本文選題：環(huán)境責(zé)任保險(xiǎn) + 保費(fèi)��； 參考：《中國(guó)海洋大學(xué)》2013年碩士論文

【摘要】：近年來(lái),環(huán)境污染問(wèn)題在經(jīng)濟(jì)高速增長(zhǎng)的背景下日益突顯,大氣污染、海洋污染、淡水污染等突發(fā)事件頻繁發(fā)生。對(duì)環(huán)境污染的受害人進(jìn)行賠償,是保護(hù)公民合法環(huán)境權(quán)益的必然要求,但是巨額的損害賠償金又給企業(yè)和社會(huì)帶來(lái)了沉重負(fù)擔(dān)。為解決這一困惑局面,環(huán)境責(zé)任保險(xiǎn)制度應(yīng)運(yùn)而生。2007年12月,原國(guó)家環(huán)保總局和中國(guó)保監(jiān)會(huì)聯(lián)合印發(fā)了《關(guān)于環(huán)境污染責(zé)任保險(xiǎn)工作的指導(dǎo)意見(jiàn)》,2013年1月中國(guó)環(huán)境保護(hù)部和保監(jiān)會(huì)又聯(lián)合發(fā)布《關(guān)于開(kāi)展環(huán)境污染強(qiáng)制責(zé)任保險(xiǎn)試點(diǎn)工作的指導(dǎo)意見(jiàn)》,為環(huán)境污染責(zé)任保險(xiǎn)制度的發(fā)展提供了政策依據(jù)。 保險(xiǎn)定價(jià)是環(huán)境責(zé)任保險(xiǎn)制度的重要內(nèi)容之一,保險(xiǎn)定價(jià)主要包括三個(gè)方面內(nèi)容：保費(fèi)的厘定,準(zhǔn)備金的提取以及再保險(xiǎn)安排,其中保費(fèi)厘定是保險(xiǎn)定價(jià)的核心內(nèi)容。保費(fèi)的高低直接影響企業(yè)的參保意愿與保險(xiǎn)公司的經(jīng)營(yíng)狀況,因此,科學(xué)地厘定保費(fèi)不僅有利于環(huán)境責(zé)任保險(xiǎn)制度的有效運(yùn)行,同時(shí)有利于企業(yè)和社會(huì)的穩(wěn)定發(fā)展。我國(guó)環(huán)境責(zé)任保險(xiǎn)制度起步較晚,對(duì)于環(huán)境責(zé)任保險(xiǎn)保費(fèi)厘定方面的研究較少。目前學(xué)者對(duì)環(huán)境責(zé)任保險(xiǎn)保費(fèi)厘定方法的研究中,大都采用參數(shù)估計(jì)方法對(duì)索賠金額數(shù)據(jù)的分布進(jìn)行擬合,即預(yù)先假定索賠金額數(shù)據(jù)符合某一理論分布,然后進(jìn)行保費(fèi)和費(fèi)率的厘定。而非參數(shù)估計(jì)方法的思想為在對(duì)總體分布盡可能少的假定前提下,利用數(shù)據(jù)本身對(duì)總體分布進(jìn)行估計(jì)。在研究大量金融領(lǐng)域與非壽險(xiǎn)領(lǐng)域其他保險(xiǎn)業(yè)務(wù)運(yùn)用非參數(shù)方法進(jìn)行定價(jià)的文獻(xiàn)的基礎(chǔ)上,考慮到環(huán)境責(zé)任保險(xiǎn)索賠金額數(shù)據(jù)的分布大多具有尖峰、厚尾、不完全對(duì)稱的特征,不能完全符合某一理論模型,本文將非參數(shù)估計(jì)理論中的非參數(shù)核密度估計(jì)方法運(yùn)用到環(huán)境責(zé)任保險(xiǎn)保費(fèi)厘定過(guò)程的研究中。主要的研究工作有： (1)在對(duì)環(huán)境責(zé)任保險(xiǎn)的概念、屬性和保費(fèi)厘定特點(diǎn)進(jìn)行分析的基礎(chǔ)上,對(duì)環(huán)境責(zé)任保險(xiǎn)的保費(fèi)厘定過(guò)程進(jìn)行概括,可分為索賠數(shù)據(jù)的整理及分布擬合、純保費(fèi)的計(jì)算及費(fèi)用和利潤(rùn)附加三個(gè)方面,重點(diǎn)分析了索賠金額數(shù)據(jù)分布的擬合這一步驟。論文分析了基于參數(shù)估計(jì)方法的環(huán)境責(zé)任保險(xiǎn)索賠金額數(shù)據(jù)分布的擬合方法,并將非參數(shù)估計(jì)方法引入到環(huán)境責(zé)任保險(xiǎn)保費(fèi)厘定的過(guò)程中,最后對(duì)兩種估計(jì)方法進(jìn)行了比較。 (2)對(duì)非參數(shù)估計(jì)理論中的非參數(shù)密度估計(jì)理論進(jìn)行了系統(tǒng)的分析,通過(guò)對(duì)比分析非參數(shù)密度估計(jì)理論的四種估計(jì)方法—直方圖估計(jì)法、Rosenblatt估計(jì)方法、Parzen核密度估計(jì)方法和最鄰近估計(jì)法,發(fā)現(xiàn)Parzen核密度估計(jì)法應(yīng)用范圍較廣,理論較為完善,應(yīng)用性較強(qiáng),因此選擇此方法進(jìn)行實(shí)證分析。在研究了非參數(shù)核密度估計(jì)理論中窗寬的選取原則及兩種常用的選取方法——Silverman經(jīng)驗(yàn)法則和交叉驗(yàn)證法的基礎(chǔ)上,結(jié)合環(huán)境責(zé)任保險(xiǎn)數(shù)據(jù)的有限性及方法的適用性,選取Silverman經(jīng)驗(yàn)法則進(jìn)行實(shí)證研究。 (3)以化學(xué)原料與化學(xué)制品制造業(yè)為研究對(duì)象,對(duì)環(huán)境責(zé)任保險(xiǎn)的保費(fèi)厘定進(jìn)行實(shí)證研究。首先對(duì)索賠次數(shù)的分布進(jìn)行擬合。然后對(duì)索賠金額的概率函數(shù)進(jìn)行估計(jì)：分析環(huán)境責(zé)任保險(xiǎn)的索賠金額數(shù)據(jù)的分布特征,由于其不符合Silverman經(jīng)驗(yàn)法則的適用條件,需要對(duì)數(shù)據(jù)進(jìn)行變換處理；對(duì)處理后的數(shù)據(jù)使用Silverman經(jīng)驗(yàn)法則選取窗寬,應(yīng)用非參數(shù)核密度估計(jì)方法對(duì)其概率密度函數(shù)進(jìn)行估計(jì),并且對(duì)估計(jì)的結(jié)果進(jìn)行檢驗(yàn)；運(yùn)用數(shù)學(xué)變換得到索賠金額數(shù)據(jù)的概率密度函數(shù)。最后根據(jù)索賠金額的密度函數(shù)得到索賠金額的期望,并結(jié)合索賠頻率計(jì)算得出保費(fèi)。
[Abstract]:In recent years, the problem of environmental pollution in the background of rapid economic growth has become increasingly prominent, air pollution, marine pollution, water pollution incidents have occurred frequently. To compensate the victims of environmental pollution, is an inevitable requirement to protect the lawful rights and interests of the environment, but also huge damages to the enterprise and society has brought a heavy burden. In order to solve the confusion situation, environmental liability insurance system came into being.2007 in December, the former State Environmental Protection Administration and China CIRC jointly issued "guidance on the work of environmental pollution liability insurance on January 2013, China Ministry of environmental protection and the China Insurance Regulatory Commission jointly issued the" guiding opinions on carrying out the "environmental pollution liability insurance pilot work that provides the policy basis for the development of environmental pollution liability insurance system.
Insurance pricing is one of the important contents of the environmental liability insurance system, insurance pricing mainly includes three aspects: the determination of the premium, reserving and reinsurance arrangements, which is the core content of insurance premium pricing. The premium will directly affect the willingness and insurance companies operating conditions, therefore, scientifically determining the premium not only conducive to the effective operation of the environmental liability insurance system, and is conducive to the stable development of enterprises and the society. The environmental liability insurance system in China started late, for the study of environmental liability insurance premium of less. At present, researches on the environmental liability insurance premium method, distribution fitting method for estimating the amount of the claim data most of the parameters, which presupposes the claim amount distribution data in accordance with a theory, then the premium and the premium rate. . the non parameter estimation method for as much as possible to the overall distribution of the premise of less, using data on the overall distribution is estimated. Based pricing literature in a number of studies of the financial sector and the non life insurance business in other fields by using non parametric methods, considering the distribution of environmental liability insurance claims data mostly with spike thick tail characteristics, is not completely symmetrical, not fully consistent with a theoretical model, this paper will study the nonparametric estimation of nonparametric kernel density estimation method is applied to the theory of environmental liability insurance premium is determined in the process. The main research work includes:
(1) the concept of environmental liability insurance, analyses the attributes and characteristics of premium, the premium of environmental liability insurance are summarized, which can be divided into fitting and finishing distribution of claim data, calculate the net premium and additional expenses and profits of the three aspects, analyzes the steps the claim amount distribution fitting. This paper analyzes the fitting parameter estimation method of environmental liability insurance claims data distribution method based on the non parameter estimation method is introduced into the process of environmental liability insurance premium in the two estimation methods are compared.
(2) the theory of systematic analysis in the theory of nonparametric density estimation of non parametric estimation, through the comparative analysis of non parametric density estimation theory of four estimation methods: histogram estimation method, Rosenblatt estimation method, Parzen kernel density estimation method and the nearest neighbor estimation method, Parzen kernel density estimation method has a wide application range and the relatively perfect theory and practical application, so we choose this method to do empirical analysis. On the basis of the principle of non parametric kernel density estimation and two kinds of selection methods -- Silverman experience and cross validation method to select the window width in the theory, combined with the limited applicability and method of environmental liability insurance data the selection of Silverman rule of thumb for empirical research.
(3) the chemical raw materials and chemical products manufacturing industry as the research object, carries on the empirical research on the environmental liability insurance premium. The distribution fitting of the claim number. Then the probability function of the amount of the claim to be estimated: the analysis on distribution characteristics of the number of claims of environmental liability insurance according to the applicable conditions, because it does not meet the the Silverman rule of thumb, the need for data transform; selecting the bandwidth using Silverman rule of thumb after dealing with the data, methods of the probability density function of non parametric kernel density estimation and application, and to verify the estimation results; using mathematical transform probability density function of the claim amount of data. Finally, the amount of the claim expectations are according to the density function of the amount of the claim, and combined with the claim frequency calculated premium.

【學(xué)位授予單位】：中國(guó)海洋大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類(lèi)號(hào)】：F842.69

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