| 台风灾害债券设计——基于广东省数据的实证研究 |
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| 引用本文： | 钟雅琴,陈和.台风灾害债券设计——基于广东省数据的实证研究[J].灾害学,2012(1):111-115,129. |
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| 作者姓名： | 钟雅琴 陈和 |
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| 作者单位： | 广东外语外贸大学 |
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| 基金项目： | 广东省自然科学基金团队项目“华南沿海台风遥感检测与灾害评估”(8351030101000002);广东省科技计划项目“重大台风灾害及城市火灾应急响应集成系统研制”(2010B031900041);全国统计科学2007年度计划项目“台风灾害的经济损失统计方法及其保障体系研究”(2007LY017);广东外语外贸大学2010研究生创新团队项目“基于台风指数的巨灾衍生品研究”(10GWCXTD-01) |
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| 摘 要： | 台风作为全球发生频率最高,影响最严重的一种自然灾害,对我国的影响也非常严重。在巨灾风险证券化、巨灾债券已成为巨灾保险业大趋势的背景下,发展我国台风灾害债券具有重要的现实意义。以我国受台风灾害影响最严重的省份——广东省为研究对象,收集了其近30年相关台风损失数据,利用非寿险精算技术分析其台风的损失分布和次数分布,在此基础上利用CAMP模型和现金流分析对广东省的台风灾害债券做了初步设计。
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| 关 键 词： | 台风灾害债券 损失分布 定价设计 广东省 |
Design of Typhoon Disaster Bond Based on Guangdong Province’s Data |
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| Zhong Yaqin and Chen He.Design of Typhoon Disaster Bond Based on Guangdong Province’s Data[J].Journal of Catastrophology,2012(1):111-115,129. |
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| Authors: | Zhong Yaqin and Chen He |
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| Institution: | Zhong Yaqin and Chen He (Guangdong University of Foreign Study,Guangzhou 510006,China) |
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| Abstract: | China is quite seriously affected by Typhoon,which is a global disaster with the highest frequency and most serious effect.In the catastrophe insurance business,catastrophe risk securitization and catastrophe bonds have become a general trend.Under this background,developing Chinese typhoon disaster bonds has vital practical significance.The authors of this paper would take Guangdong province,most seriously affected by typhoon disaster in our country,as the research object,collect Guangdong province’s typhoon loss data of nearly 30 years and use the non-life insurance calculation technique to analyze the typhoon loss and times distribution.Based on that,the paper uses the CAMP model and the cash flow analysis to make a simple,preliminary design for Guangdong province’s typhoon disaster bond. |
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| Keywords: | Typhoon disaster bonds loss distribution design pricing Guangdong province |
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