基于多种Copula函数的农作物收入保险定价比较研究

发布时间：2017-12-31 17:01

本文关键词：基于多种Copula函数的农作物收入保险定价比较研究　出处：《吉林大学》2017年硕士论文　论文类型：学位论文

【摘要】：我国是一个农业大国,自然地理位置优越,劳动人口众多,因此我国也是世界上的产粮大国之一。然而,农业生产具有多种多样的风险,其中,影响最为严重的要属自然灾害风险,并且这种风险是不可人为避免的。为了应对这一农业风险,一方面,需要农户做好防灾措施,最大程度的降低自然灾害带来的损失;另一方面,需要政府扶持农业,制定政策性农业保险来保障农业生产的持续性。但是不能否认,我国现行的农业保险还存在很多问题,比如,覆盖范围小、保费不精准、赔付率低等,这些因素直接或间接的导致了我国农户的参保率低于其他农业大国。农业保险是一种政策性保险,具有非营利性,其险种和费率由国家统一制定,主要目的是为参保农民提供保费补贴,保障农民生活水平。农业保险主要分为三类:产量保险、价格保险和收入保险。近年来,国际上很多国家实行农产品收入保险,并根据国家自身情况来制定保障水平、保险范围不同的收入保险产品。农产品收入保险之所以在国外如此盛行,是因为它具有同时衡量产量风险和价格风险的优势,可以更有效地保障农户利益,减小因自然灾害、农产品价格波动等对农户造成的损失。我国的农业保险起步较晚,保险政策仍以产量保险为主,但是,随着市场化经济的不断发展,产量保险无法对农产品不断变化的价格也进行保障。因此,我国学者开始考虑引入新的保险险种来满足农户的需求。虽然农产品收入保险被多国政府广泛接受并运用,但我国目前只是停留在理论研究层面,未进入实际的试点工作。本文在对吉林省农产品进行收入保险方面的费率厘定时,主要做了以下工作:1.查询相关资料,考察了我国和吉林省的自然灾害情况,研究结果表明我国需要完善农业保险来保障农户的收入,并进一步说明了开展农业收入保险的必要性;2.介绍了有关农产品费率厘定的相关理论知识,如非参数核密度估计、Copula函数以及极大似然估计法等;3.针对吉林省地区,进一步搜集了大豆、玉米、稻谷的产量和价格数据,对数据处理并经过平稳性检验后,运用非参数法分别拟合了三种农产品产量和价格的分布;4.创新性地构建混合Copula函数,将产量和价格分布联合起来,构造其联合密度函数,并用极大似然法求出其相应的参数值;5.运用蒙特卡洛模拟法对分布进行抽样,模拟出大量的产量、价格数据后,计算出吉林省大豆、玉米、稻谷在70%-100%的保障水平下的收入保险费率,并将所得费率与单一Copula函数得到的结果进行比较,得出混合Copula方法在农业费率厘定时更具有优势的结论;6.在计算省级农业保险费率后,用同样的方法计算吉林省榆树市、农安县等市、县级玉米的收入保险费率,说明了保险费率按照区域划分的重要性。最后,本文研究了美国及其他农业大国的农业保险的发展历程,针对我国农业现状,分析了我国开展农产品收入保险的可行性,并提出相应的政策性建议。
[Abstract]:China is a large agricultural country, geographical location, population is numerous, so China is one of the major grain producing country. However, agricultural production has a variety of risk, which is the most serious natural disaster risk, and this risk is not be avoided. In order to deal with this one hand, the risk of agriculture, farmers need to do disaster prevention measures to minimize the losses caused by natural disasters; on the other hand, the government needs to support agriculture, sustainable development of policy agricultural insurance to protect agricultural production. However, the current agricultural insurance in our country there are still many problems, for example, coverage small, the premium is not accurate, low payment rates, these factors directly or indirectly lead to China's farmers insurance rate is lower than that of other agricultural country. Agricultural insurance is an insurance policy, a nonprofit The insurance premium, and issued by the state, the main purpose is to provide premium subsidies for farmers, farmers living standards. Agricultural insurance is divided into three categories: yield insurance, insurance price and income insurance. In recent years, agricultural income insurance in many countries in the world, and to develop their own national security level according to the the scope of insurance, different income insurance products. Agricultural insurance is in foreign income is so popular is because it has also measure the yield risk and price risk advantages, can more effectively protect the interests of farmers, reduce due to natural disasters, the price fluctuations of agricultural products on Farmers' losses caused by agricultural insurance in our country started. Later, the insurance policy is mainly to yield insurance, however, with the continuous development of market economy, the price of agricultural products can not yield insurance changes were also guaranteed. Therefore, Chinese scholars began to consider the introduction of new insurance products to meet the needs of farmers. Although the agricultural income insurance is widely accepted by governments, but China is currently only stay in the level of theoretical research, the pilot did not enter the practice. Based on the Jilin Province agricultural products insurance premium income of the timing, mainly do the following work: 1. query related data, and studied the situation of our country and the natural disasters in Jilin Province, the results show that our country needs to perfect agricultural insurance to protect farmers' income, and further illustrates the necessity of agricultural income insurance; 2. introduces the relevant theoretical knowledge about agricultural product pricing. Such as the non parametric kernel density estimation, Copula function and maximum likelihood estimation; 3. in the area of Jilin Province, further collection of soybean, maize, rice yield and price data, log According to the treatment and after stationarity test, using the non parameter method to fit the distribution of the three kinds of agricultural products and prices; 4. to build innovative hybrid Copula function, the output and price distribution together to construct the joint density function, and using the maximum likelihood method to calculate the corresponding parameter value by 5.; the Monte Carlo simulation method for sampling distribution, simulation of a large number of output and price data, calculate the Jilin province soybean, maize, rice in the security level of 70%-100% under the insurance premium income, and compares the income rate with a single Copula function results, the hybrid Copula method has more advantages in agricultural pricing conclusion; 6. in the calculation of the provincial agricultural insurance premium after the calculation of Yushu city of Jilin Province, in the same way, Nong'an County, the county corn income insurance rates, that insurance premium in accordance with the regional Finally, this paper studies the development of agricultural insurance in the United States and other agricultural countries. According to the current situation of agriculture in China, it analyzes the feasibility of developing agricultural income insurance in China, and puts forward corresponding policy recommendations.

【学位授予单位】：吉林大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F323.7;F842.66

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