台灣地區天然巨災風險評估模型之建立

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姓名

洪東謀(Dung-Mou Hung) 查詢紙本館藏

畢業系所

土木工程學系

論文名稱

台灣地區天然巨災風險評估模型之建立
(The Establishment of the Catastrophe Risk Assessmenet Model in Taiwan)

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摘要(中)

天然巨災可能造成人生命的危害，也可能造成個人財產的損失，而這些危害輕微則可能造成個別家庭經濟生活的失衡，嚴重則造成國家社會的經濟、政治的不安定，因此如何進行風險管理以避免危險，或減少危險事件發生後所造成損害，便成為一相當重要之研究課題。
台灣地區由於地理環境位置的特性，最常見的天然巨災為地震及颱風，本研究即針對地震及颱風兩類天然巨災，藉由現代之風險管理觀念，考量天然巨災風險的特性及來源，整合國內外相關之基礎研究，例如地震危害度分析、地震損害分析、各種易損性曲線相關研究及淹水潛勢圖等，建立了台灣地區地震及颱風洪水風險評估模型，並引入動態財務分析的概念，將巨災風險評估模型與動態財務分析模型作結合，最後再透過物件導向程式設計理念，開發建立具有親和力使用者介面之天然巨災風險評估系統，並取名為 Risktrace-EQ及RiskTracer-TY/FL。
本研究所研發的天然巨災風險評估系統採用投資組合分析模式，並建立較能反應損失關聯性之累計損失分佈，主要可以提供損失超越機率曲線的分析、了解不同財務觀點的損失分佈情形、藉由不同自負額，限額等的保險條件擬定設計較佳的保險策略、依據不同風險忍受度來訂定最大可能損失以及風險移轉機制之設計及分析等功能。

摘要(英)

Natural catastrophe can cause the damage of the human being and loss of the property. General speaking, the damage can hurt the economy of a family and induce the uncertainty of economy environment and politic of the country. Therefore, how to avoid risk by rsik management or reduce the loss after natural catastrophe event is a very important topic of the catastrophe rsik management.
The most common natural catastrophe is earthquake and typhoon due to the special geographical environment position of Taiwan area. The purpose of this research is to delvelop the natural catastrophe risk assessment model include earthquake and typhoon. Using the modern concept of the risk management, this research considered the characteristic of the natural catastrophe risk and integrated the national and international relevant primary researches, such as seismic hazard analysis, seismic vulnerability analysis, fragility curve researches regarding catastrophe, flood potential analysis and etc. It also applied the concept of the dynamic financial analysis to the catastrophe rsik assessment model. Finally, we use the Object- Oriented Programming method to build up the natural catastrophe risk assessment software with user-friendly interface. The software names are “Risktrace-EQ” and “RiskTracer-TY/FL”.
The natural catastrophe risk assessment software we built uses portfolio analysis method. It uses the cumulative loss distribution which can reflect the correlated relationship between event losses. It can provide the functions such as loss exceeding probability analysis, loss distribution by different financial perspective, design the better risk program by different insurance condition, probale maximum loss by different risk tolerance, design and analysis of the risk sharing scheme.

關鍵字(中)

★ 巨災
★ 風險評估
★ 地震
★ 颱風
★ 損失超越或然率

關鍵字(英)

★ Risk Assessment
★ Catastrophe
★ Earthquake
★ Typhoon
★ Loss Exceeding Probability

論文目次

中文摘要 I
Abstract II
主目錄 III
圖目錄 VI
表目錄 IX
第一章緒論 1
1.1研究動機與目的 1
1.2巨災風險管理與文獻回顧 3
第二章巨災風險評估模型 7
2.1國內外巨災風險評估模型發展 7
2.2巨災風險評估模型架構 12
第三章地震風險評估模型 16
3.1推測地震事件 16
3.1.1震源模型 16
3.2危害度分析 28
3.2.1地震能量釋放模式 28
3.2.2地表運動衰減模式 29
3.2.3地盤分類 36
3.3損害分析 40
3.3.1建築物分類 41
3.3.2能耐譜法 43
3.3.3我國耐震設計規範之發展 44
3.3.4易損性 46
3.3.5損害機率及損失計算 52
第四章颱洪災害風險評估模型 55
4.1颱洪災害歷史事件降雨量資料建立 55
4.1.1克利金法簡介 55
4.2危害度分析 59
4.3損壞分析 61
4.3.1易損性 63
4.3.2建立流域降雨-損失函數(Basin Rainfall - Loss Function) 66
4.3.2 Disggregate程序 68
第五章巨災損失財務分析 73
5.1事件損失表之建立 73
5.2平均年損失及損失標準差之估計 75
5.3考量損失不確性之損失發生累積機率分佈之建立 76
5.4損失超越機率 77
5.5 蒙地卡羅模擬法 78
5.6 不同巨災風險損失之合併 82
第六章動態財務分析 85
6.1動態財務分析簡介 85
6.2 利率模型 88
6.2.1短期利率 89
6.2.2長期利率 90
6.2 通貨膨脹率 90
6.3 核保模型 91
6.3.1核保循環 91
6.3.2再保險 93
6.3.3 附加費用 94
6.4 TREIF之簡易動態財務分析模型 94
第七章巨災風險評估模型之應用 100
7.1 住宅地震保險風險曝露分析 100
7.1.1簡介 101
7.1.2風險曝露分析實例 103
7.1.2動態財務分析實例 108
7.2 產險公司風險曝露分析 112
第八章系統建置 117
8.1系統程式架構 117
8.2系統資料庫架構 119
8.3系統執行之最低軟硬體需求 121
8.4系統功能說明 122
8.5系統特色簡介 129
8.6系統未來發展 131
第九章結論與建議 133
9.1 結論 133
9.2建議 135
參考文獻 137

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指導教授

蔣偉寧、許文科
(Wei-Ling Chiang、Wen-Ko Hsu)

審核日期

2009-7-27

推文