南北地震带地震指数保险设计研究OA北大核心CSTPCD

Earthquake parametric insurance is an important means of responding to earthquake losses.Howev-er,designing based on a single province or region will face insufficient sample size,and it is difficult to take into account regional differences based on the whole country,both of which will cause serious basis risk.Starting from the spatial characteristics of seismic activity,the North-South Seismic Zone is taken as the research object.On this basis,a fractional Poisson process is introduced to portray the frequency of seismicity,in order to overcome the problem that traditional assumptions are difficult to capture the cyclical characteristics of seismic activity.Mean-while,the GAMLSS model is used to portray the continuity characteristics of earthquake disaster losses.and the parametric insurance payout structure is discretized by combining the evolutionary tree algorithm in machine learn-ing to further improve the accuracy and robustness of the prediction model.The empirical results verify the advan-tages of the new design for reducing the parametric insurance basis risk,and provide theoretical basis and optimi-zation scheme for the practical application of parametric inurance.