METHOD AND DEVICE FOR EVALUATING EARTHQUAKE LOSS COMPENSATION

摘要

PROBLEM TO BE SOLVED: To quantitatively evaluate the goodness of earthquake risk management in view of probabilistic cost benefits and deterministic finance impacts by enabling probabilistic cost evaluation of a combination of various earthquake risk management including low cost earthquake risk swap.;SOLUTION: A series of processes consisting of a process for selecting a plurality of earthquake risk compensations required for compensating up to the maximum assumed loss amount, a process for calculating effects acquired by the selected plurality of earthquake risk compensations and costs for acquiring the effect, and a process for finding the total cost by subtracting the effects from the costs is executed by sequentially changing the ratio for the maximum assumed loss amount of the respective earthquake risk compensations. On the basis of the execution result of the series of processes, the earthquake risk compensation selected when the total amount is minimum is adopted as the actual earthquake risk compensation.;COPYRIGHT: (C)2004,JPO&NCIPI