本文主要的目的在於了解地震災害風險評估之工程模式後，並配Capacity-Based Method的應用對於地震或者巨災風險的管理提出一個較為合理的方法，以期在運用保險策略來降低地震所造成的損失時能夠更為有效。 主要使用的方法為以地震危害度分析為基礎，加以結構物的易損性曲線(Fragility Curve)和容能曲線(Capacity Curve)來評估結構物的損害情形，但保險業者在評估地震所造成的損失時是採用了所謂的PML法，此法為一個簡化而方便的評估方法，但是過於保守而且無法和工程上較先進的風險評估模式做成結合，而Capacity-Based Method可以配合地震災害風險評估模式將整個地震保險所面臨的風險提供一個合理的評估方式。 另一部分即在探討保險業者在面臨巨災風險所遭遇的問題，包括預留大筆資金以及如何籌措此資金，並針對再保險方面以及最近幾年才發展的巨災証券化的產物作一個探討。 The purpose of the thesis is to combine the engineering risk module of earthquake loss estimation with the Capacity-Based Method. Through this evolution , we can propose a rational process to assess the damage or risk due to earthquake or catastrophe. The main method based on Seismic Hazard Analysis, fragility curve and capacity curve is to estimate the damage of structure. Insurers use the PML method to calculate their risk but this conservative method can’t integrate with advanced engineering model. And the Capacity-Based method can integrate with the engineering risk module of earthquake loss estimation with a rational thinking. Another part of this thesis is to probe into the problem which insurers have when they face catastrophe insurance. Including earmarking large capital and how to get this capital ..etc. And illustrate some financial instruments such as options and bonds through securitizg property catastrophe risk in the recent years.
