北京市鸡蛋价格风险及价格保险研究

发布时间：2018-05-04 07:13

本文选题：鸡蛋价格 + 价格保险　；参考：《中国农业科学院》2013年硕士论文

【摘要】：鸡蛋是我国居民日常生活的重要消费品，蛋鸡养殖业也是支撑农村经济发展的一个重要产业。因此，鸡蛋市场的稳定与否不仅影响着居民的消费需求，也影响着蛋鸡养殖户的生产稳定性。以北京市为例，近几年鸡蛋市场价格的大起大落对该市蛋鸡养殖户的生产造成了严重的影响，市场风险已成为北京市蛋鸡养殖户面临的主要风险之一。基于此，本文以北京市鸡蛋市场价格波动为切入点，以分散和转移北京市蛋鸡养殖户所面临的市场风险为目的，在借鉴国内外先进经验的基础上，创新设计了一套适合北京市鸡蛋生产特点的价格保险方案。本论文综合使用了经济学、统计学、计量经济学和保险精算学中的分析方法，借助统计软件SPSS和计量经济学软件EVIEWS，重点研究了以下四个方面的内容：首先，本文介绍了国外发达国家（美国、加拿大）的畜产品价格保险以及我国上海蔬菜价格保险的实践经验，介绍内容主要包括保险产品设计方案及保险产品运行模式等。其次，本文运用现代数量化分解平滑技术将北京市鸡蛋价格变化分解成长期趋势、周期波动、季节波动和随机波动四部分，进而分析各部分的变化规律及原因，从而为鸡蛋价格保险的设计奠定基础。再次，本文在借鉴国内外先进经验的基础上，同时结合北京市鸡蛋生产实际，创新设计了一套北京市鸡蛋价格保险方案。保险方案设计主要包括参与主体及投保范围、保险标的、保险期间、保费设计以及保险金额与赔偿处理设计等内容。最后，本文在分析北京市蛋料比时间序列波动的基础上对2013-2014年的保险期间进行划分，进而利用保险费率厘定公式计算得到保险期间内不同保障水平下预期蛋料比水平所对应的保险费率值。通过研究，，本文得到以下几点主要结论：（1）美国、加拿大的畜产品价格保险产品设计的显著特点是充分利用了农产品期货市场的价格发现功能。上海蔬菜价格保险则是根据本市蔬菜的生长及生产特点选择固定时期、固定品种，并利用前三年市场同期价格平均值等指标来开展保险设计。（2）北京市鸡蛋市场价格不仅有年度内的季节性波动，也有跨年度的周期性波动，并且一个完整的波动周期大约需要经历3年左右的时间。（3）鉴于北京市鸡蛋产量和自给率较高的现实基础，在北京推出鸡蛋价格保险具有必要性；选用蛋料比作为鸡蛋价格保险产品设计的主要依据具有技术可行性。（4）本文最终确定2013年4月-2014年4月为2013-2014年度鸡蛋价格保险的保险期间，并计算得到该保险期间内不同预期蛋料比水平所对应的保险费率水平。
[Abstract]:Egg is one of the most important consumer goods in our country's daily life, and laying hens breeding is also an important industry to support the development of rural economy. Therefore, the stability of egg market not only affects the consumption demand of residents, but also affects the production stability of laying hens. Taking Beijing as an example, the fluctuation of egg market price in recent years has caused a serious impact on the production of laying hens in this city, and the market risk has become one of the main risks faced by Beijing egg breeders. Based on this, this paper takes the price fluctuation of egg market in Beijing as the starting point and aims at dispersing and transferring the market risks faced by the egg farmers in Beijing, on the basis of drawing lessons from the advanced experience at home and abroad. Innovative design of a suitable for Beijing egg production characteristics of the price insurance scheme. This thesis synthetically uses the analysis methods of economics, statistics, econometrics and insurance actuary, and with the help of the statistical software SPSS and the econometrics software EVIEWS, it focuses on the following four aspects: Firstly, this paper introduces the livestock product price insurance in developed countries (USA, Canada) and the practical experience of vegetable price insurance in Shanghai, including the design scheme of insurance products and the operation mode of insurance products. Secondly, this paper uses the modern quantitative decomposition smoothing technique to decompose the egg price change in Beijing into four parts: the trend of the period, the periodic fluctuation, the seasonal fluctuation and the random fluctuation, and then analyzes the change law and the reason of each part. Thus laying the foundation for the design of egg price insurance. Thirdly, based on the advanced experience at home and abroad, this paper designs a set of Beijing egg price insurance scheme based on the practice of egg production in Beijing. The design of insurance scheme mainly includes the main body and the scope of insurance, the subject matter of insurance, the period of insurance, the design of premium, and the design of insurance amount and compensation. Finally, on the basis of analyzing the fluctuation of Beijing egg feed ratio time series, this paper divides the insurance period in 2013-2014. Then the insurance rate value corresponding to the expected egg material ratio level at different guaranteed levels during the insurance period is calculated by using the insurance rate determination formula. The main conclusions are as follows: The notable feature of the design of livestock product price insurance products in USA and Canada is to make full use of the price discovery function of the agricultural product futures market. Shanghai vegetable price insurance is based on the growth and production characteristics of vegetables in this city to select a fixed period, fixed varieties, The average price of the same period in the previous three years is used to carry out the insurance design.) the price of eggs in Beijing not only has seasonal fluctuations in the year, but also has a cyclical fluctuation in a cross-year period. And a complete fluctuation period needs about 3 years.) in view of the high egg production and self-sufficiency rate in Beijing, it is necessary to introduce egg price insurance in Beijing. The selection of egg material ratio as the main basis for the design of egg price insurance products has the technical feasibility. 4) this paper finally determines April 2013 to April 2014 as the insurance period for the price insurance of eggs in 2013-2014. The insurance rate level corresponding to the different expected egg feed ratio level during the insurance period is calculated.
【学位授予单位】：中国农业科学院
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F323.7;F842.66

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