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Study on the Diversification Methods of Catastrophe Risk

Author: WangDongMei
Tutor: LiZhongMin
School: Tianjin University
Course: Technology Economics and Management
Keywords: Catastrophe Risk Catastrophe Insurance Catastrophe reinsurance Insurance Pricing Securitization of catastrophe insurance
CLC: F842.6
Type: Master's thesis
Year: 2007
Downloads: 277
Quote: 0
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Abstract


In recent years, of a variety of natural disasters, fires, mining accidents, air crashes and other catastrophe occur frequently, especially flood catastrophe occurred almost every year, causing huge losses to the national economy and people's lives and property. But as these catastrophes, insurance market is not a good risk diversification mechanism. Catastrophe insurance market has great potential, but at this stage catastrophe insurance market in China is a serious shortage of supply and demand. Once the catastrophe occurs, in addition to relying on state funding relief, there is no other more effective way. How to catastrophic risk dispersion, a reasonable catastrophe insurance system, and issues of common concern of today's theorists and managers. Although in the past have also studied the literature of catastrophe insurance in China, but little research on the pricing of catastrophe insurance products. Proceed from the factors that affect the supply and demand of catastrophe insurance is the most important - insurance products Price constructed catastrophe insurance pricing model, and analyzed to determine the amount of catastrophe reinsurance retention order in Risk Management Research has made the initial attempt. The full text is divided into six chapters. The first chapter is the introduction, describes the catastrophe which occurred in China in recent years, and analyze the reasons for the lack of catastrophe insurance market supply and demand. Chapter II expounded the connotation and extension of the catastrophe risk, including the definition and delimitation of catastrophe risk, catastrophe risk characteristics and classification, as well as developed and developing countries of catastrophe risk management measures. Chapter III outlines the reinsurance definition, classification, characteristics, mathematical principle and its role in the catastrophe risk diversification. The fourth chapter is a core part of this article, the use of zero-utility theory and the capital asset pricing model (CAPM) to determine the price for catastrophe insurance products to improve the traditional method of calculating the risk surcharge, more reasonable pricing. The amount retained after utility theory and determine the optimal reinsurance and tested. Although the catastrophe reinsurance is a common method of spread catastrophic risk reinsurance has exposed many shortcomings, Catastrophe Insurance innovation is desperately needed, the fifth chapter analyzes the reasons of the catastrophe insurance securitization, introduce some The catastrophe insurance securitization vehicles as well as the traditional reinsurance. Chapter 6, on the stage to establish catastrophe insurance system suitable for China's national conditions some suggestions and measures to cope with the problem of lack of catastrophe insurance market supply and demand.

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CLC: > Economic > Fiscal, monetary > Insurance > China's insurance industry > Various types of insurance
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