基于聚类法的农作物系统性风险研究

A Research on Crop Systemic Risk Based on the Clustering Method

系统性风险削弱了传统农业保险分散风险的能力,是农业保险经营中的最大障碍之一。本文利用小波多分辨分析和系统聚类法对河南省小麦、玉米、棉花和花生系统性风险进行了定量分析。研究发现,河南省大部分县级区域的农作物系统性风险处于高和较高的等级水平内,四种主要农作物的系统性风险大小依次为棉花>小麦>花生>玉米。基于此,本文提出了加大政府财政补贴、创新指数化农作物保险、建立有效的巨灾风险准备金机制,在创新指数化农作物保险的同时,政府的财政补贴、巨灾风险准备金机制也应根据省域内作物种类、风险水平的地区差异而有所不同,以有效应对农作物系统性风险给农业保险经营带来的潜在问题。

Systemic risk weakens the ability of traditional agricultural insurance to disperse risk, and is one of the biggest obstacles in agricultural insurance operation. In this paper, the systemic risks of wheat, corn, cotton and peanut in Henan province was quantitatively analyzed by using wavelet multi-resolution analysis and system clustering method. The results showed that the systemic risk was at high or fairly high levels in most counties in Henan province. The systematic risk levels of the four main crops fall in a descending order of cotton, wheat, corn and peanut. Based on these findings, the paper put forwards some policy recommendations such as increasing government financial subsidies, innovating on index-linked crop insurance, and establishing an effective catastrophe risk reserve mechanism to effectively deal with the potential problems of agricultural insurance management brought by crop systemic risk. It also specified that when innovatingon index-linked crop insurance, government subsidies and catastrophic risk reserve mechanism should be adjusted according to crop species and regional differences in the level of crop risks.