冬小麦天气指数保险产品优化设计:旱涝风险和产量损失的相关性分析  

Optimized Design for Weather-indexed Insurance of Winter Wheat:Correlation Analysis of Drought / Flood Risk and Yield Loss

作　　者：郑军[1] 曹翀[1] 

机构地区：[1]安徽财经大学金融学院,安徽蚌埠233041

出　　处：《重庆工商大学学报（社会科学版）》2016年第1期1-8,共8页Journal of Chongqing Technology and Business University：Social Science Edition

基　　金：国家社科基金西部项目(11XSH029)"西部地区农村养老保障体系建设中的政府责任研究";安徽省高校人文社科重点项目(SK2014A155)"安徽省农业巨灾风险保障体系构建研究";安徽省哲社规划项目(AHSKQ2015D28)"农业气象干旱指数的制度优化及应用研究";安徽省高校优秀青年人才基金重点项目(gx Y9ZD201691)

摘　　要：天气指数保险是以气象指数为基础的新型风险转移产品,相比传统农业保险具有降低道德风险、抑制逆选择、降低管理成本等明显优势,但同时也存在基差风险等明显缺陷。本文以降低基差风险为目标,选取安徽省冬小麦为考察对象,综合运用滑动平均法、降水距平百分率法、多元回归分析法考察安徽省各市旱涝灾害和冬小麦产量损失之间的关系。结果显示:部分地区干旱P值和洪涝P值均较高,且多数小麦主产区洪涝P值低于干旱P值。说明干旱/洪涝指数保险并非在所有地区适用,且多数地区冬小麦产量受洪涝影响较旱灾影响严重。Weather-indexed insurance is a new type of weather index-based products for transferring risk. Compared with the traditional agricultural insurance,this new product has obvious advantages on reducing moral hazard,adverse selection suppress and management costs reduction and so on. But there are also obvious defects such as basis risk. In order to reduce basis risk,this paper selects Anhui winter wheat as the object,and uses moving average method,precipitation anomaly percentage method,and multiple regression analysis to investigate the relationship between droughts / floods and winter wheat yield loss in each municipality of Anhui. The results show that P values of drought and floods are both high in some areas,and in most wheat producing areas,P values of floods is less than P values of drought. The results indicate that drought / flood index insurance is not applicable in all areas,and yield of winter wheat is affected more severely by floods than drought.

关 键 词：天气指数保险 减产率 干旱指数 洪涝指数 

分 类 号：F840.66[经济管理—保险]