农业保险公司道德风险防范机制设计

发布时间：2018-09-13 08:42

【摘要】：农业保险是国家农业发展的一个重要部分,从政府层面讲,农业保险的制度完善与否,直接关系到区域农业经济发展,农业保险也是保险行业中重要的一部分,但与一般商业保险不同,作为一种政策性制度,是政府保护和发展农业的一种重要保障。然而,由于农业保险市场上存在严重的农户和保险公司信息不对称情况,往往会引发保险公司和投保农户的道德风险,尤其是投保农户的道德风险行为,会严重地影响政策性农业保险在我国,尤其是像安徽省这样的农业大省实施的效率。另一方面,对于投保人道德风险的防范的法律真空,缺乏相应的法律惩戒和监督机制加剧了道德风险。因此,保险公司需要从保险契约设计来防范道德风险。本文将从农业保险公司角度出发,对我国农业保险发展和学术研究现状进行全面分析和调研,并介绍了农业风险和风险管理概念。在此基础上,本文利用博弈论理论分析了在实际的农业保险过程中存在的投保农户道德风险问题,研究投保农户在自身效用最大化的目标下,是否会由于购买了农业保险而减少农业生产过程中的努力投入水平,以及在农业灾害发生后,投保农户是否会为了获取更高的赔偿金额而虚报其灾害损失。针对农业保险中的事前和事后道德风险,本文从农业保险激励机制设计入手,研究如何针对农业保险中存在的道德风险,应如何设计保险合同,使得投保农户可以提高其投入的努力水平,以及如何在灾害发生后,通过保险费用合理设定来减少农户虚报损失等行为,从而有效遏制道德风险行为,维护保险公司正常收益。通过对投保农户道德风险博弈分析发现:在存在事前道德风险时,投保农户有减少投入努力的风险,而灾害发生后,投保农户有虚报谎报灾害损失的事后道德风险行为。基于投保农户的这类行为,本文设计风险防御契约,通过模型得到最优解条件,并在最优解情况下讨论风险分担情况、最优农业保险费率和最优的农业灾害赔偿机制。我们发现在事前道德风险下,农业保险公司可以通过部分风险转到投保农户身上,从而可以促进投保农户提高投入努力水平,抑制事前道德风险。针对事后道德风险,最优契约中,保险公司可以通过经济惩罚,审查监管和险费调整等方式来设置农业保险的激励合同,从而有效的降低事后道德风险行为。本文对于防范道德风险保险契约的研究,不仅可以降低投保农户道德风险,引导诚信意识,还可以增加农业保险公司的利润,为我国政策依赖型农业保险公司,例如国元农业保险公司等,对投保农户道德风险防范机制设计提供了理论依据。
[Abstract]:Agricultural insurance is an important part of national agricultural development. From the government level, the perfection of agricultural insurance system is directly related to the development of regional agricultural economy, and agricultural insurance is also an important part of insurance industry. But different from general commercial insurance, as a policy system, it is an important guarantee for government to protect and develop agriculture. However, due to the serious information asymmetry of farmers and insurance companies in the agricultural insurance market, it often leads to moral hazard of insurance companies and insured farmers, especially the behavior of moral hazard of insured farmers. It will seriously affect the efficiency of policy-based agricultural insurance in China, especially in large agricultural provinces such as Anhui Province. On the other hand, the lack of corresponding legal punishment and supervision mechanism intensifies the moral hazard. Therefore, insurance companies need to design insurance contracts to guard against moral hazard. From the angle of agricultural insurance company, this paper makes a comprehensive analysis and investigation on the present situation of agricultural insurance development and academic research in China, and introduces the concepts of agricultural risk and risk management. On this basis, this paper analyzes the moral hazard of insured farmers in the process of actual agricultural insurance by using game theory, and studies the goal of maximizing the utility of insured farmers. Whether the level of investment in agricultural production will be reduced because of the purchase of agricultural insurance, and whether the insured farmers will falsely report their disaster losses in order to obtain a higher compensation amount after the agricultural disasters occur. In view of the moral hazard in agricultural insurance before and after, this paper starts with the design of the incentive mechanism of agricultural insurance, and studies how to design the insurance contract in view of the moral hazard existing in the agricultural insurance, and how to design the insurance contract. So that the insured farmers can improve the level of their efforts and how to reduce the losses of farmers by setting the insurance cost reasonably after the disaster, so as to effectively curb the moral hazard behavior and maintain the normal income of insurance companies. Through the game analysis of the insured farmers' moral hazard, it is found that when there is a prior moral hazard, the insured farmers have the risk of reducing their efforts, and after the disaster, the insured farmers have the post-moral-hazard behavior of falsely reporting the disaster losses. Based on this kind of behavior of insured farmers, this paper designs a risk defense contract, obtains the optimal solution conditions through the model, and discusses the risk sharing situation, the optimal agricultural insurance rate and the optimal agricultural disaster compensation mechanism under the optimal solution. We find that under the prior moral hazard, the agricultural insurance company can transfer part of the risk to the insured farmers, thus it can promote the insured farmers to raise the level of investment efforts and restrain the prior moral hazard. According to the moral hazard after the event, in the optimal contract, the insurance company can set up the incentive contract of agricultural insurance by means of economic punishment, examination of supervision and adjustment of insurance fee, so as to effectively reduce the behavior of moral hazard after the event. The research on the insurance contract of preventing moral hazard can not only reduce the moral hazard of insured farmers, guide the consciousness of honesty, but also increase the profit of agricultural insurance company, which is the policy dependent agricultural insurance company of our country. For example, Guoyuan Agricultural Insurance Company provides a theoretical basis for the design of moral hazard prevention mechanism for insured farmers.
【学位授予单位】：安徽农业大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F842.66

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