地质灾害损失分布拟合与风险度量

统计研究 ›› 2011, Vol. 28 ›› Issue (11): 87-92.

地质灾害损失分布拟合与风险度量

欧阳资生

出版日期:2011-11-15 发布日期:2011-11-01

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

Ouyang Zisheng

Online:2011-11-15 Published:2011-11-01

摘要/Abstract

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，得到了一些有意义的结果。

关键词: 地质灾害, 纯保费, 广义Pareto分布, 最大的可能损失

Abstract: 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.

Key words: Geological Disaster, Net Premium, Generalized Pareto Distribution, Probable Maximum Loss.

欧阳资生. 地质灾害损失分布拟合与风险度量[J]. 统计研究, 2011, 28(11): 87-92.

Ouyang Zisheng. Distribution Fitting of the Geological Disaster Losses Data and its Risk Measurement[J]. , 2011, 28(11): 87-92.