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我国也是世界上灾害频发的国家之一,但是我国商业保险赔付率低,主要还是依靠政府补偿的方式,这样的巨灾赔付方式并不利于保险行业的健康发展。本文介绍了美国的巨灾保险期货期权定价、交易方式,指出了巨灾保险期货的优势,同时指出了我国在巨灾风险方面存在的问题,借鉴美国先进经验,我国发展巨灾保险证券化的可行性和借鉴经验。
China is also one of the countries with frequent disasters in the world. However, due to the low compensation rate of commercial insurance in our country, it mainly depends on the way of government compensation. Such catastrophe payment is not conducive to the healthy development of the insurance industry. This paper introduces the pricing and transaction methods of catastrophe insurance futures in the United States, points out the advantages of catastrophe insurance futures, points out the problems in catastrophe risk in our country, draws lessons from the advanced experience of the United States, and develops catastrophe insurance securitization in our country Feasibility and experience.