تعیین حق بیمه بالادستی بخش نفت بر اساس الگوی ریسک اکتشاف و توسعه: رویکرد var پولی

بررسی مطالعات تجربی در زمینه بیمه پروژه‌های بالادستی نفت و گاز نشان می‌دهد که پیش از این تعیین حق بیمه و شرایط پذیرش ریسک توسط شرکت‌های بیمه داخلی و کنسرسیوم‌های بیمه‌ای در کشور به نرخ‌گذاری شرکت‌های بیمه‌گر اتکایی بین‌المللی وابسته است. هم‌اکنون با وجود تحریم‌ها و محدودیت‌های موجود در تعیین نرخ و شرایط به منظور بیمه‌گری مستقیم و اتکایی دارایی‌های نفتی، نیاز است تا روشی برای تعیین حق بیمه تبیین شود که می‌تواند حتی در شرایط عادی که شرکت‌های بیمه‌گر داخلی برای اخذ نرخ و شرایط به بیمه‌گران اتکایی خارجی مراجعه می‌کنند به موازات آن امکان تعیین نرخ و شرایط را برای این شرکت‌ها فراهم آورد. بر این اساس، پژوهش حاضر، روش تجربی برای تعیین نرخ و حق بیمه دارایی نفتی مبتنی بر ارزش‌گذاری ریسکی و رویکرد var پولی، تبیین و طراحی کرده است که وجوه توسعه‏ای و کاربردی وسیعی درحوزه بیمه‏های نفت و انرژی خواهد داشت. نتایج نشان داد که روش پژوهش به طور معناداری توانایی تعیین حق بیمه دارایی های نفتی را در حد استانداردهای بین‌المللی، مبتنی بر نظرات خبرگان و سایر ملاحظات داخلی دارد.

determining the upstream premium based on exploration and development risk model: a monetary var approach

a review of empirical studies in the field of insurance of upstream oil and gas projects suggests that domestic insurance companies and insurance consortiums in iran rely on the experience of reinsurance companies to determine premiums and risk conditions. given the economic sanctions and restrictions on determining precise premiums and conditions for direct insurance and reinsurance of oil assets, it is necessary to establish a method to determine premiums even under normal circumstances that can be referred to international reinsurers. to address this need, the present study adopted an empirical method that uses risk-based valuation and the monetary value at risk (var), which covers a wide range of relevant oil and energy insurance aspects. the results showed that the research method can determine the premium of oil assets following international standards, taking into account expert opinions and other domestic considerations.introductionoil and gas continue to be among the primary sources of energy globally, hence a crucial and fundamental part of the world economy. the various sectors within this vast field offer significant capacities and resources at a large scale, including research, equipment, and resources for exploration, development, and utilization, as well as the derivatives in the real sector processes. in addition, transportation, exchanges, transactions, physical markets, and stock exchanges also play a significant role in this industry. the world economy is thus highly dependent, both directly and indirectly, on the oil and gas industry. it is evident that the global oil and gas industry involves a vast amount of capital and risk, which is more complex and extensive than one may imagine. the industry interacts with numerous sectors of the economy, with extensive links that exceed beyond a single field. considering the relatively small share of oil and energy insurance in the portfolio of the insurance industry, there are various factors that prevent the entry of insurance services into this area on a significant scale. one significant obstacle is the lack of scientific studies on determining the value at risk for oil assets, which is a crucial factor in determining the volume and size of insurance premiums for insurable oil and gas assets. using the valuation and estimation of monetary var of oil assets, the present study aimed to develop a method for insurance companies to determine the insurance premium of oil and gas assets.