山东省冬小麦巨灾保险定价研究

发布时间：2019-01-06 07:15

【摘要】：自20世纪80年代以来,地震、洪水、海啸、火灾、恐怖组织袭击等巨灾现象在全球发生的频率越来越高,由自然和人为原因导致的巨灾已经逐渐演变成一个全球化问题,并带来了不可估量的损失和灾难。我国的地理环境和气候条件十分复杂,直接导致我国的农业生产面临巨大风险,近年来,随着气候环境的异常波动,农业灾害的发生愈演愈烈,带来的经济损失愈发不可估计,传统意义上的灾害损失补偿机制已经无法承担这一严重后果,开展农业巨灾保险势在必行。而保险公司要想有效地经营农业巨灾保险产品,关键在于确定合理的保险费率,为此,本文以山东省冬小麦巨灾风险损失为例对农业巨灾保险定价问题进行实证研究。从农业巨灾保险的相关理论入手,分析比较了资本资产定价模型、“均值—标准差”方法和POT模型等三种可以用于农业巨灾保险定价的方法,得出了POT模型更适合对农业巨灾保险进行费率厘定的研究结论。在此基础上,构建山东省冬小麦巨灾保险定价模型,阐述具体的风险区划和费率厘定流程。在风险区划部分,通过结合主导指标法和聚类分析法对山东省各地市冬小麦巨灾保险进行了风险区划。费率厘定部分,首先通过样本平均超出函数图法、Hill图法和峰度法确定山东省冬小麦的农业巨灾阈值μ。通过运用极大似然估计有效地估计广义帕累托分布的形状参数和尺寸参数,进而求出单产巨灾损失的数学期望,结合风险区划结果得到山东省冬小麦巨灾保险在各地市的费率,从而为山东省冬小麦巨灾保险的费率定价研究提供支持。通过对风险区划结果进行分析,青岛、潍坊、东营、烟台、威海和德州为低等风险区,枣庄、聊城、日照、临沂和莱芜为中等风险区,济南、济宁、泰安、滨州、菏泽和淄博为高等风险区。结合风险区划结果得到不同保障水平下的各地市的纯费率,可以看出,山东省冬小麦巨灾保险纯费率总体较低,当保障水平分别为80%,90%和100%时,对应的巨灾保险纯费率平均水平分别为1.68%,1.49%和1.34%。在保障水平为100%时,低风险地区纯费率基本都处于1%左右,而高风险地区纯费率,基本都处于1.5%以上。
[Abstract]:Since the 1980s, catastrophes such as earthquakes, floods, tsunamis, fires and terrorist attacks have become increasingly common worldwide, and catastrophes caused by natural and man-made causes have evolved into a global problem. And brought incalculable losses and disasters. The geographical environment and climatic conditions of our country are very complex, which directly leads to the huge risk of agricultural production in our country. In recent years, with the abnormal fluctuation of climate environment, the occurrence of agricultural disasters becomes more and more serious, and the economic losses are more and more inestimable. The traditional disaster loss compensation mechanism can not bear this serious consequence, so it is imperative to carry out agricultural catastrophe insurance. If the insurance company wants to operate the agricultural catastrophe insurance effectively, the key lies in determining the reasonable insurance rate. Therefore, this paper takes Shandong Province winter wheat catastrophe risk loss as an example to carry on the demonstration research to the agricultural catastrophe insurance pricing problem. Based on the related theories of agricultural catastrophe insurance, this paper analyzes and compares three kinds of pricing methods, such as capital asset pricing model, mean-standard deviation method and POT model, which can be used to price agricultural catastrophe insurance. The conclusion is that POT model is more suitable for determining the rate of agricultural catastrophe insurance. On this basis, the pricing model of Shandong winter wheat catastrophe insurance is constructed, and the specific risk regionalization and rate determination process are expounded. In the part of risk regionalization, the risk regionalization of winter wheat catastrophe insurance in Shandong Province was carried out by combining the dominant index method and cluster analysis method. In the part of rate determination, the agricultural catastrophe threshold 渭 of Shandong winter wheat was determined by the method of sample average exceeding function diagram, Hill diagram and kurtosis method. By using the maximum likelihood estimation to estimate the shape and size parameters of the generalized Pareto distribution effectively, the mathematical expectation of catastrophe loss per unit yield is obtained, and the rate of catastrophe insurance for winter wheat in Shandong Province is obtained by combining the risk regionalization results. So as to provide support for Shandong Province winter wheat catastrophe insurance rate pricing research. Through the analysis of risk regionalization results, Qingdao, Weifang, Dongying, Yantai, Weihai and Texas are low risk areas, Zaozhuang, Liaocheng, Rizhao, Linyi and Laiwu are medium risk areas, Jinan, Jining, Tai'an, Binzhou, Heze and Zibo are high risk areas. According to the results of risk regionalization, the net rates of different cities and cities under different security levels are obtained. It can be seen that the net rates of winter wheat catastrophe insurance in Shandong Province are generally low, when the guarantee levels are 80% and 100%, respectively. The corresponding average net rate of catastrophe insurance is 1.68% and 1.34% respectively. When the guarantee level is 100%, the net rate of low risk area is about 1%, while that of high risk area is above 1.5%.
【学位授予单位】：青岛大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F842.66

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