巨灾风险下的农作物保险费率厘定研究  

Setting the Premium Rate of Crop Insurance under Catastrophic Risk

作　　者：刘小康[1] 谷洪波[1] 

机构地区：[1]湖南科技大学管理学院,湖南湘潭411201

出　　处：《江西农业大学学报（社会科学版）》2012年第1期63-68,共6页Journal of Jianxi Agricultural University :Social Sciences Edition

基　　金：教育部人文社会科学规划基金项目(11YJA790035);湖南省科技厅软科学基金项目(2011ZK3035);湖南省哲学社会科学基金项目(11YBA128);湖南科技大学2010年研究生创新基金项目(S100160;S110169)

摘　　要：近年来,随着自然灾害的频发,农业保险成为学术界和实践部门研究的重点和热点,研究成果不断涌现。本文在已有研究基础上,对巨灾风险下的农作物保险各层次费率厘定进行了数理分析与探究:利用拟合分布法厘定纯费率;利用极值理论超阈值模型度量农业巨灾风险确定再保险费率;结合资本资产定价法厘定包含巨灾风险的农业保险附加费率,最后,进行了应用举例。With the frequent occurence of natural disasters in recent years,agricultural insurance has become the one of the top priorities and hot spots for academic and practical departments study.Based on results of previous research,this paper focuses on the mathematical analysis and inquiry to set the crop insurance rates at all levels under catastrophic risk.Through analyzing relevant risk variables of crop losses,the article determines the pure premium rate via the fitted distribution method,then defines the reinsurance rates through the agricultural catastrophic risk measured by POT model in the extreme value theory,and combines the capital asset pricing method to develop the additional rate of agricultural insurance including the catastrophic risk.Finally,it studies some examples to help apply the theoretical framework.

关 键 词：农作物保险 纯费率 再保险费率 附加费率 

分 类 号：F840.66[经济管理—保险]