Validation of a probabilistic model for hurricane insurance loss projections in Florida
Validation of a probabilistic model for hurricane insurance loss projections in Florida
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DOI：
10.1016/j.ress.2008.03.017
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发表时间：
2008-12
期刊：
影响因子：
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通讯作者：
J. Pinelli;K. Gurley;C. Subramanian;S. Hamid;G. Pita
中科院分区：
文献类型：
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作者：
J. Pinelli;K. Gurley;C. Subramanian;S. Hamid;G. Pita
佛罗里达公共飓风损失模型是第一个可供科学界审查的公共模型之一，在飓风和脆弱性建模中采用了最先进的技术。该模型是为佛罗里达开发的，适用于其他飓风多发地区的施工实践是类似的。2004年飓风季节在佛罗里达造成了巨大的损失，并提供了根据实际索赔数据验证和校准该模型的方法。本文介绍了几个保险投资组合的预测损失对应的飓风安德鲁，查理和弗朗西斯。这些预测与实际索赔数据进行了验证。外部建筑构件的物理损坏预测也比较观察到的损坏。分析表明，该模型的预测能力大大提高后，对2004年的数据校准。该方法还表明，如果保险公司报告有关其投保的结构和遭受的损害类型的更详细信息，则模型的预测能力可以得到增强。该模型可以成为研究降低风险策略的有力工具。
The Florida Public Hurricane Loss Model is one of the first public models accessible for scrutiny to the scientific community, incorporating state of the art techniques in hurricane and vulnerability modeling. The model was developed for Florida, and is applicable to other hurricane-prone regions where construction practice is similar. The 2004 hurricane season produced substantial losses in Florida, and provided the means to validate and calibrate this model against actual claim data. This paper presents the predicted losses for several insurance portfolios corresponding to hurricanes Andrew, Charley, and Frances. The predictions are validated against the actual claim data. Physical damage predictions for external building components are also compared to observed damage. The analyses show that the predictive capabilities of the model were substantially improved after the calibration against the 2004 data. The methodology also shows that the predictive capabilities of the model could be enhanced if insurance companies report more detailed information about the structures they insure and the types of damage they suffer. This model can be a powerful tool for the study of risk reduction strategies.