农业收入保险纯风险损失率厘定方法对比——以河南小麦为例  

Comparison of Methods for Determining Pure Risk Loss Rate of Agricultural Income Insurance:A Case Study of Henan Wheat

作　　者：尹一鸣 Yin Yiming

机构地区：[1]南开大学金融学院

出　　处：《当代农村财经》2024年第3期2-6,共5页Contemporary Rural Finance and Economics

摘　　要：本文简要介绍农业收入保险纯风险损失率厘定过程中的各种方法,并以河南小麦为例,研究分析不同方法的适用性,最终利用混合Copula函数和蒙特卡洛模拟技术计算河南小麦收入保险的纯风险损失率。研究结果表明:直线滑动平均法能较好分离趋势;分布拟合方面,相较于非参数法,使用参数法更能捕捉小样本下的分布特征;混合Copula函数可以综合不同单一Copula函数的特点,且能极大提高联合分布拟合效果。最后,本文建议加快建立数据监控系统、利用区划等细分风险区域、考虑更为复杂的Copula方法增加厘定准确性。This paper briefly introduces various methods in the process of determining the pure risk loss rate of agricultural income insurance,and analyzes the applicability of different methods by taking Henan wheat as an example.The results show that the linear moving average method can separate the trend well.In terms of distribution fitting,compared with the nonparametric method,the parametric method can better capture the distribution characteristics under small samples.The mix-Copula can integrate the characteristics of different single copulas,and can greatly improve the fitting effect of joint distribution.Finally,this paper suggests accelerating the establishment of data monitoring system,using zoning and other risk areas,and considering more complex Copula methods to increase the accuracy of pricing.

关 键 词：农业收入保险 纯风险损失率 分布拟合 蒙特卡洛模拟 COPULA函数 

分 类 号：F842.66[经济管理—保险]