F-12 インドにおけるサイクロンハザードモデルの基礎的な研究(F.一般セッション)

概要

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Recently, various alternative risk transfer transactions have been issued to diversify the natural catastrophic risk retained by insurers to the financial market instead of reinsurance market. Especially, the catastrophic bond based on the parametric trigger such as the center pressure depth at the cyclone landing is high transparency and objective index for the investors. Gujarat State in western part of India have rarely suffered the heavily losses by intense wind due to cyclone. The study is focused on the development of the cyclone hazard model to design risk financing such as risk securitization using parametric trigger. In the study, we statistically analyzed the historical cyclone data to fit the probable distribution function of cyclone parameters. Using these parameters, we stochastically generated a large number of cyclone events to estimate the peak gust wind speed at various sites around Gjurarat.
地域安全学会の論文