發(fā)布時(shí)間：2019-01-06 07:15

【摘要】：自20世紀(jì)80年代以來(lái),地震、洪水、海嘯、火災(zāi)、恐怖組織襲擊等巨災(zāi)現(xiàn)象在全球發(fā)生的頻率越來(lái)越高,由自然和人為原因?qū)е碌木逓?zāi)已經(jīng)逐漸演變成一個(gè)全球化問(wèn)題,并帶來(lái)了不可估量的損失和災(zāi)難。我國(guó)的地理環(huán)境和氣候條件十分復(fù)雜,直接導(dǎo)致我國(guó)的農(nóng)業(yè)生產(chǎn)面臨巨大風(fēng)險(xiǎn),近年來(lái),隨著氣候環(huán)境的異常波動(dòng),農(nóng)業(yè)災(zāi)害的發(fā)生愈演愈烈,帶來(lái)的經(jīng)濟(jì)損失愈發(fā)不可估計(jì),傳統(tǒng)意義上的災(zāi)害損失補(bǔ)償機(jī)制已經(jīng)無(wú)法承擔(dān)這一嚴(yán)重后果,開(kāi)展農(nóng)業(yè)巨災(zāi)保險(xiǎn)勢(shì)在必行。而保險(xiǎn)公司要想有效地經(jīng)營(yíng)農(nóng)業(yè)巨災(zāi)保險(xiǎn)產(chǎn)品,關(guān)鍵在于確定合理的保險(xiǎn)費(fèi)率,為此,本文以山東省冬小麥巨災(zāi)風(fēng)險(xiǎn)損失為例對(duì)農(nóng)業(yè)巨災(zāi)保險(xiǎn)定價(jià)問(wèn)題進(jìn)行實(shí)證研究。從農(nóng)業(yè)巨災(zāi)保險(xiǎn)的相關(guān)理論入手,分析比較了資本資產(chǎn)定價(jià)模型、“均值—標(biāo)準(zhǔn)差”方法和POT模型等三種可以用于農(nóng)業(yè)巨災(zāi)保險(xiǎn)定價(jià)的方法,得出了POT模型更適合對(duì)農(nóng)業(yè)巨災(zāi)保險(xiǎn)進(jìn)行費(fèi)率厘定的研究結(jié)論。在此基礎(chǔ)上,構(gòu)建山東省冬小麥巨災(zāi)保險(xiǎn)定價(jià)模型,闡述具體的風(fēng)險(xiǎn)區(qū)劃和費(fèi)率厘定流程。在風(fēng)險(xiǎn)區(qū)劃部分,通過(guò)結(jié)合主導(dǎo)指標(biāo)法和聚類(lèi)分析法對(duì)山東省各地市冬小麥巨災(zāi)保險(xiǎn)進(jìn)行了風(fēng)險(xiǎn)區(qū)劃。費(fèi)率厘定部分,首先通過(guò)樣本平均超出函數(shù)圖法、Hill圖法和峰度法確定山東省冬小麥的農(nóng)業(yè)巨災(zāi)閾值μ。通過(guò)運(yùn)用極大似然估計(jì)有效地估計(jì)廣義帕累托分布的形狀參數(shù)和尺寸參數(shù),進(jìn)而求出單產(chǎn)巨災(zāi)損失的數(shù)學(xué)期望,結(jié)合風(fēng)險(xiǎn)區(qū)劃結(jié)果得到山東省冬小麥巨災(zāi)保險(xiǎn)在各地市的費(fèi)率,從而為山東省冬小麥巨災(zāi)保險(xiǎn)的費(fèi)率定價(jià)研究提供支持。通過(guò)對(duì)風(fēng)險(xiǎn)區(qū)劃結(jié)果進(jìn)行分析,青島、濰坊、東營(yíng)、煙臺(tái)、威海和德州為低等風(fēng)險(xiǎn)區(qū),棗莊、聊城、日照、臨沂和萊蕪為中等風(fēng)險(xiǎn)區(qū),濟(jì)南、濟(jì)寧、泰安、濱州、菏澤和淄博為高等風(fēng)險(xiǎn)區(qū)。結(jié)合風(fēng)險(xiǎn)區(qū)劃結(jié)果得到不同保障水平下的各地市的純費(fèi)率,可以看出,山東省冬小麥巨災(zāi)保險(xiǎn)純費(fèi)率總體較低,當(dāng)保障水平分別為80%,90%和100%時(shí),對(duì)應(yīng)的巨災(zāi)保險(xiǎn)純費(fèi)率平均水平分別為1.68%,1.49%和1.34%。在保障水平為100%時(shí),低風(fēng)險(xiǎn)地區(qū)純費(fèi)率基本都處于1%左右,而高風(fēng)險(xiǎn)地區(qū)純費(fèi)率,基本都處于1.5%以上。
[Abstract]:Since the 1980s, catastrophes such as earthquakes, floods, tsunamis, fires and terrorist attacks have become increasingly common worldwide, and catastrophes caused by natural and man-made causes have evolved into a global problem. And brought incalculable losses and disasters. The geographical environment and climatic conditions of our country are very complex, which directly leads to the huge risk of agricultural production in our country. In recent years, with the abnormal fluctuation of climate environment, the occurrence of agricultural disasters becomes more and more serious, and the economic losses are more and more inestimable. The traditional disaster loss compensation mechanism can not bear this serious consequence, so it is imperative to carry out agricultural catastrophe insurance. If the insurance company wants to operate the agricultural catastrophe insurance effectively, the key lies in determining the reasonable insurance rate. Therefore, this paper takes Shandong Province winter wheat catastrophe risk loss as an example to carry on the demonstration research to the agricultural catastrophe insurance pricing problem. Based on the related theories of agricultural catastrophe insurance, this paper analyzes and compares three kinds of pricing methods, such as capital asset pricing model, mean-standard deviation method and POT model, which can be used to price agricultural catastrophe insurance. The conclusion is that POT model is more suitable for determining the rate of agricultural catastrophe insurance. On this basis, the pricing model of Shandong winter wheat catastrophe insurance is constructed, and the specific risk regionalization and rate determination process are expounded. In the part of risk regionalization, the risk regionalization of winter wheat catastrophe insurance in Shandong Province was carried out by combining the dominant index method and cluster analysis method. In the part of rate determination, the agricultural catastrophe threshold 渭 of Shandong winter wheat was determined by the method of sample average exceeding function diagram, Hill diagram and kurtosis method. By using the maximum likelihood estimation to estimate the shape and size parameters of the generalized Pareto distribution effectively, the mathematical expectation of catastrophe loss per unit yield is obtained, and the rate of catastrophe insurance for winter wheat in Shandong Province is obtained by combining the risk regionalization results. So as to provide support for Shandong Province winter wheat catastrophe insurance rate pricing research. Through the analysis of risk regionalization results, Qingdao, Weifang, Dongying, Yantai, Weihai and Texas are low risk areas, Zaozhuang, Liaocheng, Rizhao, Linyi and Laiwu are medium risk areas, Jinan, Jining, Tai'an, Binzhou, Heze and Zibo are high risk areas. According to the results of risk regionalization, the net rates of different cities and cities under different security levels are obtained. It can be seen that the net rates of winter wheat catastrophe insurance in Shandong Province are generally low, when the guarantee levels are 80% and 100%, respectively. The corresponding average net rate of catastrophe insurance is 1.68% and 1.34% respectively. When the guarantee level is 100%, the net rate of low risk area is about 1%, while that of high risk area is above 1.5%.
【學(xué)位授予單位】：青島大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2017
【分類(lèi)號(hào)】：F842.66

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本文編號(hào)：2402504