灾害学2024，Vol.39Issue(4)：61-67,7.DOI:10.3969/j.issn.1000-811X.2024.04.009
南北地震带地震指数保险设计研究
Research on the Design of Earthquake Parametric Insurance for North-South Seismic Zone
摘要
Abstract
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.关键词
地震指数保险/南北地震带/分数泊松过程/GAMLSS/机器学习Key words
earthquake parametric insurance/North-South Seismic Zone/fractional Poisson process/GAMLSS/machine learning分类
管理科学引用本文复制引用
张节松,赵绪涵..南北地震带地震指数保险设计研究[J].灾害学,2024,39(4):61-67,7.基金项目
安徽省教学研究重点项目"'一流专业建设'背景下物流电商专业科研反哺教学的实践及系统性研究"(2022jyxm1401) （2022jyxm1401）
淮北师范大学哲学社会科学结余经费资助项目"基于相依风险模型提升我国巨灾保障能力研究"(2023SK109) （2023SK109）
淮北师范大学研究生创新基金项目(CX2023018) （CX2023018）
