【作者】 李艳；

【导师】 陈盛伟；

【作者基本信息】 山东农业大学 ， 金融学， 2019， 硕士

【摘要】 区域产量保险作为一种创新型保险产品,是以风险区域划分为保险基础,针对不同风险区域进行差异化、精细化的费率厘定,可以有效解决由于“一省一品一费率”的统保制度所带来的逆向选择问题,实现保险负担与保险责任的一致性。同时,该保险是以区域的产量作为赔付依据,简化了核损定损流程,能够较大程度地降低经营管理成本,有效弥补传统农业保险存在的固有弊端。基于这个需要,本研究以山东省小麦为例,利用2006-2017年133个县级数据,实现区域产量保险产品的设计研究。研究内容主要包含如下三个方面:其一,深入了解区域产量保险相关理论基础,回顾和梳理了我国现阶段区域产量保险的产品研发与试点情况,并对各环节所存在的技术难题和现实阻碍进行总结,为后续的产品设计提供必要的理论支撑。其二,在对山东省小麦生产风险进行全面分析的基础上,从危险性、脆弱性和抗损性角度出发,利用因子分析法构建起包含致损因子、承损因子和抗损因子以及综合因子在内的风险评价体系。结合层次聚类法中的组间连接法将山东省133个小麦县域生产单位划分为高、中、低三个风险区。其三,选取HP滤波分析法对山东省小麦各风险区域进行趋势产量拟合,借以进行风险损失率的测算,最后运用经验费率法和非参数信息扩散模型进行损失概率估计和费率厘定,从而确定山东省小麦高、中、低三个风险分区的区域产量保险费率水平。研究结果显示,山东省小麦整体产量风险较低,即使是高风险区纯费率也仅为2.46%,低于当前小麦保险4%的统保费率^（1）。而且小麦不同风险等级区域之间的纯费率水平差异较大,高风险区费率水平为中风险区的2.3倍,中风险区为低风险区的2.5倍。可以看出,对农作物区域产量保险实行差异化设计是十分必要的。更多还原

【Abstract】 As an innovative insurance product,area yield insurance is based on the risk area and is used to determine the rate of different risks.It can effectively solve the problem of adverse selection brought about by the unified protection system of “one province,one product and one rate”,and realize the consistency of insurance burden and insurance liability.At the same time,the insurance is based on the production of the region as a basis for compensation,which simplifies the process of nuclear damage and loss,can greatly reduce the cost of operation and management,and make up for the inherent drawbacks of traditional agricultural insurance.Based on this need,this study takes Shandong Province as an example,uses 133county-level data from 2006 to 2017 to design area yield insurance products.The specific research contents are as follows:Firstly,this study has a deep understanding of the relevant theories and the basic methods for determining the area yield insurance premium rate,and has compiled the product research and pilot situation of area yield insurance in China at this stage.By summarizing the technical difficulties and practical obstacles in each link,it provides the necessary theoretical support for the subsequent product design.Secondly,through a comprehensive analysis of the risk of wheat production in Shandong Province,this study uses the comprehensive index method to construct a risk assessment system including four factors from the perspectives of risk,vulnerability and damage resistance.On the basis of factor analysis method,the risk division is carried out by combining the inter-group connection method in the hierarchical clustering method,and finally the 133 county production units in Shandong Province are divided into three risks:high,medium and low.Finally,this study selects the HP filter analysis method to fit the trend yield of each risk area of wheat in Shandong Province,and then calculates the risk loss rate.Then,use the empirical rate method and the non-parametric information diffusion model to estimate the probability of loss and determine the rate,and finally determine the yield insurance pure rate for the three risk zones of high,medium and low wheat in Shandong Province.The results show that the overall risk of wheat production in Shandong Province is low,even at the 100% guarantee level,the pure rate of high-risk areas is only 2.46%,lower than the current 6% insurance coverage rate for wheat insurance.Moreover,the pure rate levels between different risk grade regions of wheat vary greatly.The high risk zone rate is about 2.3times that of the medium risk zone,and the medium risk zone is about 2.5 times that of the low risk zone.Therefore,it is necessary to implement a partitioned differential design for crop area yield insurance.更多还原