天气指数保险产品的定价方法及应用——基于对我国农业领域的应用探索
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摘要
自2014年以来,我国出台一系列文件明确了天气指数保险产品在管理农业风险中的重要性,而产品定价作为天气指数保险设计中重要的一环,是其发展和推广的关键。本文通过分析我国天气指数保险的发展状况,系统梳理了目前国内外主流的各类天气指数保险产品定价方法,比较了各自的优缺点和适用范围,进而以我国湖南省水稻指数保险为例,尝试探讨了经典燃烧法在其保费厘定过程中的应用。最后,针对我国天气指数保险产品未来的发展,提出了相关建议。
The Chinese government has issued a series of documents since 2014 which indicates the importance of weather index insurance in managing the agricultural risks.As an important part of the product design, pricing is the key to its development and promotion. This paper analyzes the status of weather index insurance in China, summarizes the main pricing methods at home and abroad with the comparison between them, and explores the application of classical combustion method in rice index insurance pricing in Hunan province. Finally, some suggestions are proposed as a reference for the future development of China's weather index insurance.
The Chinese government has issued a series of documents since 2014 which indicates the importance of weather index insurance in managing the agricultural risks.As an important part of the product design, pricing is the key to its development and promotion. This paper analyzes the status of weather index insurance in China, summarizes the main pricing methods at home and abroad with the comparison between them, and explores the application of classical combustion method in rice index insurance pricing in Hunan province. Finally, some suggestions are proposed as a reference for the future development of China's weather index insurance.
引文
[1]毛裕定、吴利红、苗长明、姚益平、苏高利.浙江省柑桔冻害气象指数保险参考设计[J].中国农业气象.2007(2).
[2]刘映宁、贺文丽、李艳莉、柏秦凤、梁轶、张涛.陕西果区苹果花期冻害农业保险风险指数的设计[J].中国农业气象.2010(1).
[3]Jon Tindall.Weather and Carbon Derivatives:Pricing Risk in the ART Market.Sydney[R],Institute of Actuaries of Australia,13-14 May 2010.
[4]娄伟平、吴利红、姚益平.水稻暴雨灾害保险气象理赔指数设计[J].中国农业科学.2010(3).
[5]任义方、赵艳霞、王春乙.河南省冬小麦干旱保险风险评估与区划[J].中国气象科学研究院.2011(5).
[6]Che Mohd Imran,Che Taib,Fred Espen Benth.Pricing of temperature index insurance[J].Review of Development Finance,2012(1).
[7]Bokushev.Measuring dependence in joint distributions of yield and weather variables[J].Agricultural Finance Review,2013(71).
[8]惠献波.农产品价格指数保险及其影响因素研究——基于对河南省农户需求的实证分析[J].价格理论与实践.2015(10).
[9]谭英平、张丹阳、刘庆彬、何小伟.我国玉米收益风险与相关保险费率研究[J].价格理论与实践.2016(3).
[10]张静、张朝、陶福禄.中国南方双季稻区天气指数保险的选择分析[J].保险研究,2017(7).
[11]黄萱蕊、李振英、岳意定.我国农产品价格指数保险定价研究——基于棉花现货市场数据测算[J].价格理论与实践.2018(2).
(1)受数据可获性的限制,本文实证分析所采用的是1998年-2012年的相关数据。数据来源:《中国统计年鉴》,1998-2004;《湖南统计年鉴》2005-2014。
[2]刘映宁、贺文丽、李艳莉、柏秦凤、梁轶、张涛.陕西果区苹果花期冻害农业保险风险指数的设计[J].中国农业气象.2010(1).
[3]Jon Tindall.Weather and Carbon Derivatives:Pricing Risk in the ART Market.Sydney[R],Institute of Actuaries of Australia,13-14 May 2010.
[4]娄伟平、吴利红、姚益平.水稻暴雨灾害保险气象理赔指数设计[J].中国农业科学.2010(3).
[5]任义方、赵艳霞、王春乙.河南省冬小麦干旱保险风险评估与区划[J].中国气象科学研究院.2011(5).
[6]Che Mohd Imran,Che Taib,Fred Espen Benth.Pricing of temperature index insurance[J].Review of Development Finance,2012(1).
[7]Bokushev.Measuring dependence in joint distributions of yield and weather variables[J].Agricultural Finance Review,2013(71).
[8]惠献波.农产品价格指数保险及其影响因素研究——基于对河南省农户需求的实证分析[J].价格理论与实践.2015(10).
[9]谭英平、张丹阳、刘庆彬、何小伟.我国玉米收益风险与相关保险费率研究[J].价格理论与实践.2016(3).
[10]张静、张朝、陶福禄.中国南方双季稻区天气指数保险的选择分析[J].保险研究,2017(7).
[11]黄萱蕊、李振英、岳意定.我国农产品价格指数保险定价研究——基于棉花现货市场数据测算[J].价格理论与实践.2018(2).
(1)受数据可获性的限制,本文实证分析所采用的是1998年-2012年的相关数据。数据来源:《中国统计年鉴》,1998-2004;《湖南统计年鉴》2005-2014。