综合风险区划下的海南省天然橡胶县域收入保险定价研究  

Study on Income Insurance Pricing of Natural Rubber County in Hainan Province under Comprehensive Risk Zoning

作　　者：申家宁 王芳[1] 黄英峻 张德生[1] SHEN Jianing;WANG Fang;HUANG Yingjun;ZHANG Desheng(School of Management,Hainan University,Haikou 570228)

机构地区：[1]海南大学管理学院,海口570228

出　　处：《林业经济》2023年第5期5-29,共25页Forestry Economics

基　　金：海南省自然科学基金高层次人才项目“基于Copula方法的海南天然橡胶收入保险定价及效果模拟研究”(编号:2019RC011);财政部、农业农村部国家现代农业产业技术体系“天然橡胶产业经济研究”(编号:CARS-33);海南省研究生创新科研课题“基于Copula方法的海南天然橡胶县域级收入保险费率厘定研究”(编号:Qhys2022-36)。

摘　　要：天然橡胶收入保险同时承保产量和价格风险,对稳定农户收益、保障橡胶产业可持续稳定发展、提升我国重要农产品自给水平具有重要意义。基于海南省天然橡胶主产市(县)2002-2020年相关数据,文章制定综合风险区划下的收入保险定价策略,创新性地把风险单元精确至县域层面,运用聚类分析、Copula函数等方法深入探讨海南省天然橡胶保险的分区定价。结果表明:(1)橡胶期货市场具备价格发现功能,具有纳入保险定价的价格基础。(2)主产市(县)被划分为低、中、中高、高4类风险区,肯德尔秩相关系数依次为-0.0255、0.0654、0.0741、0.1088,表明天然橡胶区域单产与价格的相关性极弱。但风险等级越高,二者负相关性越低。(3)同一保障水平下保险费率大小遵循收入保险>价格保险>产量保险的排序,价格风险远高于产量风险。(4)风险等级越高,收入保险纯费率越大,以100%保障水平下费率计算值为例,低风险区(16.28%)<中风险区(16.62%)<中高风险区(16.92%)<高风险区(17.78%)。(5)80%保障水平下的天然橡胶收入保险毛费率基本控制在11.33%~13.94%,具有推广可行性。根据研究结论与讨论,文章提出政策启示:完善农产品期货市场,提供差异化设定保险费率和保障水平的收入保险与森林保险,重视并促进天然橡胶多品类险种间的互补与共同发展,考虑在天然橡胶单产与价格呈负相关性的低风险区优先试点收入保险。Natural rubber income insurance covers both yield and price risks,which is important for stabilizing farmers'income,ensuring sustainable and stable development of the rubber industry,and improving the self-sufficiency level of important agricultural products in China.Based on the data from 2002-2020 in the main natural rubber producing cities and counties in Hainan Province,the paper developed a comprehensive risk zoning pricing strategy for income insurance,innovatively pinpointed the risk unit to the county level,and used cluster analysis and Copula function to explore the zoning pricing of natural rubber insurance in Hainan Province.The results showed that:(1)The rubber futures market had price discovery function and was incorporated into the price basis of insurance pricing.(2)The main producing cities and counties were divided into four types of risk zones:low,medium,medium-high and high,and the Kendall rank correlation coefficients were-0.0255,0.0654,0.0741 and 0.1088,respectively,indicating that the correlation between the regional unit production and price of natural rubber was extremely weak.Butthe higher the risk level,the lower the negative correlation between the two.(3)The size of insurance rate under the same protection level followed the order of"income insurance price insurance yield insurance",and the price risk was much higher than the yield risk.(4)The higher the risk level,the higher the pure rate of income insurance.For example,the calculated rate at 100%coverage level,the low risk area(16.28%)medium risk(16.62%)medium to high risk area(16.92%)high risk area(17.78%).(5)The gross rate of natural rubber income insurance under 80%coverage level was basically controlled at 11.33%to 13.94%,which was feasible to be promoted.Based on the findings and discussions,the paper proposed policy implications:improve the agricultural futures market,provide income insurance and forest insurance with differential setting of insurance rates and coverage levels,pay attention to promoting the complementary and jo

关 键 词：天然橡胶收入保险 风险区划 COPULA函数 费率厘定 

分 类 号：F842.66[经济管理—保险] F326.12