评估极端降雨和极端保险索赔之间的依赖性:一个双变的峰值超过值方法
1Department of Business and Management Science, Norwegian School of Economics, Bergen, Norway.
概括
极端降雨显著增加了房屋保险索赔. 了解这种联系有助于保险公司在气候变化中有效管理财务风险和资本储备.
科学领域:
- 气候科学 气候科学
- 风险管理 风险管理
- 保险研究 保险研究
背景情况:
- 气候变化加剧了极端天气事件,给保险公司带来了重大财务风险.
- 准确量化极端气候风险对于维持偿付能力和防止破产至关重要.
研究的目的:
- 调查挪威极端降雨事件和极端保险索赔之间的依赖关系.
- 分析大雨对房屋保险索赔数量的影响,使用新的数据集.
主要方法:
- 采用了最先进的双变高峰超过值方法.
- 利用了一套新的数据集,收集了挪威两个市区的房屋保险索赔与降雨造成的损害相关的数据.
主要成果:
- 极高的保险索赔数量显示出最强的依赖于降雨强度和每日降雨量.
- 雨量变量的特定区域差异被确定为住房保险风险的关键指标.
结论:
- 调查结果提供了极端降雨和保险索赔之间的动态,有助于保险行业的可持续性.
- 拟议的方法支持量身定制的定价模型和强大的资本储备管理,以适应气候变化.
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