本文選題：雞蛋價格 + 價格保險　； 參考：《中國農(nóng)業(yè)科學(xué)院》2013年碩士論文

【摘要】：雞蛋是我國居民日常生活的重要消費(fèi)品，蛋雞養(yǎng)殖業(yè)也是支撐農(nóng)村經(jīng)濟(jì)發(fā)展的一個重要產(chǎn)業(yè)。因此，雞蛋市場的穩(wěn)定與否不僅影響著居民的消費(fèi)需求，也影響著蛋雞養(yǎng)殖戶的生產(chǎn)穩(wěn)定性。以北京市為例，近幾年雞蛋市場價格的大起大落對該市蛋雞養(yǎng)殖戶的生產(chǎn)造成了嚴(yán)重的影響，市場風(fēng)險已成為北京市蛋雞養(yǎng)殖戶面臨的主要風(fēng)險之一。 基于此，本文以北京市雞蛋市場價格波動為切入點(diǎn)，以分散和轉(zhuǎn)移北京市蛋雞養(yǎng)殖戶所面臨的市場風(fēng)險為目的，在借鑒國內(nèi)外先進(jìn)經(jīng)驗的基礎(chǔ)上，創(chuàng)新設(shè)計了一套適合北京市雞蛋生產(chǎn)特點(diǎn)的價格保險方案。 本論文綜合使用了經(jīng)濟(jì)學(xué)、統(tǒng)計學(xué)、計量經(jīng)濟(jì)學(xué)和保險精算學(xué)中的分析方法，借助統(tǒng)計軟件SPSS和計量經(jīng)濟(jì)學(xué)軟件EVIEWS，重點(diǎn)研究了以下四個方面的內(nèi)容： 首先，本文介紹了國外發(fā)達(dá)國家（美國、加拿大）的畜產(chǎn)品價格保險以及我國上海蔬菜價格保險的實踐經(jīng)驗，介紹內(nèi)容主要包括保險產(chǎn)品設(shè)計方案及保險產(chǎn)品運(yùn)行模式等。 其次，本文運(yùn)用現(xiàn)代數(shù)量化分解平滑技術(shù)將北京市雞蛋價格變化分解成長期趨勢、周期波動、季節(jié)波動和隨機(jī)波動四部分，進(jìn)而分析各部分的變化規(guī)律及原因，從而為雞蛋價格保險的設(shè)計奠定基礎(chǔ)。 再次，本文在借鑒國內(nèi)外先進(jìn)經(jīng)驗的基礎(chǔ)上，同時結(jié)合北京市雞蛋生產(chǎn)實際，創(chuàng)新設(shè)計了一套北京市雞蛋價格保險方案。保險方案設(shè)計主要包括參與主體及投保范圍、保險標(biāo)的、保險期間、保費(fèi)設(shè)計以及保險金額與賠償處理設(shè)計等內(nèi)容。 最后，本文在分析北京市蛋料比時間序列波動的基礎(chǔ)上對2013-2014年的保險期間進(jìn)行劃分，進(jìn)而利用保險費(fèi)率厘定公式計算得到保險期間內(nèi)不同保障水平下預(yù)期蛋料比水平所對應(yīng)的保險費(fèi)率值。 通過研究，，本文得到以下幾點(diǎn)主要結(jié)論： （1）美國、加拿大的畜產(chǎn)品價格保險產(chǎn)品設(shè)計的顯著特點(diǎn)是充分利用了農(nóng)產(chǎn)品期貨市場的價格發(fā)現(xiàn)功能。上海蔬菜價格保險則是根據(jù)本市蔬菜的生長及生產(chǎn)特點(diǎn)選擇固定時期、固定品種，并利用前三年市場同期價格平均值等指標(biāo)來開展保險設(shè)計。（2）北京市雞蛋市場價格不僅有年度內(nèi)的季節(jié)性波動，也有跨年度的周期性波動，并且一個完整的波動周期大約需要經(jīng)歷3年左右的時間。（3）鑒于北京市雞蛋產(chǎn)量和自給率較高的現(xiàn)實基礎(chǔ)，在北京推出雞蛋價格保險具有必要性；選用蛋料比作為雞蛋價格保險產(chǎn)品設(shè)計的主要依據(jù)具有技術(shù)可行性。（4）本文最終確定2013年4月-2014年4月為2013-2014年度雞蛋價格保險的保險期間，并計算得到該保險期間內(nèi)不同預(yù)期蛋料比水平所對應(yīng)的保險費(fèi)率水平。
[Abstract]:Egg is one of the most important consumer goods in our country's daily life, and laying hens breeding is also an important industry to support the development of rural economy. Therefore, the stability of egg market not only affects the consumption demand of residents, but also affects the production stability of laying hens. Taking Beijing as an example, the fluctuation of egg market price in recent years has caused a serious impact on the production of laying hens in this city, and the market risk has become one of the main risks faced by Beijing egg breeders. Based on this, this paper takes the price fluctuation of egg market in Beijing as the starting point and aims at dispersing and transferring the market risks faced by the egg farmers in Beijing, on the basis of drawing lessons from the advanced experience at home and abroad. Innovative design of a suitable for Beijing egg production characteristics of the price insurance scheme. This thesis synthetically uses the analysis methods of economics, statistics, econometrics and insurance actuary, and with the help of the statistical software SPSS and the econometrics software EVIEWS, it focuses on the following four aspects: Firstly, this paper introduces the livestock product price insurance in developed countries (USA, Canada) and the practical experience of vegetable price insurance in Shanghai, including the design scheme of insurance products and the operation mode of insurance products. Secondly, this paper uses the modern quantitative decomposition smoothing technique to decompose the egg price change in Beijing into four parts: the trend of the period, the periodic fluctuation, the seasonal fluctuation and the random fluctuation, and then analyzes the change law and the reason of each part. Thus laying the foundation for the design of egg price insurance. Thirdly, based on the advanced experience at home and abroad, this paper designs a set of Beijing egg price insurance scheme based on the practice of egg production in Beijing. The design of insurance scheme mainly includes the main body and the scope of insurance, the subject matter of insurance, the period of insurance, the design of premium, and the design of insurance amount and compensation. Finally, on the basis of analyzing the fluctuation of Beijing egg feed ratio time series, this paper divides the insurance period in 2013-2014. Then the insurance rate value corresponding to the expected egg material ratio level at different guaranteed levels during the insurance period is calculated by using the insurance rate determination formula. The main conclusions are as follows: The notable feature of the design of livestock product price insurance products in USA and Canada is to make full use of the price discovery function of the agricultural product futures market. Shanghai vegetable price insurance is based on the growth and production characteristics of vegetables in this city to select a fixed period, fixed varieties, The average price of the same period in the previous three years is used to carry out the insurance design.) the price of eggs in Beijing not only has seasonal fluctuations in the year, but also has a cyclical fluctuation in a cross-year period. And a complete fluctuation period needs about 3 years.) in view of the high egg production and self-sufficiency rate in Beijing, it is necessary to introduce egg price insurance in Beijing. The selection of egg material ratio as the main basis for the design of egg price insurance products has the technical feasibility. 4) this paper finally determines April 2013 to April 2014 as the insurance period for the price insurance of eggs in 2013-2014. The insurance rate level corresponding to the different expected egg feed ratio level during the insurance period is calculated.
【學(xué)位授予單位】：中國農(nóng)業(yè)科學(xué)院
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F323.7;F842.66

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相關(guān)期刊論文 前1條

1 胡宜挺;羅必良;;我國農(nóng)業(yè)市場風(fēng)險演化:判斷與評估[J];農(nóng)村經(jīng)濟(jì);2010年04期

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