农业保险定价方式创新研究——农产品价格保险期权定价方法探析  

Research on the innovation of agricultural insurance pricing mode——the pricing method of agricultural products price insurance

作　　者：宁威[1] 

机构地区：[1]北京工商大学经济学院风险管理与保险学系

出　　处：《价格理论与实践》2016年第10期38-41,共4页Price:Theory & Practice

基　　金：首都流通业研究基地(项目代码JD-YB-2016-035);"新常态下助力小微企业持续发展的保险服务模式研究"(中国保险学会;项目代码ISCKT2015-N-08)资助

摘　　要：农业作为固国之本,农业保险在我国推出已久,近年来,农业保险在保障农产品价格和降低道德风险方面发挥了显著作用,但核保核赔的复杂化以及交易成本过高限制着农业保险的推广和普及。因此,本文力图通过创新农业保险机制,即对开发"保险+期货"定价方式的探索,并利用期权进行产品定价来解决上述问题。本文首先对农产品价格保险定价方法进行梳理,甄别不同保险定价方法的优缺点,并引入到"保险+期货"产品中。然后,厘清期权定价方法对农产品价格风险的定价机制,构筑期权定价模型,对"保险+期货"进行定价定位。最后提出相关结论和建议,为农产品保险定价方式的创新提供可行的思路与方法,有利于农业保险的推广和应用。As the base of a country, the gradually changing of understanding the risk of agriculture causes demands of risk management are increasing, with the continuous advance of the process of agricultural modernization and the business entities evolution.In addition to compensation for the entities＇ loss caused by natural disasters, agricultural insurance companies wish reduce the cost of claims and disputes by product innovation and simplifying the underwriting and claims assessment process. The factors above require higher demand for agricultural insurance pricing, and the insurance industry prefer to resolve agricultural risks using a variety of financial instruments. For example, ＂insurance＋ futures＂ in this article. From the perspective of agricultural risk management, the innovation of insurance products is an improvement of the risk sharing mechanism of traditional price insurance products. From the perspective of product pricing, PICC carry out the first futures price insurance about corn and egg in 2015, and ＂Insurance ＋ futures＂ risk prevention mechanisms starts to apply in insurance practice. The product innovation in terms of pricing needs to be improved, which is the purpose of this paper.

关 键 词：农产品 农业保险 价格保险+期权定价 定价方式创新 

分 类 号：F323.7[经济管理—产业经济]