巨灾风险债券的分析策略及模型构建

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1、3.4.1单一时期现金流现值分析·························································26 3.4.2两期现金流现值分析·································································28 3.5本章小结····························································································29 第4章巨灾风险定价模型·····

2、······································································31 4.1资本市场巨灾风险定价模型······························································31 4.1.1我国地震灾害的损失分布·····························································31 4.1.2观察损分失布的拟合效果···························

3、··································33 4.1.3地震发生次数的拟合·····································································35 4.1.4地震灾害债券的具体设计·····························································36 4.2利率的二项模型·······························································

4、···················38 4.2.1我国地震巨灾债券的价格·····························································40 4.3复合泊松近似巨灾造成的损失额·······················································44 4.3.1复合泊松分布的提出·····································································44 4.3.2距离的定义···

5、··················································································45 4.3.3复合泊松近似·················································································46 4.4本章小结·························································································

6、·····48 结论················································································································49 参考文献·········································································································51 攻读硕士学位期间承担的科研任务与主要成果···················

7、·······················55 致谢················································································································56 作者简介·········································································································57万方数据第1章绪论1.1巨灾证券形成的背景我

8、国是一个多自然灾害的国家，洪水、地震等自然灾害每年都造成大量的财产损失和人员伤亡。1994年珠江流域、辽河洪水造成损失1600亿元，19