农业巨灾保险风险区划及费率厘定研究

A Study of Insurance Risk Division of Agricultural Catastrophe and Premium Rating

我国是农业巨灾频发的国家,农业巨灾保险作为分散巨灾风险的重要手段,其成功推出的最大瓶颈在于费率的厘定。运用粮食单产变异系数、因灾减产强度和地区抗旱能力三个指标对我国各省份的农业生产风险水平进行风险区划,确定风险等级。并采用非参数核密度方法测算出我国各省份的粮食产量异常波动率,结合风险区划确定的各省份风险等级,尝试对农业巨灾保险产品进行费率厘定,为我国农业巨灾保险产品的科学、合理定价提供一定的参考。

China is a country with frequent agricultural catastrophes. As an important means of dispersing catastrophic risks, agricultural catastrophe insurance has its biggest bottleneck for the sue- cessful launching, which lies in the rating of premium. This paper makes use of the three indexes -- the variation coefficient of grain per unit yield, the output reduction intensity by catastrophe and the regional drought resisting capability -- to conduct a risk division of the risk level in agricultural production of all the provinces in China and to determine the level of risks. The non-parametric kernel density method is also adopted to measure the grain output abnormal volatility of every province in China. Combined with the risk rank of each province determined by the risk division, this paper tries to do premium rating for the agriculture catastrophe insurance products, so as to provide reference for the reasonable pricing of agricultural catastrophe insurance products in China.