基于混合Copula模型的水稻保险费率厘定  

Rice Insurance Pricing Based on Mixed Copula Model

作　　者：赵玉[1,2] 严武 李佳[2] ZHAO Yu;YAN Wu;LI Jia(School of Economic and Management,East China University of Technology,Nanchang 330013,China;School of Finance,Jiangxi University of Finance and Economics,Nanchang 330013,China)

机构地区：[1]东华理工大学经济与管理学院,江西南昌330013 [2]江西财经大学金融学院,江西南昌330013

出　　处：《统计与信息论坛》2019年第8期66-74,共9页Journal of Statistics and Information

基　　金：国家自然科学基金项目《价格波动:粮农市场预期、种植行为响应与政策优化》(71503038);中国博士后特别资助项目《不确定性、农户生产行为与宏观调控:基于田野实验方法》(2016T90602);江西省自然科学基金项目《江西省粮农环境友好型农业技术采纳行为及支持政策优化》(2018BAA208054)

摘　　要：模拟产量风险和价格风险的联合分布是农业收入保险费率厘定的重点和难点。借助核密度估计方法和混合Copula模型研究了水稻产量和价格风险因子的联合分布并厘定了产量、价格和收入三种保险的纯费率。研究表明:(1)与单一Copula函数相比,混合Copula模型更适合拟合多风险因子的联合分布。(2)早稻价格风险导致的收入损失高于产量风险导致的收入损失,中稻和晚稻产量风险导致的收入损失高于价格风险导致的收入损失。(3)由于产量风险和价格风险的对冲,江苏、安徽、江西、河南、贵州和广西具备了在中稻、晚稻主产区试点收入保险的客观条件。(4)在100%的保障水平下,中国水稻产区早稻收入险纯费率为8.60%~12.84%、中稻收入险纯费率为5.89%~12.07%、晚稻收入险纯费率为4.59%~7.94%。The combination of simulated yield risk and price risk is the key and difficulty in determining the insurance rate of agricultural income.The combined distribution of rice yield and price risk factors is studied by means of kernel density estimation method and hybrid Copula model,and the pure rate of yield,price and income insurance is determined.The results show that:(1)The mixed Copula function is more suitable for fitting the joint distribution of rice yield fluctuation and price fluctuation than single Copula function.(2)The Income loss caused by price risk of early rice is higher than that caused by yield risk,while it is opposite for middle-season rice and late rice.(3)Jiangsu,Anhui,Jiangxi,Henan,Guizhou and Guangxi have the conditions for piloting rice revenue insurance in the main producing areas of middle-season rice and late rice.(4)Under the 100%guarantee level,the pure rate of revenue insurance for early rice in China's rice producing areas is 8.60%~12.84%,for middle-season rice is 5.89%~12.07%,and for late rice is 4.59%~7.94%.

关 键 词：粮食安全 农业风险 收入保险 保险定价 混合Copula模型 

分 类 号：F840[经济管理—保险]