巨灾保险的风险分散机制及巨灾债券定价研究

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1、巨灾保险的风险分散机制及巨灾债券定价研究精算定价法（注重求期望索赔额）为巨灾债券进行定价。最后，深入探究巨灾保险在我国推行的可行性并对我国保险公司承保巨灾保险所面临的风险如何进行转移、分散提出了建设性的参考意见。【关键词】巨灾保险巨灾债券定价风险分散机制2巨灾保险的风险分散机制及巨灾债券定价研究AbstractInrecentyears,earthquakes,tsunamisandotherlargelynaturaldisastershaveoccurredfrequently.Catastrop

2、heeventscauseunpredictedlossestothestateandthepublic,especiallyinourcountrywhichlacksofcontingencyreserves,haspoorinfrastructureandlowinsurancedensity.Thesouthsnowstormdisasterinthebeginningof2008and“5.12”When-Chuanearthquakehadcausedby1trillionlossesan

3、dcompensatedbasicallybythegovernment.Thepainscausedbythedelayofreconstructionarestillunabletobehealed.Insuranceasamarket-basedrisktransfermechanism,socialsolidaritymechanismandsocialmanagementmechanism,shouldgivefullplayoftheirfunctions.Theestablishment

4、ofmulti-levelcatastropheriskmanagementsystemthatcommercialinsuranceasthesupport,Government-led,socialcontributionsandsocialcharitytosupplementhasbeenputontheagenda.Ontheonehandtheestablishmentofcatastropheinsurancesystemsuchasearthquakeinsurancecanmaket

5、hepeopleofsufferedcatastrophiclossesgaineconomiccompensationtimely,ontheotherhanditcanreducethenationalfinancialpressure.Soitmaybeanewkindinitiativetopromotetherapidreconstructionandrehabilitationofdisasterareas.Thefrequencyofcatastropheriskislow,thewis

6、hofthepeopleinsuringcommercialinsuranceisnotstrongandtheextentoflossescausedbycatastropheisverybig.Sowearedifficulttobearthetremendouscatastropheclaimstothestrengthofourinsurancecompanies.Thecatastropheriskistoogreatandtheinsurancecompaniesarereluctantt

7、oassume.Sotheimplementationofcatastropheinsuranceencountersseriousbottleneck.Basedonthisfact,thepurposeofthispaperistoexplorehowtoestablishtheriskspreadingmechanismofcatastropherisksoastoexpandinsurancecompanycatastropheriskunderwritingcapacityandprovid

8、ecomprehensiveprotection.Inaddition,recentlytheacademicdiscussesusingcatastrophebondstospreadrisk.However,theissuanceofcatastrophebondsissmoothornot,pricingissuesmustberesolvedfirst.Therefore,thispapernotonlydiscussesthecatastrop