巨災保險保費定價(jià)方法研究

畢業(yè)論文

巨災保險保費定價(jià)方法研究

摘  要: 2004年12月26日印尼北部蘇門(mén)答臘島亞齊省海域發(fā)生里氏8.9級地震，并引發(fā)強烈海嘯波及周?chē)鷩�家，造成迄今為止至�?5.5萬(wàn)人傷亡，這是107年來(lái)歷史上最嚴重的地震之1。 “海嘯”災難，讓我們清醒地認識到發(fā)展巨災保險的重要性與迫切性，巨災保險對于維護社會(huì )穩定，保證經(jīng)濟的平穩發(fā)展具有不可替代的作用。然而，我國當前發(fā)展巨災保險面臨著(zhù)種種困難，其中最突出的問(wèn)題就是巨災保險的定價(jià)方法。本文從分析傳統的保險產(chǎn)品定價(jià)方法入手，闡述了目前所使用的方法不適用于巨災保險的弊端，認為應該將巨災保險作為證券放到資本市場(chǎng)中，從而完善巨災保險產(chǎn)品的定價(jià)方法。本文引用了CAPM定價(jià)模型，對之加以調整得出巨災保險產(chǎn)品的風(fēng)險附加費用，從資本市場(chǎng)的角度研究巨災保險產(chǎn)品的定價(jià)，以便更加合理地解釋巨災保險產(chǎn)品的定價(jià)問(wèn)題。

關(guān)鍵詞: 巨災保險，巨災證券，CAPM，保費，巨災債券 

Research on the Pricing Methods of Catastrophic Insurance

Abstract:  A magnitude 8.9 earthquake, that happened in Indonesias northern Aceh province on Sumatra island waters in december 26.2004 , aroused a strong tsunami around the countries, so far caused at least 155,000 deaths and injuries, is the most serious one of the earthquake during 107 years of history . "Tsunami" disaster, lets us clearly understand that the the importance and urgency of the development of catastrophic insurance for the maintenance of social stability, ensures steady economic development play an irreplaceable role. However, Chinese current development of catastrophe insurance is facing many difficulties, the most prominent of which is the issue of catastrophic insurance pricing methods. Based on the analysis of traditional insurance products pricing methods, I expounded the currently used method is not applicable to the catastrophic insurance abuses that should be as catastrophic insurance capital into the securities market, thereby improving the catastrophic insurance product pricing. This paper quoted the CAPM pricing model, which is adjusted to make it come to catastrophic risk insurance products in additional costs, from the perspective of capital market research catastrophe insurance product pricing, to gain a more reasonable interpretation of the catastrophe insurance products pricing.

Keywords: Catastrophe insurance, Catastrophe securities, CAPM, Insurance premium, Catastrophe bonds

【巨災保險保費定價(jià)方法研究】相關(guān)文章：

探索巨災債券 分散巨災風(fēng)險08-13

國外巨災保險模式及其啟示10-23

內部資金轉移定價(jià)的理論方法與實(shí)踐機制研究08-01

國外巨災保險責任準備金運作及對我國的啟示10-06

巨災風(fēng)險債券ＳＰＶ相關(guān)題目探討09-18

網(wǎng)絡(luò )營(yíng)銷(xiāo)定價(jià)策略研究10-07

可轉換債券定價(jià)模型的研究07-19

保險差別定價(jià)的條件及其宏觀(guān)意義09-19

失能收入保險定價(jià)的影響因素08-28

氯堿定價(jià)方法和價(jià)格走勢分析08-02