著者
矢代 晴実 福島 誠一郎 都築 充雄
出版者
日本建築学会
雑誌
日本建築学会環境系論文集 (ISSN:13480685)
巻号頁・発行日
vol.69, no.586, pp.107-114, 2004
参考文献数
10
被引用文献数
2 2

Recently, some seismic risk management measures are utilized reflecting the quantitative and qualitative assessment of seismic risk. These measures are categorized into risk control and risk financing ; the former is essential to mitigate seismic risk and the latter is effective to cover the unexpected loss caused by unforeseeable and complicated seismic events. In this paper, a seismic risk swap using a parametric trigger is employed as a risk financing measure. Portfolios consisting of 50 facilities in Tokyo, Osaka and Fukuoka are employed in order to examine the feasibility of seismic risk swap assuming that the exchanged annual expected losses are identical. Through the examination, it is also proposed the procedure to determine the parameters used in parametric trigger based risk swap, from the viewpoint of reduction in probabilistic maximum loss.