本文關(guān)鍵詞：基于多種Copula函數(shù)的農(nóng)作物收入保險(xiǎn)定價(jià)比較研究　出處：《吉林大學(xué)》2017年碩士論文　論文類型：學(xué)位論文

  更多相關(guān)文章： 農(nóng)業(yè)收入保險(xiǎn) 非參數(shù)估計(jì) Copula函數(shù) Monte Carlo模擬

【摘要】：我國(guó)是一個(gè)農(nóng)業(yè)大國(guó),自然地理位置優(yōu)越,勞動(dòng)人口眾多,因此我國(guó)也是世界上的產(chǎn)糧大國(guó)之一。然而,農(nóng)業(yè)生產(chǎn)具有多種多樣的風(fēng)險(xiǎn),其中,影響最為嚴(yán)重的要屬自然災(zāi)害風(fēng)險(xiǎn),并且這種風(fēng)險(xiǎn)是不可人為避免的。為了應(yīng)對(duì)這一農(nóng)業(yè)風(fēng)險(xiǎn),一方面,需要農(nóng)戶做好防災(zāi)措施,最大程度的降低自然災(zāi)害帶來的損失;另一方面,需要政府扶持農(nóng)業(yè),制定政策性農(nóng)業(yè)保險(xiǎn)來保障農(nóng)業(yè)生產(chǎn)的持續(xù)性。但是不能否認(rèn),我國(guó)現(xiàn)行的農(nóng)業(yè)保險(xiǎn)還存在很多問題,比如,覆蓋范圍小、保費(fèi)不精準(zhǔn)、賠付率低等,這些因素直接或間接的導(dǎo)致了我國(guó)農(nóng)戶的參保率低于其他農(nóng)業(yè)大國(guó)。農(nóng)業(yè)保險(xiǎn)是一種政策性保險(xiǎn),具有非營(yíng)利性,其險(xiǎn)種和費(fèi)率由國(guó)家統(tǒng)一制定,主要目的是為參保農(nóng)民提供保費(fèi)補(bǔ)貼,保障農(nóng)民生活水平。農(nóng)業(yè)保險(xiǎn)主要分為三類:產(chǎn)量保險(xiǎn)、價(jià)格保險(xiǎn)和收入保險(xiǎn)。近年來,國(guó)際上很多國(guó)家實(shí)行農(nóng)產(chǎn)品收入保險(xiǎn),并根據(jù)國(guó)家自身情況來制定保障水平、保險(xiǎn)范圍不同的收入保險(xiǎn)產(chǎn)品。農(nóng)產(chǎn)品收入保險(xiǎn)之所以在國(guó)外如此盛行,是因?yàn)樗哂型瑫r(shí)衡量產(chǎn)量風(fēng)險(xiǎn)和價(jià)格風(fēng)險(xiǎn)的優(yōu)勢(shì),可以更有效地保障農(nóng)戶利益,減小因自然災(zāi)害、農(nóng)產(chǎn)品價(jià)格波動(dòng)等對(duì)農(nóng)戶造成的損失。我國(guó)的農(nóng)業(yè)保險(xiǎn)起步較晚,保險(xiǎn)政策仍以產(chǎn)量保險(xiǎn)為主,但是,隨著市場(chǎng)化經(jīng)濟(jì)的不斷發(fā)展,產(chǎn)量保險(xiǎn)無法對(duì)農(nóng)產(chǎn)品不斷變化的價(jià)格也進(jìn)行保障。因此,我國(guó)學(xué)者開始考慮引入新的保險(xiǎn)險(xiǎn)種來滿足農(nóng)戶的需求。雖然農(nóng)產(chǎn)品收入保險(xiǎn)被多國(guó)政府廣泛接受并運(yùn)用,但我國(guó)目前只是停留在理論研究層面,未進(jìn)入實(shí)際的試點(diǎn)工作。本文在對(duì)吉林省農(nóng)產(chǎn)品進(jìn)行收入保險(xiǎn)方面的費(fèi)率厘定時(shí),主要做了以下工作:1.查詢相關(guān)資料,考察了我國(guó)和吉林省的自然災(zāi)害情況,研究結(jié)果表明我國(guó)需要完善農(nóng)業(yè)保險(xiǎn)來保障農(nóng)戶的收入,并進(jìn)一步說明了開展農(nóng)業(yè)收入保險(xiǎn)的必要性;2.介紹了有關(guān)農(nóng)產(chǎn)品費(fèi)率厘定的相關(guān)理論知識(shí),如非參數(shù)核密度估計(jì)、Copula函數(shù)以及極大似然估計(jì)法等;3.針對(duì)吉林省地區(qū),進(jìn)一步搜集了大豆、玉米、稻谷的產(chǎn)量和價(jià)格數(shù)據(jù),對(duì)數(shù)據(jù)處理并經(jīng)過平穩(wěn)性檢驗(yàn)后,運(yùn)用非參數(shù)法分別擬合了三種農(nóng)產(chǎn)品產(chǎn)量和價(jià)格的分布;4.創(chuàng)新性地構(gòu)建混合Copula函數(shù),將產(chǎn)量和價(jià)格分布聯(lián)合起來,構(gòu)造其聯(lián)合密度函數(shù),并用極大似然法求出其相應(yīng)的參數(shù)值;5.運(yùn)用蒙特卡洛模擬法對(duì)分布進(jìn)行抽樣,模擬出大量的產(chǎn)量、價(jià)格數(shù)據(jù)后,計(jì)算出吉林省大豆、玉米、稻谷在70%-100%的保障水平下的收入保險(xiǎn)費(fèi)率,并將所得費(fèi)率與單一Copula函數(shù)得到的結(jié)果進(jìn)行比較,得出混合Copula方法在農(nóng)業(yè)費(fèi)率厘定時(shí)更具有優(yōu)勢(shì)的結(jié)論;6.在計(jì)算省級(jí)農(nóng)業(yè)保險(xiǎn)費(fèi)率后,用同樣的方法計(jì)算吉林省榆樹市、農(nóng)安縣等市、縣級(jí)玉米的收入保險(xiǎn)費(fèi)率,說明了保險(xiǎn)費(fèi)率按照區(qū)域劃分的重要性。最后,本文研究了美國(guó)及其他農(nóng)業(yè)大國(guó)的農(nóng)業(yè)保險(xiǎn)的發(fā)展歷程,針對(duì)我國(guó)農(nóng)業(yè)現(xiàn)狀,分析了我國(guó)開展農(nóng)產(chǎn)品收入保險(xiǎn)的可行性,并提出相應(yīng)的政策性建議。
[Abstract]:China is a large agricultural country, geographical location, population is numerous, so China is one of the major grain producing country. However, agricultural production has a variety of risk, which is the most serious natural disaster risk, and this risk is not be avoided. In order to deal with this one hand, the risk of agriculture, farmers need to do disaster prevention measures to minimize the losses caused by natural disasters; on the other hand, the government needs to support agriculture, sustainable development of policy agricultural insurance to protect agricultural production. However, the current agricultural insurance in our country there are still many problems, for example, coverage small, the premium is not accurate, low payment rates, these factors directly or indirectly lead to China's farmers insurance rate is lower than that of other agricultural country. Agricultural insurance is an insurance policy, a nonprofit The insurance premium, and issued by the state, the main purpose is to provide premium subsidies for farmers, farmers living standards. Agricultural insurance is divided into three categories: yield insurance, insurance price and income insurance. In recent years, agricultural income insurance in many countries in the world, and to develop their own national security level according to the the scope of insurance, different income insurance products. Agricultural insurance is in foreign income is so popular is because it has also measure the yield risk and price risk advantages, can more effectively protect the interests of farmers, reduce due to natural disasters, the price fluctuations of agricultural products on Farmers' losses caused by agricultural insurance in our country started. Later, the insurance policy is mainly to yield insurance, however, with the continuous development of market economy, the price of agricultural products can not yield insurance changes were also guaranteed. Therefore, Chinese scholars began to consider the introduction of new insurance products to meet the needs of farmers. Although the agricultural income insurance is widely accepted by governments, but China is currently only stay in the level of theoretical research, the pilot did not enter the practice. Based on the Jilin Province agricultural products insurance premium income of the timing, mainly do the following work: 1. query related data, and studied the situation of our country and the natural disasters in Jilin Province, the results show that our country needs to perfect agricultural insurance to protect farmers' income, and further illustrates the necessity of agricultural income insurance; 2. introduces the relevant theoretical knowledge about agricultural product pricing. Such as the non parametric kernel density estimation, Copula function and maximum likelihood estimation; 3. in the area of Jilin Province, further collection of soybean, maize, rice yield and price data, log According to the treatment and after stationarity test, using the non parameter method to fit the distribution of the three kinds of agricultural products and prices; 4. to build innovative hybrid Copula function, the output and price distribution together to construct the joint density function, and using the maximum likelihood method to calculate the corresponding parameter value by 5.; the Monte Carlo simulation method for sampling distribution, simulation of a large number of output and price data, calculate the Jilin province soybean, maize, rice in the security level of 70%-100% under the insurance premium income, and compares the income rate with a single Copula function results, the hybrid Copula method has more advantages in agricultural pricing conclusion; 6. in the calculation of the provincial agricultural insurance premium after the calculation of Yushu city of Jilin Province, in the same way, Nong'an County, the county corn income insurance rates, that insurance premium in accordance with the regional Finally, this paper studies the development of agricultural insurance in the United States and other agricultural countries. According to the current situation of agriculture in China, it analyzes the feasibility of developing agricultural income insurance in China, and puts forward corresponding policy recommendations.

【學(xué)位授予單位】：吉林大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2017
【分類號(hào)】：F323.7;F842.66

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本文編號(hào)：1360641