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The Study and Application of Catastrophe Risk Insurance Model

Author: QiuLiHua
Tutor: LiaoJiDing
School: Nanhua University
Course: Applied Mathematics
Keywords: Catastrophe Risk Extreme Value Theory Heavy-tailed distribution Times exponential distribution
CLC: O211.67
Type: Master's thesis
Year: 2011
Downloads: 60
Quote: 0
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Abstract


This paper first introduces the generation of catastrophe risk . Followed by the statistical theory of catastrophe risk basis - extreme value theory , both a practical example to verify the correctness of the application of extreme value theory of catastrophe risk statistics . Again summarized in various articles of the heavy-tailed distribution concept and various distribution family , and studied the relationship between the basic characteristics of the re - Oko family and re- Oko , exactly according to the exponential distribution family background comply with this important causes of the catastrophe risk of loss characteristics , in-depth study some properties of the sub - index distribution . Local exponential distribution class under convolution operation with non- closed features , and gives the proof . Finally, we discuss the construction of our risk management system , China as soon as possible to establish a government-led , the conclusions of the combination of insurance companies and financial markets run the sound system of catastrophe insurance system .

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CLC: > Mathematical sciences and chemical > Mathematics > Probability Theory and Mathematical Statistics > Theory of probability ( probability theory, probability theory ) > Random process > Expectations and Forecast
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