极端天气下面向韧性的电力系统参数保险设计
Resilience-Oriented Parametric Insurance Design for Power Systems Under Extreme Weather
AI总结：
本文提出面向韧性的电力系统参数保险框架，结合三层风指数合约与灾后修复，经优化的合约可降低缺电风险并减少保费，表明保险设计应关注流动性到韧性的非线性响应。
AI中文摘要：
极端天气即便在电力系统完成物理韧性投资后，仍会使其面临剩余停运风险。参数保险可提供预先约定的或有流动性，但其实际价值取决于触发阈值与赔付水平的设计。本文提出一种面向韧性的参数保险框架，将三层风指数合约与灾后网络修复相结合。保险赔付会扩大用于激活应急资源的可用预算，因此该合约改变了物理修复的可行集，而非仅抵消会计损失。触发阈值与赔付水平需联合设计，以平衡精算保费、灾后系统期望成本以及缺电能量（ENS）的条件风险价值（CVaR）。响应库方法为每个场景-赔付对预先计算修复混合整数线性规划，进而高效评估可行合约。在含80个极端风场景的IEEE RTS-24测试系统上，经优化的合约相较无保险场景，可将期望缺电能量（EENS）和缺电能量的CVaR₀.₉₀分别降低21.1%和21.4%，同时所需保费比具有相当韧性的固定参数合约低48.8%。结果表明，保险设计应聚焦于流动性到韧性的非线性响应，而非仅损失补偿。
英文摘要：
Extreme weather leaves power systems exposed to residual outage risk even after physical resilience investments. Parametric insurance can provide pre-agreed contingent liquidity, but its physical value depends on how trigger thresholds and payout levels are designed. This paper proposes a resilience oriented parametric insurance framework that couples a three tier wind-index contract with post-event network restoration. Insurance payout expands the budget available to activate emergency resources, so the contract changes the physical restoration feasible set rather than merely offsetting accounting losses. Trigger thresholds and payout levels are jointly designed to balance actuarial premium, expected post-event system cost, and the conditional value-at-risk (CVaR) of scenario energy not supplied (ENS). A response-library method precomputes the restoration mixed-integer linear program for each scenario-payout pair and then evaluates admissible contracts efficiently. On the IEEE RTS-24 with 80 extreme-wind scenarios, the optimized contract reduces expected EENS and CVaR0.90 of ENS by 21.1% and 21.4%, respectively, relative to no insurance, while requiring 48.8% less premium than a fixed parametric contract with comparable resilience. The results show that insurance design should target the nonlinear liquidity-to-resilience response rather than loss compensation alone.
