地质灾害损失分布拟合与风险度量被引量：17

Distribution Fitting of the Geological Disaster Losses Data and its Risk Measurement

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摘要地质灾害的频繁发生已引起了社会各界的高度关注。本文以湖南省娄底市地质灾害损失数据为样本,借助广义Pareto分布和对数正态分布对地质灾害损失分布进行刻画,建立了一个分段的地质灾害损失分布模型,然后讨论了地质灾害损失的纯保费和最大可能损失的估计问题。 Frequent geological disasters have caused great concern in the community.In this paper,using the disaster losses data of Loudi City of Hunan Province,we present a segmented distribution model for the geological disaster losses using the Generalized Pareto Distribution（GPD）and the Lognormal Distribution through the choice of exact threshold,and then discuss the estimations of the net premium and the probable maximum of geological disasters losses.

作者欧阳资生

机构地区湖南商学院财政金融学院

出处《统计研究》 CSSCI 北大核心 2011年第11期78-83,共6页 Statistical Research

基金国家社会科学基金项目(11BTJ011) 教育部人文社会科学项目(09YJA910003) 湖南省软科学项目(2009ZK4022)资助

关键词地质灾害纯保费广义PARETO分布最大的可能损失 Geological Disaster Net Premium Generalized Pareto Distribution Probable Maximum Loss

分类号 F222.3 [经济管理—国民经济]

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参考文献2

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