灾害学2017，Vol.32Issue(1)：126-131,220,7.DOI:10.3969/j.issn.1000-811X.2017.01.022
基于极值理论的广东省台风灾害损失分布及其金融对策研究
Analysis of the Distribution and Financial Countermeasures of Typhoon Disaster Losses in Guangdong Province Based on Extreme Value Theory
摘要
Abstract
Guangdong Province is one of the regions with the most serious typhoon disasters in China.As the high level of economic development,the potential risk of catastrophe is improving significantly.we fit the loss data of typhoon disasters in Guangdong Province with POT model based on extreme value theory in recent years.Then we analyze the thick tail characteristics of catastrophe losses and simply design a type of the typhoon catastrophe bonds.Finally,the corresponding countermeasures and suggestions are put forward from the financial point of view.关键词
极值理论/POT模型/台风灾害/损失分布/金融对策/广东Key words
extreme value theory/POT model/typhoon disasters/loss distributions/financial countermeas-ures/Guangdong Province分类
资源环境引用本文复制引用
吴亚玲,姜珊,吴先华,周蕾..基于极值理论的广东省台风灾害损失分布及其金融对策研究[J].灾害学,2017,32(1):126-131,220,7.基金项目
国家自然科学基金项目（91546117，71373131，71140014，71410307025）；国家软科学计划项目（2011GXQ4B025）；国家公益性行业专项（GYHY 201506051）；国家社科重大招标项目（16ZDA047）；江苏高校优势学科建设工程和江苏省首届品牌专业资助项目 （）
