Title:
補償契約支援システム、補償契約支援方法及びプログラム
Document Type and Number:
Japanese Patent JP4675491
Kind Code:
B2
Abstract:
PROBLEM TO BE SOLVED: To easily conclude an agreement for reducing efficiently a profit risk caused by a risk factor belonging to a category other than finance, by a reduced cash flow. SOLUTION: The first probability calculating means 320 calculates probability satisfying the first condition determined preliminarily with respect to one portion of risk factors, and the second condition with respect to the rest of the risk factors, using a database 220 stored with a statistical data of the plural risk factors. A correlation calculating part 360 calculates a correlation between the plural risk factors based on the statistical data read out from the database 220. A ratio calculating part 400 calculates a ratio of a compensation money amount paid to a customer when the one portion of the risk factors satisfies the first condition to a received money amount received from the customer when the rest of the risk factors satisfies the second condition, using the probability provided by the first probability calculating part 320 and the correlation provided by the correlation calculating part 360.
Inventors:
Katsura Hayashi
Application Number:
JP2001074781A
Publication Date:
April 20, 2011
Filing Date:
March 15, 2001
Export Citation:
Assignee:
Mitsui Sumitomo Insurance Co., Ltd.
International Classes:
G06Q40/06; G06Q30/06; G06Q40/00; G06Q40/02; G06Q40/04; G06Q50/00; G06Q90/00
Foreign References:
| WO2000021015A2 |
Other References:
土方薫(編著),「天候デリバティブ」,シグマベイスキャピタル(株),2000年 5月10日,第1版第1刷,(172―181ページ.)
NAYAK, Govindaray N. et al.,"The Simultaneous Hedging of Price Risk, Crop Yield Risk and Currency Risk",Canadian Journal of Agricultural Economics,Canadian Agricultural Economics Society (CA),2000年 7月,vol. 48 [2],pp. 123―140.
NAYAK, Govindaray N. et al.,"The Simultaneous Hedging of Price Risk, Crop Yield Risk and Currency Risk",Canadian Journal of Agricultural Economics,Canadian Agricultural Economics Society (CA),2000年 7月,vol. 48 [2],pp. 123―140.
Attorney, Agent or Firm:
Akihiro Ryuka