【作者】 邓顺云；

【导师】 李萍；

【作者基本信息】 华中科技大学 ， 概率论与数理统计， 2010， 硕士

【摘要】 最近几十年来,自然灾害的发生频率和强度都在以惊人的速度递增着。从1998年的长江等流域的大洪水,到2008年初的南方雪灾,到2008年“5 12”汶川大地震,再到最近中国西南五省百年一遇的特大旱灾,肆虐的自然灾害给中国带来了巨大的经济损失以及精神伤害。与巨大的经济损失形成反差的是,一些国家的巨灾保险市场的极度萎缩。面对潜在的巨灾风险,人们总是倾向于等待政府的救济援助以及慈善捐赠,而不愿意自己购买巨灾保险以转移风险。由于政府在灾后的无偿援助以及慈善捐赠,造成了人们的依赖心理。这样,政府的事后免费救济带来了“慈善风险”(Charity Hazard),加重了政府的经济负担。本文在第三章系统分析了慈善风险的成因,利用一个博弈模型阐述了政府的灾后救济对个体防灾工程投资的影响,然后首次尝试用状态空间图分析政府的救济力度是如何影响个体的投保行为,我们发现政府的灾后救济力度越大,个体的保险需求越低,带来更大的慈善风险,并对政府的巨灾救济机制提出了一些建议。鉴于慈善风险的存在,如何化解此类风险?在本文的第四章,我们考虑了强制性巨灾保险的模式,人人都得投保,但是到底是实行一致保费还是差异保费?本文选择的是差异保费的形式,但是尝试了一种税收-补贴机制,即对低风险地区的保险合同征收一定的税收,以此来补贴高风险地区的保险合同。我们发现这样的保险模式比一致保费的模式占优,这个模式阐述了如何实施差异保费,并采用税收-补贴机制来刺激高风险地区更积极地投资防灾工程。进一步地,政府也给高风险地区一定的防灾补贴,更好地刺激个体防灾减灾,实现更好的帕累托改进。更多还原

【Abstract】 The last decades have witnessed the huge worldwide increasing frequency and intensity of natural disasters. From the worst flooding along Yangzi River in 1998 in a century, to the snow disaster in the south of China in the beginning of 2008, to 5.12 Wenchuan earthquake in the same year, and to the recent months’especially big drought in the south west of China, these raged natural disasters have brought huge economic loss as well as mental injury to Chinese people. Compared to the huge loss, however, the catastrophe insurance market in some countries is very small. In face of the potential risks, people are always ready to receive governmental aid or charity donation for free without purchasing insurance against natural disasters.Due to the free financial assistance and charity donation, people will solely rely on governmental support. Governmental relief reduces the demand for insurance cover and motivation for mitigation measures. As a result, charity hazard emerges, which increase the economic burden of government. In the third chapter, we analyze charity hazard systematically. By using a game model, we illustrate how the ex post governmental assistance influence people’s investing will in mitigation measures; and then we use state-space graph to analyze how the level of financial relief reduce people’s demand for insurance. We find that the individual is better off by solely relying on governmental support in a certain level of governmental aid. The higher level of governmental aid, the graver the charity hazard. We also propose some suggestions for governmental relief mechanism.Because of the existence of charity hazard, how to reduce it? In the fourth chapter, we characterize the equity-efficiency trade-off faced by the policymakers under imperfect information about individual prevention costs. It is shown that a competitive insurance market with actuarial rate making and compensatory tax-subsidy transfers is likely to dominate regulated uniform insurance pricing rules. That is to tax insurance contracts in a low-risk area and subsidize insurance contracts in a high-risk area. The model illustrates how targeted tax cuts on insurance contracts can improve the incentives to prevention while compensating individuals with high prevention costs. Furthermore, if the government gives some subsidies to those who live in high risky areas for mitigation program, a better Pareto improvement has come into being.更多还原