基于Copula模型的江西省森林综合保险纯费率厘定的研究  

The Pure Premium Rate Determination of Forest Comprehensive Insurance in Jiangxi Province Based on Copula Model

作　　者：王淼 石焱 胡明形[1,2] 邵杨 周文琪 卢妍洁 WANG Miao;SHI Yan;HU Mingxing;SHAO Yang;ZHOU Wenqi;LU Yanjie(School of Economics and Management,Beijing Forestry University,Beijing 100083,China;Rural Revitalization Research Institute,Beijing Forestry University,Beijing 100083,China;Management Cadre College,National Forestry and Grassland Administration,Beijing 102600,China;Jiangxi Forestry Economic Development Centre,Jiangxi Provincial Department of Forestry,Nanchang 330000,China)

机构地区：[1]北京林业大学经济管理学院,北京100083 [2]北京林业大学乡村振兴研究院,北京100083 [3]国家林业和草原局管理干部学院,北京102600 [4]江西省林业局江西省林业经济发展中心,南昌330000

出　　处：《林业经济问题》2025年第1期101-112,共12页Issues of Forestry Economics

基　　金：国家林业和草原局委托项目(JYC-2024-0012)。

摘　　要：基于2003—2022年江西省级数据和2009—2016年江西省11个地级市面板数据,通过构建森林综合灾害风险评价指标体系和Copula模型,厘定江西省各地级市森林综合保险纯费率。结果表明:江西省11个地级市可划分为高风险、中风险及低风险3个区域,风险系数分别为1.4、1.2和1.0;单变量森林火灾损失分布符合gamma分布特征,单变量病虫害损失分布符合对数正态分布特征,Frank-Copula模型对森林综合灾害联合损失分布具有很好的描述性;江西省各地级市森林综合保险纯费率差异明显。建议突破目前森林综合保险全省统一定价的规定,从更小的区域尺度进行差异化定价。⑴Background——In order to disperse the risks of various forest disaster losses,the forest insurance system has gradually developed into a forest comprehensive insurance system covering multiple liabilities such as fires,forest pests disasters and natural disasters.Due to the correlation between forest fires and pests losses variables,the probability of occurrence and its loss distribution of forest comprehensive risks should be considered when determining the pure premium rate of forest comprehensive insurance.However,there is little literature on the application of cross-impact assessment methods in the study of premium rate determination of forest comprehensive insurance.⑵Methods——The forest risk coefficients were determined by constructing the indexes system of forest comprehensive risk assessment and cluster analysis,and the Copula model was selected to construct the comprehensive loss rate function of forest disasters,and then the pure premium rate of forest comprehensive insurance of prefecture-level cities in Jiangxi Province was determined.The data on the occurrence and control of forest pests and diseases and forest fires were obtained from“China Forestry and Grassland Statistical Yearbooks”and“China Statistical Yearbooks”from 2003 to 2022,respectively.The forest resources data were from the national forest resources inventory data,and the data of 11 prefecture-level cities in Jiangxi Province were from“Jiangxi Statistical Yearbooks”from 2009 to 2016.⑶Results——First,the comprehensive risk levels of forest fires and forest pests and diseases in Jiangxi Province can be divided into three risk areas.The high-risk areas are Nanchang City,Jingdezhen City,Pingxiang City and Jiujiang City,the medium-risk areas are Xinyu City,Yingtan City,Ji’an City,Yichun City,Fuzhou City and Shangrao City,and the low-risk area is Ganzhou City,whose risk coefficients are 1.4,1.2 and 1.0,respectively.Second,univariate forest fires loss distribution conforms to gamma distribution,univariate forest p

关 键 词：COPULA模型 聚类分析 森林综合灾害损失率 风险系数 

分 类 号：F840.66[经济管理—保险]