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The Research on Risk-Reduction Mechanism of Catastrophe with Actuarial Method

Author: YanBin
Tutor: DongJinQuan
School: Inner Mongolia University of Technology
Course: Management Science and Engineering
Keywords: Catastrophe Risk Catastrophe reinsurance Catastrophe risk securitization Actuarial Pricing
CLC: F224
Type: Master's thesis
Year: 2005
Downloads: 386
Quote: 5
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Abstract


As the population density increases , the ecological environment has been the impact of the destruction of other factors , showed an increasing trend in the frequency of the occurrence of natural disasters and man-made disasters , losses caused by disasters has been increasing , the huge amount of catastrophe claims brought to the insurance industry huge losses and risk , and how to disperse and transfer catastrophe risk , catastrophe risk management effectiveness become the important subject . Starting from the definition and classification of the catastrophe risk , introduced two catastrophe risk dispersion mechanism - reinsurance and catastrophe risk securitization , the latter the background , the course of development , and a variety of derivative products made ​​a more detailed introduction. The retention of the reinsurance premiums problem , as well as the pricing of derivatives . This paper is divided into six parts : First , data show that the severity of the catastrophe risk and the need to establish effective dispersion mechanism , and the literature reviewed research , and then pointed out that the innovation of this paper . The second chapter , from the definition of catastrophe risk , the classification as well as the status quo , both dispersion mechanism of reinsurance and catastrophe risk securitization briefly discussed . The third chapter mainly focuses on the two most critical aspects of the reinsurance process determine retention ; reinsurance pricing issues . Chapter 4 , detailed description of the basic contents of the index of major catastrophe , catastrophe risk securitization derivatives definitions , types , and transaction process on the international market . Chapter studied from the point of view of the actuarial pricing mainstream catastrophe risk securitization derivatives pricing problem into many of his ideas and thoughts , and based on the theory of the previous plus some own innovation advice. Chapter VI , Full summary , indicating the direction of further research and some advice .

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CLC: > Economic > Economic planning and management > Economic calculation, economic and mathematical methods > Economic and mathematical methods
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