森林保险经营模式研究

华中科技大学硕士学位论文森林保险经营模式研究姓名：黄祖梅申请学位级别：硕士专业：概率论与数理统计指导教师：李萍20070524I:IIAbstractIntheforestinsurancemarket,thedegreeofdestroyishardtomakesureandtheinformationbetweentheinsuredandtheinsurerisasymmetry.Soit’simportanttomakesuredestroyprobabilityandpremiumrateandtoknowhowtoavoidadverseselection.Besides,duetothehighrisk,highlossrateandlowinsurancerateofforestinsuranceitself,insurancecompanies’stabilityisalsochallenged.Soreinsuranceisunignorable.InpartI,thequestionstoberesearchedareputforwardandtheschemesofresearchareintroducedbasedonthecomprehensivereviewoftherelevantdocuments.InpartII,therelevantknowledgeusedinthispaperisintroduced.InpartIIIthedestroyrateoftheforestisestimatedandtestedusingthetheoryofestimationandhypothesistest.Theforestmanagementriskisanalyzedandamethodofvaluatingforestpropertyandcalculatinginsurancepremiumsisintroduced.Itprovidetheorybasisfortheinsurer.InpartIV,bothdeductibleandcoinsurancerateareintroduced.Riskisclassifiedtakingintoaccountboththeinsuredandtheforest.Asignalscreeningandincentivemodelisconstructed.Apricingandcoinsuringsystemintheneedofthemarketofforestinsuranceiseduced.InpartV,undertheseparatingequilibriumbackground,theinsuredaredifferentiatedeffectivelyinthegroundofsignalinggame,thecoinsurancerate’sdifferentialformandtherelationshipbetweenpremiumrateandcoinsurancerateareintroduced.Inordertoworkstably,theinsurerscantransfersomerisktoreinsurancecompaniesthroughreinsurance.Inpart,thedesignofoptimalreinsurancepolicyisresearched.Theoptimaldeductibleinfullinsuranceandtheoptimalpartialprotectiontoruinareeduced.Attheendofthispaper,wemakeasummaryandaconciseannouncementofthedeficiencyinitanddrawoutthequestionsworthytobestudiedinlaterresearch.IIIKeyWords:forestinsurance;destroyprobability;signalscreening;incentive;signaling;reinsurance;fullprotection;partialprotection.,,.,.,.,,.,.□,_____.□.“√”111.11.1.12[]111.2.3.4.31.2.3.4.41.1.251.21.2.119372000120201002352%2470640%50%1978-198242%70%22001619141/35002062/31973198268%1.2.21978198119821982-1983198419851985198820200020054281.31.3.1199471996[]219972001[]52002200520052005[]61.3.2(Arrow)19531963JanHolecyandMarcHanewinkel2003[]23KendraMcsweeney2005[]3581.41.51234922.12.1.1(moralhazard)1ex-antemoralhazard2ex-postmoralhazard10(deductibleclause)(coinsuranceclause)2.1.2λ1λ−WLWHWHWLVLWLVHWH11()'1WWLWHλλ=+−'W'Wλ2.2121166013251502.2.1reinsurancecedeinsurancecedingcompany,cededcompany132.2.21.2.3.143WeibullKolmogorov-Smirnov3.1();Pxλ0λ15(),Naθa0θξξ3.1.1ξ();Fxθθθ∈ΩΩ12,,,nξξξ()1,,nTξξ()12,,nxxx()1,,nTxxt=θ()1,,nTξξθ()1ˆ,,nTθξξ=()1,,nTξξθθξξ();Fxθξξ();Fxθ();Fxθθξ();Fxθθ()1ˆ,,nθξξ()1,,nxx()1;niiifxdxθ=∏()1ˆ,,nxxθθ16()1,,nxx()1;niiifxdxθ=∏()1ˆ,,nxxθθ()1ˆ,,nxxθ()1,,nxxˆθ()1ˆ,,nθξξξξ();Pxθ();fxθ3.1.2ξ();Fxθθ1,,nξξ()11,,nTξξ()21,,nTξξ()11,,nTξξ()21,,nTξξ[]12,TTα01α{}121PTTξα≤≤=−[]12,TTθ[]12,TTθ1α−α()11,,nTξξ()21,,nTξξθ()11,,nTξξ()21,,nTξξ1T2T1,,nξξN()1,,knkxx1,,kN=1kt2kt[]12,kkttNθθ{}121PTTξα≤≤=−[]12,TTθ1α−[]12,TTθα[]12,TT1α−θθ173.2Kolmogorov-SmirnovKolmogorov-SmirnovtestDistancexymaximumdistancemaxDK-S10max0.05DD0.051.36DN=N3.33.3.1Nnˆfˆifik10ixi18()nFtn10t()()()maxnnDnFxFx=−Kolmogorov-SmirnovDNˆiixfN=1111ˆˆkkkiiiiiixnffxNNN=======∑∑∑(3.1)()1ˆˆtinifFtf==∑(3.2)3.3.2[]23()(),1ctWcFteγγ−==−(3.3)(3.3)cγ(3.3)()1;,ctftccteγγγγ−−=(3.4)cγ()()()111111,;,niiinnnctnctiiiiiiLcftcctecetγγγγγγγγ=−−−−===∑===∏∏∏(3.5)111ln0lnlnln0niinniiiiiLntccLnctttγγγγ===∂=−=∂∂=−+=∂∑∑∑(3.6)nit(),WcγcγKolmogorov-Smirnov()nFt()Ft19()()0ˆ:0nHFtFt−=(3.7)()ˆFt()Ftnt()()()1FtFtFt∆=−−(3.8)()ptt()pt()pt()Ft∆[]23()()ptFtnkN∆=(3.9)nfN=()()ptkFtf=⋅∆⋅()pt()()ˆˆˆptkFtf=⋅∆⋅(3.10)3.3.3m()pt(3.10)()ptft()Ft∆10kkkξ=1,2,km=()()ˆ1kPkPfξ===()()()ˆˆˆ,1kkEfDffξξ==−20()1,2,,kknξ=()()ˆˆ1,01kkPfPfξξ====−{}kξ()()()()()()1111ˆˆˆˆ0,1ˆˆˆˆˆˆ111mmmkkkkkkmmkkmfmffffmNmmffffffDmmξξξηξ====−−−−====→→+∞−−−∑∑∑∑()ˆˆ1mffsm−=()()ˆ0,1mffNms−→→+∞(3.11)1α−122zzαα−=12ˆ1mffPzsαα−−=−()122ˆˆ1mmPfszffszααα−−⋅+⋅=−(3.12)t()Ft∆()()()1FtFtFt∆=−−()FtKolmogorov-Smirnov()dnαt()nFtm()ˆFt()Ft()()()()()()122ˆˆ1PFtdmFtFtdmααα−−+=−(3.13)()()()22ˆmFtdmFtαα−=()()()1122ˆmFtdmFtαα−−+=(3.14)(3.13)()()()()1221mmPFtFtFtααα−=−(3.15)()()()()()()122ˆˆ1PFtdmFtFtdmααα−∆−∆∆+=−(3.16)()()()22ˆmFtFtdmαα∆=∆−()()()1122ˆmFtFtdmαα−−∆=∆+()Ft∆21(3.14)()()()22ˆ1mmFtFtFtαα∆=−−(3.17)()()()1122ˆ1mmFtFtFtαα−−∆=−−(3.18)(3.10)(3.12)(3.17)(3.18)m1α−()pt()12mptα−()2mptα()()()()()()()22222ˆˆˆˆ1mmmmptkFtdmfszkFtFtfszααααα=⋅∆−⋅−⋅=⋅−−⋅−⋅(3.19)()()()()()()()11122222ˆˆˆˆ1mmmmptkFtdmfszkFtFtfszααααα−−−=⋅∆+⋅+⋅=⋅−−⋅+⋅(3.20)α0.05m()dm03.43.4.1223.4.2[]23()1()FEVt()SEVuu()2()SVt()3()fSEVu()IVFt()()()()()fIVFtFEVtSVtSEVuSEVu=−+−(3.21)()RPSEVu()SEVu()()()fRPSEVuSEVuSEVu=−()()()()IVFtFEVtSVtRPSEVu=−+(3.22)()FEVtKilkki,1985()()()()()111uuuiuiiiititutRrCrSEVuFEVtr−−==−+−++=+∑∑(3.23)iRiiCi233.53.5.1(1)(2)()mGt()()()mmGtNtRt=+(3.24)()Ntt()mRtt3.5.2()()()ˆNtptIVFt=⋅(3.25)3.5.3()pt(3.10)(3.20)()pt()()()()()12222ˆˆˆmmmptptkFtszdmfszαααα−=+∆⋅⋅++⋅(3.26)()()()()12222ˆˆmmmptkFtszdmfszαααα−∆=∆⋅⋅++⋅(3.27)()12mptα−∆24()()()(){}2222