Seguro paramétrico patrimonial no contexto paulistano
Data
2020-09-30
Autores
Jardini, Evellyn 
Orientadores
Cazzari, Roberto Bomgiovani
Tipo
Trabalho de conclusão de curso
Título da Revista
ISSN da Revista
Título de Volume
Resumo
O objetivo do presente trabalho foi estudar a viabilidade do seguro paramétrico
climático residencial no ambiente urbano da Grande São Paulo e estimar sua possível aplicabilidade através da criação de um índice climático. Os dados meteorológicos históricos utilizados foram recebidos junto ao Instituto de Astronomia, Geofísica e Ciências Atmosféricas da Universidade de São Paulo (IAG/USP) da estação meteorológica própria na cidade de São Paulo, localizada no Parque de Ciência e Tecnologia da USP na Água Funda (Zona Sul de São Paulo) de São Paulo. Para a criação do índice, foram testados dois modelos utilizando a análise fatorial. Embora a variável que captura a velocidade máxima do vento seja importante para a formação do índice climático, a inclusão dela resultou em um modelo menos parcimonioso com uma maior perda de variância acumulada. Por este motivo, adotou-se o modelo sem esta variável para o índice climático estimado. Após tal etapa, estimou-se os fatores para o banco de dados associado. Elaborando um histograma dele, foi possível verificar a distribuição de probabilidades associada ao fator, o que permitiu que se estabelecessem percentis e consequentes probabilidades de se exceder os últimos.
The objective of the present work was to study the viability of property climate parametric insurance in the urban environment of Greater São Paulo and to estimate its possible applicability through the creation of a climate index. The historical meteorological data used were received from the Institute of Astronomy, Geophysics and Atmospheric Sciences of the University of São Paulo (IAG/USP) of the own meteorological station in the city of São Paulo, located at USP Science and Technology Park in Água Funda (South Zone of São Paulo) of São Paulo. To create the index, two models were tested using factor analysis. Although the variable that captures the maximum wind speed is important for the formation of the climatic index, its inclusion resulted in a less parsimonious model with a greater accumulated variance loss. For this reason, the model without this variable was adopted for the estimated climate index. After this stage, the factors for the associated database were estimated. By elaborating a histogram of it, it was possible to verify the distribution of probabilities associated with the factor, which allowed the establishment of percentiles and consequent probabilities of exceeding the latter.
The objective of the present work was to study the viability of property climate parametric insurance in the urban environment of Greater São Paulo and to estimate its possible applicability through the creation of a climate index. The historical meteorological data used were received from the Institute of Astronomy, Geophysics and Atmospheric Sciences of the University of São Paulo (IAG/USP) of the own meteorological station in the city of São Paulo, located at USP Science and Technology Park in Água Funda (South Zone of São Paulo) of São Paulo. To create the index, two models were tested using factor analysis. Although the variable that captures the maximum wind speed is important for the formation of the climatic index, its inclusion resulted in a less parsimonious model with a greater accumulated variance loss. For this reason, the model without this variable was adopted for the estimated climate index. After this stage, the factors for the associated database were estimated. By elaborating a histogram of it, it was possible to verify the distribution of probabilities associated with the factor, which allowed the establishment of percentiles and consequent probabilities of exceeding the latter.