应对闽南4市地震损失的金融手段
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摘要
随着我国经济和社会的快速发展,人口和财富的密度越来越高,地震造成的损失也越来越严重。应用金融手段可以使地震风险与资本市场充分融合,缓解其给个人和社会造成的冲击。依据闽南地区4个重要城市的震害预测成果,讨论了如何应用地震保险和巨灾债券等金融手段减轻泉州海外未来大地震可能造成的损失。
As the rapid development of economy and society in China,population and the properties are getting dense,losses from earthquakes will be getting greater.Earthquake risk can be dispersed into the capital market by financial means,and the impact of earthquake on individual and society can be reduced.It was emphasized in this paper to reduce the potential heavy losses from a future large offshore earthquake near Quanzhou by these means,such as earthquake insurance and catastrophe bond,based on engineering seismic risk assessment of four important cities in south Fujian Provice area.
As the rapid development of economy and society in China,population and the properties are getting dense,losses from earthquakes will be getting greater.Earthquake risk can be dispersed into the capital market by financial means,and the impact of earthquake on individual and society can be reduced.It was emphasized in this paper to reduce the potential heavy losses from a future large offshore earthquake near Quanzhou by these means,such as earthquake insurance and catastrophe bond,based on engineering seismic risk assessment of four important cities in south Fujian Provice area.
引文
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[15]Yu Baryshnikov,Mayo A,Taylor D R.Pricing of CATbonds[R].School of Computational and Applied Mathematics,2001.
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[17]Henri Louberg啨,Evis Kellezi,Manfred Gilli.Using catastrophe-linked securities to diversify insurance risk:a financial analysis of cat bonds[J].Journal of Insurance Issues,1999,22(2):125-146.
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[21]Morton N.L.Pricing risk transfer transactions[R].Lane Financial,LLC,USA,2000.
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[23]Morton N.L.Rational and results with the LFC cat bond pricing model[R].Lane Financial,LLC,USA,2003.
[24]Morton N.L.The viability and likely pricing of“cat bonds”for developing countries[R].Lane Financial,LLC,USA,2004.
[25]Baryshnikov Y.,Mayo A.,Taylor D.R.Pricing of CATBonds[R].School of Computational and Applied Mathematics,Johannesburg,2001.
[26]Cox S.H.,Pederse H.W.Catastrophe risk bonds[J].North American Actuarial,2001,4(4):56-82.
[27]Lee J.,Yu M.The pricing default-risky cat bonds with moral hazard and basis risk[J].Journal of Risk and Insurance,2002,69(1):25-44.
[28]陶正如.基于工程地震风险评估的巨灾债券定价模型[D].哈尔滨:中国地震局工程力学研究所,2007.
[29]Tao Zhengru,Tao Xiaxin.Seismic risk assessment based pricing model for CATbond[c]//Strategy and implementation of integrated risk man-agement,Proc.of International Disaster Reduction Conference.327-331.Harbin,China,2007.
[2]顾功叙.中国地震目录(公元前1831-公元1969)[M].北京:科学出版社,1983.
[3]谢毓寿,蔡美彪.中国地震历史资料汇编(第二卷)[M].北京:科学出版社,1985.
[4]国家地震局地球物理研究所,复旦大学中国历史地理研究所.中国历史地震图集(明时期)[M].北京:地图出版社,1986.
[5]贾抒.中国抗震防灾对策和实施[c]//城市地震灾害风险管理与减灾对策实施研讨会论文集.北京,2003.
[6]陶正如.城市地震风险评估和管理中的两个问题[D].哈尔滨:中国地震局工程力学研究所,2003.
[7]陶正如,陶夏新.基于工程地震风险评估的地震保险费率厘定[J].自然灾害学报,2004,13(2):112-118.
[8]福建省地震局,中国地震局.中国地震局“95-06”项目-“大中城市防震减灾对策示范研究”,南安市震害预测及减灾对策略研究[R].哈尔滨:中国地震局工程力学研究所,1999.
[9]福建省地震局,中国地震局.中国地震局“95-06”项目-“大中城市防震减灾对策示范研究”,泉州市震害预测及减灾对策略研究[R].哈尔滨:中国地震局工程力学研究所,1999.
[10]福建省地震局,中国地震局.中国地震局“95-06”项目-“大中城市防震减灾对策示范研究”,漳州市震害预测及减灾对策略研究[R].哈尔滨:中国地震局工程力学研究所,1999.
[11]福建省地震局,中国地震局.中国地震局“95-06”项目-“大中城市防震减灾对策示范研究”,厦门市震害预测及减灾对策略研究[R].哈尔滨:中国地震局工程力学研究所,1999.
[12]汤爱平.城市灾害管理和震后应急反应辅助决策研究[D].哈尔滨:中国地震局工程力学研究所,1999.
[13]陈保华,叶民权.地震保险费率厘定和保险理赔设计的研究[J].地震科技情报,1998,(4):1-7.
[14]李琼,周德新,钱晓勤,等.中国保险市场金融工具配置[M].湖北:武汉大学出版社,2002.
[15]Yu Baryshnikov,Mayo A,Taylor D R.Pricing of CATbonds[R].School of Computational and Applied Mathematics,2001.
[16]David Cummins J,David Lalonde,Richard D Phillips.The basis risk of catastrophic-loss indexsecurities[R].Wharton Working Paper,1999,No.00-22.
[17]Henri Louberg啨,Evis Kellezi,Manfred Gilli.Using catastrophe-linked securities to diversify insurance risk:a financial analysis of cat bonds[J].Journal of Insurance Issues,1999,22(2):125-146.
[18]Alexander M.Pricing cat insurance derivatives[R].Financial Markets Group Discussion Papers,No.400,2001.
[19]Morton N.L.Price,risk and ratings for insurance-linked notes:evaluating their position in your portfolio[R].Sedgwick Lane Financial,LLC,USA,1998.
[20]Morton N.L.Risk cubes or price,risk and rating(part II)[R].Sedgwick Lane Financial,LLC,USA,1998.
[21]Morton N.L.Pricing risk transfer transactions[R].Lane Financial,LLC,USA,2000.
[22]Morton N.L.Analyzing the pricing of the 2001 risk-linked securities transactions[R].Lane Financial,LLC,USA,2001.
[23]Morton N.L.Rational and results with the LFC cat bond pricing model[R].Lane Financial,LLC,USA,2003.
[24]Morton N.L.The viability and likely pricing of“cat bonds”for developing countries[R].Lane Financial,LLC,USA,2004.
[25]Baryshnikov Y.,Mayo A.,Taylor D.R.Pricing of CATBonds[R].School of Computational and Applied Mathematics,Johannesburg,2001.
[26]Cox S.H.,Pederse H.W.Catastrophe risk bonds[J].North American Actuarial,2001,4(4):56-82.
[27]Lee J.,Yu M.The pricing default-risky cat bonds with moral hazard and basis risk[J].Journal of Risk and Insurance,2002,69(1):25-44.
[28]陶正如.基于工程地震风险评估的巨灾债券定价模型[D].哈尔滨:中国地震局工程力学研究所,2007.
[29]Tao Zhengru,Tao Xiaxin.Seismic risk assessment based pricing model for CATbond[c]//Strategy and implementation of integrated risk man-agement,Proc.of International Disaster Reduction Conference.327-331.Harbin,China,2007.
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