产量数据较短可以保持农作物保险的定价精度吗?——基于业务逆选择检验方法  

Can Shorter Yield Data Maintain the Rating Accuracy of Crop Insurance?Based on the Testing Method of Adverse Selection

作　　者：肖宇谷[1,2] 刘莉 赵艳霞 崔婷 申茜琳 XIAO Yu-gu;LIU Li;ZHAO Yan-xia;CUI Ting;SHEN Qian-lin

机构地区：[1]中国人民大学应用统计科学研究中心 [2]中国人民大学统计学院 [3]中国气象科学研究院 [4]复旦大学大气与海洋科学系复旦大学大气科学研究院

出　　处：《保险研究》2025年第3期46-56,共11页Insurance Studies

基　　金：感谢气象风险与保险联合开放实验室开放研究基金重点项目“融合气象信息的农作物保险产品开发与定价方法研究”(2023F001);国家社会科学基金重点项目“巨灾债券定价与风险管理的统计建模研究”(22ATJ005);教育部人文社会科学重点研究基地重大项目“数字时代风险管理与精算模型研究”(22JJD910003);中国气象科学研究院基本科研业务费项目“气象指数保险与传统农险补贴效率比较研究”(2023Y014)的支持和资助。

摘　　要：由于我国农业保险数据基础相对薄弱,可供农业保险公司进行高质量定价的数据时间长度不足,在此基础上进行保险定价的精度是农险公司关心的重要问题。同时农业生产条件的改善使得作物产量的趋势和波动发生了结构性变化,早期数据可能不能很好地反映未来的农业生产风险。为此,本文检验了在产量数据较短(15年)的情况下,农作物保险的定价精度能否保持的问题。研究结果显示:基于较短数据的定价精度在整体上没有显著低于基于全长度数据的定价精度,并且在一些情况下有更好的定价效果。此外,对于2020~2022年,基于短数据(15年)厘定的费率比基于长数据(40年)厘定的费率要低一半,这从一个侧面反映了我国农业生产条件的改善,建议在进行农险费率厘定时,适当考虑生产条件改善带来的影响。Due to the relatively weak foundation of agricultural insurance data in China,agricultural insurance companies possess a relatively short length of high-quality pricing data.Whether these relatively short data can maintain the accuracy of premium rating is an important issue of concern.Moreover,the improvement of agricultural production conditions has led to structural changes in crop yield trends and fluctuations,and earlier data may not properly reflect future agricultural production risks.Therefore,this paper empirically tests the issue of whether the pricing accuracy of crop insurance can be maintained under the condition of shorter yield data.The research results show that the rating accuracy based on shorter data is not significantly lower than that based on full-length data,and in some cases,it has better rating effect.In addition,for the years between 2020 to 2022,the premiums determined based on data from the past 15 years are half lower than that determined based on data from the past 40 years,which reflects the improvement of agricultural production conditions in China from one aspect and also indicates that this structural change needs to be taken into account appropriately during the rating of agricultural insurance.

关 键 词：农业保险 费率厘定 数据长度 样本外检验 

分 类 号：F840.66[经济管理—保险]