汶川地震后我国再保险体系在巨灾风险管理中的定位设想

汶川地震表明,我国再保险体系在巨灾保险补偿中发挥的作用十分有限,这激发我们思考这样的问题:应怎样建立有效的巨灾风险分散机制来支撑和促进再保险体系的发展。为此,提出这样的研究设想,从汶川地震为出发点,结合我国巨灾保险的实践经验,整合保险及相关行业的技术优势,从管理制度、技术和风险管理三个层面深入研究我国再保险体系在巨灾风险管理中的作用,以期得出新的建议或改善措施。(1)制度层面:对比国外和我国在地震、洪水、干旱、台风等巨灾再保险管理方面的法律规定,结合政治制度的差别,总结出具有中国特色的巨灾风险管理体系的政策依据。(2)技术层面:以地震风险为突破口,兼顾洪水、干旱、台风风险,探讨如何建立拥有自主知识产权的巨灾风险分析模型及数据库。(3)管理层面:分析巨灾保险在巨灾条件下失灵的深层次原因,论证再保险体系在巨灾风险分散机制中的重要作用,提出我国巨灾风险管理体系的基本框架。     

基于多租户的高性能地震保险损失评估SaaS云平台设计与实现

地震巨灾风险的特点是低频高损,历史震害数据缺乏、风险暴露快速变迁等因素导致基于大数定理的费率厘定方法无法针对各区域不同建筑类型的风险暴露进行精细化定价.本文基于"五代图"潜在震源区模型的随机事件集解决观测数据不足的问题;并使用"五代图"所采用的地震动参数衰减关系模型与工程易损性方法计算地震事件对风险暴露造成的损失,从而...     

洪水风险=灾害事件×暴露程度×脆弱程度

世界上,洪水可能是造成损失最大的自然灾害.世界上没有哪个地区不受到洪水的威助、由于洪灾风险是灾害事件、洪泛区财产遭遇风险的程度,以及它们的脆弱性的函数,所以灾害损失的增长与上述各个方面的变化都有关.防洪措施可以减少灾害事件的频率,恰当的预防措施也能显著降低财产风险.然而除了公共措施和私人措施外,在减少私人、企业、甚至整个社会的风险方面,保险发挥着关键作用.近年来,对洪水保险的需求日益增长,促使保险公司必须采取适当的解决方案.与此同时,至关重要的是,保险公司应当清楚在极端情况下他们自己可能承担的最大损失.     

Oscillatory regime of aftershocks of the 1984 Ddzhirgatal earthquake: Implications for the internal dynamics of an unstable geological system

On the basis of seismological and geological evidence, the aftereffect region of the strong Dzhirgatal earthquake is localized as a real physical object. The time dependence of the number of aftershocks of this earthquake is best described by a simple hyperbolic law (p = 1, or the Omori law), which is well consistent with the ideas of self-similarity of the material fracture and the development of the seismotectonic process. Features characteristic of the evolution of self-similar systems are recognizable in the dynamics of the aftershock flow and parameters of seismotectonic deformation (STD) calculated from focal mechanisms of aftershocks. The evidence for this is the Feigenbaum inverse cascade in predominant frequencies of variations in the numbers of aftershocks and “catastrophes” in the form of an increase in the variability of STD parameters at the time moments when the corresponding predominant periods abruptly change. In this way, the term “catastrophe,” speculative with respect to the geophysical medium, acquires real meaning as a set of observable changes in the dynamics of STD parameters and the flow of aftershocks that occur over a fairly short time compared to the entire duration of the aftershock series.     

地震灾害经济学研究

本专辑所述内容是地震灾害经济学研究课题的一部分，作者简介地介绍了这一研究的现状和发展，对其主要问题，如地震损失评估的定量经济学方法，地震科研与发展的经济问题，地震长期预报的经济影响，地震危险和地震保险的研究及中国历史地震经济损失的推断等作了概括和分析；着重介绍了作者关于地震经济损失的投入产出分析；石油化工企业地震灾害风险管理研究以及用于地震保险业务的中国部分地震经济损失估计和世界部分地震经济损失数     

Development of an earthquake loss model for Turkish catastrophe insurance

Following the devastating Kocaeli and Düzce earthquakes of August andNovember 1999, the Turkish Government was faced with an enormousfinancial burden as a result of its statutory obligation to cover the full costsof rebuilding. In order to offset this liability in the future – which has hadan adverse effect on the Government's economic programme – acompulsory earthquake insurance scheme has been introduced for allhouseholders in Turkey. A key element for successful implementation ofthis novel and ambitious programme is the transfer of the earthquake riskabsorbed by the Turkish Catastrophe Insurance Pool (TCIP) to theinternational reinsurance market. An earthquake loss model, described inthis paper, has been developed for the TCIP to serve as a basis for thedecision-making process with respect to the pricing of its insurance policy,risk control, the purchase of reinsurance, and the transfer of seismic risk.Sample results of the loss calculations are presented.     

Update earthquake risk assessment in Cairo,Egypt

The Cairo earthquake (12 October 1992; m _b  = 5.8) is still and after 25 years one of the most painful events and is dug into the Egyptians memory. This is not due to the strength of the earthquake but due to the accompanied losses and damages (561 dead; 10,000 injured and 3000 families lost their homes). Nowadays, the most frequent and important question that should rise is “what if this earthquake is repeated today.” In this study, we simulate the same size earthquake (12 October 1992) ground motion shaking and the consequent social-economic impacts in terms of losses and damages. Seismic hazard, earthquake catalogs, soil types, demographics, and building inventories were integrated into HAZUS-MH to produce a sound earthquake risk assessment for Cairo including economic and social losses. Generally, the earthquake risk assessment clearly indicates that “the losses and damages may be increased twice or three times” in Cairo compared to the 1992 earthquake. The earthquake risk profile reveals that five districts (Al-Sahel, El Basateen, Dar El-Salam, Gharb, and Madinat Nasr sharq) lie in high seismic risks, and three districts (Manshiyat Naser, El-Waily, and Wassat (center)) are in low seismic risk level. Moreover, the building damage estimations reflect that Gharb is the highest vulnerable district. The analysis shows that the Cairo urban area faces high risk. Deteriorating buildings and infrastructure make the city particularly vulnerable to earthquake risks. For instance, more than 90 % of the estimated buildings damages are concentrated within the most densely populated (El Basateen, Dar El-Salam, Gharb, and Madinat Nasr Gharb) districts. Moreover, about 75 % of casualties are in the same districts. Actually, an earthquake risk assessment for Cairo represents a crucial application of the HAZUS earthquake loss estimation model for risk management. Finally, for mitigation, risk reduction, and to improve the seismic performance of structures and assure life safety and collapse prevention in future earthquakes, a five-step road map has been purposed.     

Earthquake insurance portfolio analysis of wood-frame houses in south-western British Columbia,Canada

Earthquake disasters affect many structures and infrastructure simultaneously and collectively, and cause tremendous tangible and intangible loss. In particular, catastrophic earthquakes impose tremendous financial stress on insurers who underwrite earthquake insurance policies in a seismic region, resulting in possible insolvency. This study develops a stochastic net worth model of an insurer undertaking both ordinary risk and catastrophic earthquake risk, and evaluates its solvency and operability under catastrophic seismic risk. The ordinary risk is represented by a geometric Brownian motion process, whereas the catastrophic earthquake risk is characterized by an earthquake-engineering-based seismic loss model. The developed model is applied to hypothetical 4000 wood-frame houses in south-western British Columbia, Canada, to investigate the impact of key insurance portfolio parameters to insurer’s ruin probability and business operability. The analysis results indicate: (i) the physical effects of spatially correlated ground motions and local soil conditions at insured properties are significant; (ii) the insurer’s earthquake risk exposure depends greatly on insurance arrangement (e.g. deductible and cap); and (iii) the maintenance of sufficient initial surplus is critical in keeping insurer’s insolvency potential reasonably low, while volatility of non-catastrophic risk is the key for insurer’s business stability. The results highlight the importance of adequate balance between business stability under normal conditions and solvency under extreme conditions for efficient earthquake risk management. Flexibility for determining an insurance arrangement would be beneficial for insurers to enhance their portfolio performance and to offer more affordable coverage to their clients.     

辽西北地区农业干旱灾害风险评价与风险区划研究

以辽西北29个农业县（市、区）为研究区域,选取辽西北最主要的玉米作物作为研究对象,从造成农业干旱灾害的致灾因子危险性、承灾体暴露性、脆弱性和抗旱减灾能力4个方面着手,利用自然灾害风险指数法、加权综合评价法和层次分析法,建立了农业干旱灾害风险指数（ADRI）,用以表征农业干旱灾害风险程度;借助GIS技术,绘制辽西北农业干旱灾害风险评价区划图,将风险评价区划图与2006年辽西北受干旱影响粮食减产系数区划图对比,发现两者可以较好的匹配。研究结果可为当地农业干旱灾害预警、保险,以及有关部门的旱灾管理、减灾决策制定提供理论依据和指导。     

超大城市推进地震巨灾保险工作的若干建议

地震巨灾保险作为资源储备和经济补偿的一种手段,能够有效减轻国家政府的负担,为震后受灾群众提供经济补偿。当超大城市发生地震后,经济损失相较其他城市更严重。因此,在超大城市推进地震巨灾保险发展显得尤为重要。本文从政策法规、模型构建和巨灾试点3个层面对比梳理了地震巨灾保险现状,分析了我国超大城市开展地震保险工作所面临的困难,最后以首都北京为例,对北京开展超大城市地震巨灾保险提出了意见建议,为北京相关政府部门政策制定和决策建议提供了参考。      

Balancing cost-risk in management optimization of water resource systems under uncertainty

When a scarce water resource is distributed between different users by a Water Resource Management Authority (WRMA), the replenishment of this resource as well as the meeting of users’ demand is subject to considerable uncertainty. Cost optimization and risk management models can assist the WRMA in its decision about striking the balance between the level of target delivery to the users and the level of risk that this delivery will not be met. Addressing the problem as a multi-period dynamic network optimization, the proposed approach is also based on further developments in stochastic programming for scenario optimization. This approach tries to obtain a “robust” decision policy that minimizes the risk of wrong decisions when managing scarce water resources. In the paper we also illustrate two application examples for water resources management problems.     

A test of terminal Mesozoic “catastrophe”

Terminal Mesozoic “catastrophe”-type extinction models that advocate synchronous marine and terrestrial extinctions spanning short time intervals (a few days up to a few millennia) have a common foundation: the simultaneous terminations of geological ranges of some taxa of marine CaCO₃-producing microplankton (and possibly the dinosaurs) at the end of the Cretaceous. Gartner and McGuirk [1] propose a new catastrophe theory that at the end of the Cretaceous fresh-brackish water from the Arctic Ocean spread over the surface of the world's oceans, causing global cooling, aridity, and the extinctions. Like other catastrophe models, this one also fails to address the possibility of hiatus control of ranges at the end of the Cretaceous; a well documented, seemingly nearly universal hiatus of variable and unknown duration separates Cretaceous and Tertiary strata. Documented terminal Cretaceous marine regression (perhaps 10 times more rapid than a typical regression according to Cooper [8] would have caused terrestrial erosion and stripping away of the latest Cretaceous stratigraphic record, thus truncating geological ranges along a seemingly planar datum. The terminal Cretaceous marine CaCO₃ dissolution event would have had the same effect on ranges of marine planktonic CaCO₃-producing microplankton (the event was a shallow-water phenomenon). The simultaneous terminations of geological ranges is thus possibly the result of hiatus control, and the terminal Cretaceous “catastrophe” an illusion. Attempts to use Cretaceous-Tertiary transition floras to support global cooling at the time of the extinctions are not based on sound stratigraphic foundations; realistic paleobotanical-climatic inferences can only be based on the precise correlation of the Cretaceous-Tertiary contact in marine and terrestrial stratigraphic sections, and these correlations have not been made with sufficient precision to support catastrophe theory. The much used “across the Cretaceous-Tertiary boundary” glosses over ignorance of the true terminal Cretaceous scenario, lost forever in most places by the destruction of the terminal Cretaceous stratigraphic record. For now, stable isotope paleotemperature data from marine strata that can be dated radiometrically provide the most reliable estimates of the Cretaceous-Tertiary transition climate; Boersma et al. [5] indicate global warming of deep and shallow oceans “across” the contact (and not surficial cooling only as is required by the spillover model). Older much-cited climate inferences based on leaf physiognomy are suspect in light of Dolph and Dilcher's [23] work that shows little correlation between leaf physiognomy and climate.     

Radiological aspects of red mud disaster in Hungary

One of the most severe industrial catastrophes happened in Kolontár, Hungary, on 4 October 2010. Red mud (bauxite residue) broke through the eroded wall of the red mud reservoir pond “Number X” and flooded the surrounding area. This led to the instant death of 10 people and the injury of more than 100 people. Red mud is enriched in radium and thorium isotopes; therefore, there is a chance that this flooding will increase radionuclide concentrations of soils and also in air. In this study we have examined the site to assess the realistic radiological risks. For the risk assessment the following parameters were determined: gamma dose rate, radon concentration, radionuclide concentration of red mud and air dust concentration. It was found that the radiation dose exposure resulting from red mud contamination was < 0.045 mSv y^?1 (excluding radon), which can be considered negligible when compared to the average annual effective dose from natural sources (2.4 mSv y^?1).     

地震保险中经济损失和赔付问题的研究

简单介绍了国内外地震保险业的发展和现状,以及基于地震危险性分析和结构易损性分析的经济损失评估方法;着重探讨了给定赔付政策下单体房屋结构震害损失赔付的概率密度函数,和保险业关心的多个单体集合赔付的整体方差问题;引入了美国使用的单体结构间损失的相关系数,并据此解释了地震保险中风险的高聚合性质. 为我国地震保险业中的赔付和费率厘定提供依据,为地震保险工作的实际运作和展开提供参考.      

Study on financial loss and its adjustment in earthquake insurance

Introduction Earthquake often brings large catastrophe to the mankind, especially in recent years when a large number of destructive earthquakes occur in the whole globe, which have caused tremendous casualties and losses to the people. Obviously, it is not very reasonable to make up financial losses and carry out post-seismic reconstruction by the government only for such kind of huge earth- quake losses. Therefore, as an effective measure to raise fund and make up financial losses, earth- qu…     

地震保险与城市发展规划

自然灾害保险包括地震保险在城市发展规划中起着减轻财产损失，加速恢复重建的重要作用。因此，灾害保险业是城市发展规划顺利运作的支柱之一，是严格实施发展规划标准的监督者。为了合理地处理两者的关系，我们应该认真思考增强地震保险技术的保障能力，跟踪抗震设计的新思路、新方法，开发灾害期货新型金融产品。     

Quantitative multi-hazard risk assessment with vulnerability surface and hazard joint return period

Risk assessment plays an important role in disaster risk management. Existing multi-hazard risk assessment models are often qualitative or semi-quantitative in nature and used for comparative study of regional risk levels. They cannot estimate directly probability of disaster losses from the joint impact of several hazards. In this paper, a quantitative approach of multi-hazard risk assessment based on vulnerability surface and joint return period of hazards is put forward to assess the risk of crop losses in the Yangtze River Delta region of China. The impact of strong wind and flood, the two most prominent agricultural hazards in the area, is analyzed. The multi-hazard risk assessment process consists of three steps. First, a vulnerability surface, which denotes the functional relationship between the intensity of the hazards and disaster losses, was built using the crop losses data for losses caused by strong wind and flood in the recent 30 years. Second, the joint probability distribution of strong wind and flood was established using the copula functions. Finally, risk curves that show the probability of crop losses in this multi-hazard context at four case study sites were calculated according to the joint return period of hazards and the vulnerability surface. The risk assessment result of crop losses provides a useful reference for governments and insurance companies to formulate agricultural development plans and analyze the market of agricultural insurance. The multi-hazard risk assessment method developed in this paper can also be used to quantitatively assess multi-hazard risk in other regions.     

面向地震巨灾保险的建筑特性快速提取方法

房屋建筑分类是抗震设计和地震风险分析的基础,是巨灾保险的纽带环节,也是结构易损性准确、完备分析的前驱保障,快速获取建筑特性参数非常关键。基于影像数据获取结构特性相比传统手段具有显著优势,然而其准确性具有一定挑战性,从影像数据得到实时的、较准确的结构特性成为地震保险数据获取技术的关注焦点。本文采用深度学习方法开展从影像数据中提取面向地震保险需求的建筑特性数据,构建基于深度学习方法的建筑高度识别模型和基于机器视觉的建筑高度识别方法,运用基于Xception神经网络深度学习和机器视觉的模型,对北京地区的建筑高度进行模型测试,该方法可为地震保险分析提供重要的基础数据支持。     

Modelling Seismic Hazard in Earthquake Loss Models with Spatially Distributed Exposure

The prediction of possible future losses from earthquakes, which in many cases affect structures that are spatially distributed over a wide area, is of importance to national authorities, local governments, and the insurance and reinsurance industries. Generally, it is necessary to estimate the effects of many, or even all, potential earthquake scenarios that could impact upon these urban areas. In such cases, the purpose of the loss calculations is to estimate the annual frequency of exceedance (or the return period) of different levels of loss due to earthquakes: so-called loss exceedance curves. An attractive option for generating loss exceedance curves is to perform independent probabilistic seismic hazard assessment calculations at several locations simultaneously and to combine the losses at each site for each annual frequency of exceedance. An alternative method involves the use of multiple earthquake scenarios to generate ground motions at all sites of interest, defined through Monte–Carlo simulations based on the seismicity model. The latter procedure is conceptually sounder but considerably more time-consuming. Both procedures are applied to a case study loss model and the loss exceedance curves and average annual losses are compared to ascertain the influence of using a more theoretically robust, though computationally intensive, procedure to represent the seismic hazard in loss modelling.An erratum to this article can be found at     

Natural flood management,land use and climate change trade-offs: the case of Tarland catchment,Scotland

A distributed hydrological model (WaSiM-ETH) was applied to a mesoscale catchment to investigate natural flood management as a nonstructural approach to tackle flood risks from climate change. Peak flows were modelled using climate projections (UKCP09) combined with afforestation-based land-use change options. A significant increase in peak flows was modelled from climate change. Afforestation could reduce some of the increased flow, with greatest benefit from coniferous afforestation, especially replacing lowland farmland. Nevertheless, large-scale woodland expansion was required to maintain peak flows similar to present and beneficial effects were significantly reduced for larger “winter-type” extreme floods. Afforestation was also modelled to increase low-flow risks. Land-use scenarios showed catchment-scale trade-offs across multiple objectives meant “optimal” flood risk solutions were unlikely, especially for afforestation replacing lowland farmland. Hence, combined structural/nonstructural measures may be required in such situations, with integrated catchment management to synergize multiple objectives.