我国农业巨灾风险分散机制研究

发布时间：2018-03-03 02:08

本文选题：农业巨灾风险　切入点：风险分散机制　出处：《重庆大学》2013年硕士论文　论文类型：学位论文

【摘要】：我国是一个农业大国，也是农业灾害十分频繁的国家，发展和规范农业巨灾风险分散机制是保护我国农民利益和实现农业持续发展的重要保障。农业风险具有多样性、分散性、季节性等特点，相对其它行业而言，农业的风险不论是从风险数量、发生密度和管理难度上，都超过其它行业，风险很难有效控制，巨灾风险更是如此。长期以来，我国农业经营管理一直忽视农业风险管理的研究和运用，农业巨灾风险管理更为匮乏，造成农业经营方式、经营观念和经营方法上的滞后。农业巨灾风险分散机制的发展创新将提高农业巨灾风险的管理水平与能力，稳定农业在国民经济中的基础地位，促进农业的可持续发展。本文从农业巨灾风险理论分析入手，分析了我国农业巨灾风险分散机制现状和存在的问题，在充分吸收国外农业巨灾风险分散机制的先进经验的前提下，结合我国国情，提出建立政府诱导型的农业巨灾风险分散机制的基本框架，分析了在此框架下农业巨灾风险的分散途径，并就完善该机制提出应当采取的措施。最后以云南烤烟年产量数据为样本，进行了风险估计模型与定价方面的实证研究。本文主要研究结论如下：1）农业巨灾风险会给社会带来灾难性的影响，因此对农业巨灾风险应给予足够重视，充分研究农业巨灾风险的特点；2）农业保险市场的正常运转面临巨灾风险的威胁，解决的关键在于建立有效的农业巨灾风险分散机制；3）我国应建立政府诱导型的农业巨灾风险分散机制，成立专门的农业再保险机构，设立国家和省两级的农业巨灾基金，探索利用农业巨灾证券化分散风险，政府不参与农业保险的经营，，而是以合理的政策引导农业保险市场正常运行；4）农业巨灾债券包含巨灾风险，建立有效的巨灾风险估计模型是农业巨灾债券发行的关键。根据债券定价模型和多年的即期利率，模拟多年期的巨灾债券价格，可为发行农业巨灾债券定价做参考。
[Abstract]:China is a large agricultural country and a country with frequent agricultural disasters. Developing and standardizing the mechanism of agricultural catastrophe risk dispersion is an important guarantee to protect the interests of farmers and realize the sustainable development of agriculture. Agricultural risks are diversified and dispersed. Compared with other industries, the risk of agriculture is higher than that of other industries in terms of the number of risks, occurrence density and management difficulty, and it is difficult to effectively control the risks, especially the risk of catastrophe for a long time. The research and application of agricultural risk management has been neglected in our agricultural management, and the agricultural catastrophe risk management is even more scarce, resulting in the agricultural management mode. The development and innovation of agricultural catastrophe risk dispersion mechanism will improve the management level and ability of agricultural catastrophe risk, stabilize the basic position of agriculture in the national economy, and promote the sustainable development of agriculture. Based on the theoretical analysis of agricultural catastrophe risk, this paper analyzes the present situation and existing problems of agricultural catastrophe risk dispersal mechanism in China. On the premise of absorbing the advanced experience of agricultural catastrophe risk dispersing mechanism in foreign countries, the paper combines the situation of our country. This paper puts forward the basic framework of establishing the government-induced agricultural catastrophe risk dispersal mechanism, and analyzes the ways of agricultural catastrophe risk dispersion under this framework. Finally, taking the annual yield data of Yunnan flue-cured tobacco as a sample, an empirical study on risk estimation model and pricing is carried out. The main conclusions of this paper are as follows: (1) Agricultural catastrophe risk will have a disastrous impact on society, so we should pay enough attention to agricultural catastrophe risk. Fully study the characteristics of Agricultural catastrophe risk 2) the normal operation of the agricultural insurance market is threatened by the catastrophe risk. The key to solve this problem lies in the establishment of an effective agricultural catastrophe risk dispersal mechanism. (3) China should establish a government-induced agricultural catastrophe risk dispersal mechanism, establish a special agricultural reinsurance institution, and establish a national and provincial agricultural catastrophe fund. Exploring the use of agricultural catastrophe securitization to disperse risk, the government does not participate in the management of agricultural insurance, but guides the normal operation of agricultural insurance market with reasonable policies. Establishing effective catastrophe risk estimation model is the key of agricultural catastrophe bond issuance. According to the bond pricing model and the spot interest rate for many years, the price of multi-year catastrophe bond can be simulated, which can be used as a reference for the pricing of agricultural catastrophe bond.
【学位授予单位】：重庆大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F842.66

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