The Application Study on the Capital Asset Pricing Model in Rate Making of Engineering Earthquake Insurance

于陶; 刘汉龙; 王笃波; 杨贵

doi:10.13409/j.cnki.jdpme.2012.03.017

您当前的位置：

首页 >

文章列表页 >

The Application Study on the Capital Asset Pricing Model in Rate Making of Engineering Earthquake Insurance

更新时间：2025-12-11

- The Application Study on the Capital Asset Pricing Model in Rate Making of Engineering Earthquake Insurance
- Vol. 32, Issue 3, Pages: 378-383(2012)
- 作者机构：
- 作者简介：
- 基金信息：
- DOI：10.13409/j.cnki.jdpme.2012.03.017
  CLC： 842.6;P315.9
- Published：2012
- 稿件说明：
移动端阅览
[1]于陶,刘汉龙,王笃波,杨贵.资本资产定价模型在工程地震保险费率厘定中的应用[J].防灾减灾工程学报,2012,32(03):378-383.

于陶, 刘汉龙, 王笃波, et al. The Application Study on the Capital Asset Pricing Model in Rate Making of Engineering Earthquake Insurance[J]. 2012, 32(3): 378-383.
[1]于陶,刘汉龙,王笃波,杨贵.资本资产定价模型在工程地震保险费率厘定中的应用[J].防灾减灾工程学报,2012,32(03):378-383. DOI： 10.13409/j.cnki.jdpme.2012.03.017.

于陶, 刘汉龙, 王笃波, et al. The Application Study on the Capital Asset Pricing Model in Rate Making of Engineering Earthquake Insurance[J]. 2012, 32(3): 378-383. DOI： 10.13409/j.cnki.jdpme.2012.03.017.

摘要

作为国际金融市场的重要组成部分

保险市场在当下的全球经济复苏中发挥着重要作用。保险是地震灾害危机处理的一种重要方式。现有的工程地震保费厘定通常只着力于纯保费

对风险附加费的考量往往依经验

从而导致保费中无法体现对风险的补偿

成为工程地震险发展的瓶颈。本文通过将金融市场中的资本资产定价模型（CAPM）引入工程地震险的定价分析

从资本市场的角度探讨该模型在工程地震险定价中的应用

弥补了传统工程地震险保费厘定方法的固有缺陷

使得保费计算更为科学合理。最后

应用于一具体工程实例

验证了该模型的可行性和有效性。

Abstract

Insurance market

as an important part of the international financial markets

is playing an important role in current global economic recovery.Insurance is an important way of earthquake disaster crisis handling.However

the existing engineering earthquake rate making only puts forth effort on net premium and measures risk additional charge often by experience.As a result

the compensation of risk can′t be embodied in premium

which is the bottleneck of engineering earthquake insurance development.By introducing capital asset pricing model（CAPM）in financial market to pricing analysis of engineering earthquake insurance

from the angle of capital market

the application of the model in engineering earthquake insurance pricing is discussed

making up for the inherent defect of traditional engineering earthquake rate making and making premium calculation more scientific and reasonable.Finally

the model is applied to a specific project case to demonstrate its validity and feasibility.

关键词

Keywords

references

CAPM在巨灾保险产品定价中的应用 [J]. 李冰清,田存志. 南开经济研究 . 2002(04)

CAPM-Based Valuation of Financial Government Supports to Infeasible and Risky Private Infrastructure Projects [J] . Andreas Wibowo. Journal of Construction Engineering and Managemen . 2006 (3)

Transfer of Financial Implications of Seismic Risk to Insurance [J] . Masaru Hoshiya,Takaaki Nakamura,Tomoya Mochizuki. Natural Hazards Review . 2004 (3)

Insurance with undiversifiable risk: Contract structure and organizational form of insurance firms [J] . Neil A. Doherty,Georges Dionne. Journal of Risk and Uncertainty . 1993 (2)

Views

266

下载量

CSCD

Alert me when the article has been cited

提交

Tools

Publicity Resources

No data

Related Author

No data

Related Institution

No data

⁰