾害风险的分担作用有待进一步加强。因此一旦巨灾发生,受灾群众将面临巨大的生存危机。随着人民生活水平的提高,国家及公众对于巨灾保险的需求日益凸显。十八届三中全会文件和政府工作报告中都明确谈到要建立巨灾保险制度。2013年末,深圳和云南楚雄相继展开试点工作。保监会制订了“三条线、齐步走”巨灾保险制度发展战略,并把建立城乡居民住宅地震保险制度作为我国巨灾保险制度建设突破口。本文基于此,试图探讨巨灾风险管理的保险机制设计,并对地震住宅保险的产品定价进行研究分析,以期充分发挥保险在有效分散灾害风险、提供灾后补偿等方面的作用,从而构建高效的、可持续发展的巨灾保险的制度。本文基于以往文献,首先对巨灾定义提出了指导性意见,对我国影响最突出的洪涝、地震、台风、干旱四类巨灾,进行了风险特征分析。对比了巨灾风险与可保性风险之间的差异并给出可保化途径及可能存在的障碍。探讨适合我国国情的巨灾保险产品体系。对保险产品设计中的几个关键要素(保险对象和承保主体、保险期限、保险责任范围、赔付方式和赔付金额、承保方式、保险费率构成)给出了建议。其次,对保险公司的期望损失进行建模,并给出了住房地震保险定价模型。提出用反应地震强度的地震峰值加速度值作为风险梯度系数,采用了全国的地震损失数据得到一定的概率分布,考虑了气候因素对救灾的影响,并加入风险再分摊机制对于保费的降低作用。文章以云南省地震数据为基础,选取居民住房为保险标的,一年为期限,对当地三个不同经济发展程度的县城给予住房地震保险的定价。再次,本文对影响巨灾保险产品费率的三个影响因素进行了算例研究。主要研究了折扣率、投保人自担比例及受灾面积与保费的关系,得出这些参数与保费的互动关系,并给出了合理取值范围,为不同风险区划的费率厘定提供参考依据。最后,提出政府支持巨灾保险的几点建议,包括法制法规建设、加大防灾减灾公用品的投入、建立巨灾信息管理系统、突破传统宣传思维、大力发展慈善事业等。
[Abstract]:The extensive territory of our country has given birth to a wide variety of natural disasters, all kinds of disasters occur frequently. The direct economic losses caused by natural disasters are as high as hundreds of billions of yuan each year, but the government expenditure, as the main force of disaster relief, is inadequate. However, China's insurance industry and charity industry started late, and the role of natural disaster risk sharing needs to be further strengthened. Therefore, once the catastrophe occurs, the affected people will face a huge survival crisis. With the improvement of people's living standard, the demand for catastrophe insurance is becoming more and more prominent. In the documents of the third Plenary session of the 18th CPC Central Committee and the government work report, it was clearly mentioned that the catastrophe insurance system should be established by the end of 2013. Shenzhen and Chuxiong in Yunnan launched the pilot work one after another. The CIRC has formulated the "three lines, step by step" catastrophe insurance system development strategy, and regard the establishment of urban and rural residents housing earthquake insurance system as the breach of the construction of catastrophe insurance system in China. Based on this, this paper attempts to explore the design of insurance mechanism for catastrophe risk management, and to study and analyze the product pricing of earthquake residential insurance, in order to give full play to the role of insurance in effectively dispersing disaster risk and providing post-disaster compensation. In order to build an efficient, sustainable development of catastrophe insurance system. Based on the previous literatures, this paper first puts forward some guiding opinions on the definition of catastrophe, and analyses the risk characteristics of the four types of catastrophe, which are flood, earthquake, typhoon and drought, which have the most prominent impact in China. The differences between catastrophe risk and insurable risk are compared and the insurable approach and possible obstacles are given. This paper discusses the catastrophe insurance product system suitable for China's national conditions. Some key elements in the design of insurance products, such as the object and subject of insurance, the period of insurance, the scope of insurance liability, the way of indemnity and the amount of compensation, the way of underwriting, the composition of premium rate, are suggested. Secondly, the expected loss of insurance company is modeled, and the pricing model of earthquake insurance is given. The peak acceleration value of the earthquake response to the earthquake intensity is used as the risk gradient coefficient, and the seismic loss data of the whole country are used to obtain a certain probability distribution, and the influence of climate factors on the disaster relief is considered. And add risk redistribute mechanism to reduce the effect of premium. Based on the earthquake data of Yunnan Province, this paper selects the residential housing as the subject of insurance, and takes one year as the term to price the housing earthquake insurance in three counties with different economic development levels. Thirdly, this paper studies three influencing factors of catastrophe insurance rate. This paper mainly studies the relationship between discount rate, the proportion of insured and the affected area and the premium, obtains the interactive relationship between these parameters and the premium, and gives the reasonable value range, which provides a reference basis for the rate determination of different risk regionalization. Finally, some suggestions on supporting catastrophe insurance by the government are put forward, including the construction of laws and regulations, the increase of investment in public goods for disaster prevention and mitigation, the establishment of catastrophe information management system, the breakthrough of traditional propaganda thinking, and the vigorous development of philanthropy.
【学位授予单位】：南京大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F842.6

【参考文献】