我国糖料蔗种植收入保险的定价机制研究  

Research on the pricing mechanism of sugarcane planting income insurance in China

作　　者：李荷雨 何琳[2] 陶建平[1] LI Heyu;HE Lin;TAO Jianping(College of Economics and Management,Huazhong Agricultural University,Wuhan 430070,China;College of Management,Zhongkai University of Agriculture and Engineering,Guangzhou 510225,China)

机构地区：[1]华中农业大学经济管理学院,武汉430070 [2]仲恺农业工程学院管理学院,广州510225

出　　处：《中国农业大学学报》2025年第3期286-298,共13页Journal of China Agricultural University

基　　金：国家自然科学基金(71173086);广东省社科联决策咨询研究基地专项(ka22016b5)。

摘　　要：为优化我国糖料蔗种植收入保险的定价机制,基于2002—2022年我国糖料蔗产量和价格数据(统计数据未含香港地区、澳门地区、台湾地区),运用非参数核密度估计、Copula函数和Monte Carlo模拟方法,构建了糖料蔗收入保险的定价模型,并对不同风险保障水平下的保险费率进行了测算与风险管理效果评估。结果表明:1)在相同风险保障水平下,附加收获期价格期权能够显著提高价格风险管理能力,有效缓解白糖市场价格波动对农户收入的影响,提供更为灵活的收入保障,具有较高的推广价值;2)随着风险保障水平的降低,附加期权的作用逐渐减弱,附加期权与不附加期权的收入保险费率差异逐步缩小。因此,附加期权更适用于较高风险保障水平,适度提高保障水平有助于增强农户对白糖价格波动的应对能力,从而有效提升农户收入的稳定性;3)通过对广西壮族自治区的数据进行实证分析,验证了附加收获期价格期权收入保险定价机制的适用性,为进一步扩展试点提供了实证依据,增强了方案的可行性与有效性。基于此,建议完善糖料蔗收入损失数据体系,推进附加期权的糖料蔗收入保险产品,并构建区域化的糖料蔗收入保险定价机制。To optimize the pricing mechanism of sugarcane planting income insurance in China,this study develops a pricing model based on the production and price data of sugarcane in China from 2002 to 2022(Data do not include those of Hong Kong,Macao and Taiwan).The model adopts non-parametric kernel density estimation,Copula functions,and Monte Carlo simulation methods to estimate insurance premiums and evaluate risk management effectiveness at different risk coverage levels.The results indicate that:1)At the same risk coverage level,the inclusion of the harvest price option significantly improves the ability to manage price risk,effectively mitigates the impact of sugar price fluctuations on farmer income,and provides more flexible income protection.It has high promotional value;2)As the risk coverage level decreases,the impact of the price option diminishes,and the difference between with option and without option is gradually narrowing.Therefore,the harvest price option is more suitable for higher risk coverage levels.A moderate increase in coverage improves farmers'ability to cope with sugar price fluctuations,thereby enhancing the stability of their income;3)The empirical analysis based on data from Guangxi confirms the regional applicability of the pricing model for income insurance with harvest price option,providing empirical support for expanding the pilot program and further enhancing the feasibility and effectiveness of the model.Based on these findings,it is recommended to improve the sugarcane income loss data system,promote the use of harvest price options in sugarcane income insurance products,and establish a regionalized pricing mechanism for sugarcane income insurance.

关 键 词：糖料蔗 收入保险 定价机制 收获期价格期权 

分 类 号：F842.6[经济管理—保险] F327