小麦保险费率厘定:基于小波分析与非参数估计法  

Wheat Insurance Rate Estimation: Based on Wavelet and Non-parameter Kernel Density Approaches

作　　者：李永[1] 孙越芹[1] 夏敏[1] 

机构地区：[1]同济大学经济与管理学院,上海200092

出　　处：《预测》2011年第4期55-59,共5页Forecasting

基　　金：国家社会科学基金资助项目(09CJY091);教育部人文社会科学基金资助项目(07JC790064)

摘　　要：合理厘定保险费率是农作物保险开展的重要前提,可为政府保费补贴等支农政策提供决策依据。本文以北京市冬小麦为样本,采用小波分析和非参数估计方法相结合的方法,改进了农作物保险纯费率厘定方法,提高了计算结果的合理性与准确性,即,利用小波分析法确定作物单产的趋势产量,并在非参数高斯函数为核密度函数设定,借助Silverman的"经验法则"确定带宽,确定了样本数据的概率分布模型,最终完成了北京市冬小麦保险纯费率厘定过程。Determining accurately the premium rate is an important prerequisite for agricultural insurance. Which could be also a reference for government＇ s supporting policies （ e. g. agricultural insurance subsidy etc. ） related agriculture. By sampling wheat yield in Beijing, this paper combines wavelet analysis with non-parameter estimation approaches to improve the rationality and accuracy of pure premium crop insurance rating. Namely, with wavelet analysis to determine the trend of crop yield, the paper combines with non-parametric Gaussian kernel density function and Silverman＇ s ＂rule of thumb＂ to estimate the probability distribution of crop yield losses, And finally, accomplishing the empirical study on the estimation of wheat insurance rate pricing in Beijing.

关 键 词：农业保险 小波分析 非参数核密度估计 费率厘定 

分 类 号：F840[经济管理—保险]