农业保险巨灾风险准备金计提和使用问题研究——以湖南省水稻种植保险为例

The Research on Catastrophe Reserve Calculation and Usage in Agricultural Insurance:The Case of Hunan Rice Insurance

本文以湖南省水稻种植保险为例,研究了湖南省农业保险巨灾风险保费准备金提取比例和触发条件。首先,将极值理论引入种植业巨灾损失评估模型,采用超越阈值模型拟合水稻种植保险巨灾损失分布,运用一致性风险度量工具——期望损失,衡量各重现期下巨灾损失程度。然后,结合湖南省水稻种植保险保费数据,提出湖南省种植业保险巨灾准备金提取比例测算方法。实证结果表明,目前湖南地区种植业保险巨灾准备金提取比例较低,但巨灾准备金触发条件设定合理。保险公司应该全面认识农业巨灾损失发生规律,谨慎确定巨灾准备金筹集规模和计提比例,有效防范和应对巨额赔偿风险,保障农业保险稳健经营。

This paper studied the reserving ratio and triggering criteria for catastrophe risks of agricultural insurance,taking the rice planting insurance in Hunan province as an example. The paper introduced the extreme value theory to build the evaluation model of the catastrophe losses, fitted the distribution with the POT method and measured the catastrophe loss rate under different return periods using the ES method. Finally, combined with the premium data, the article put forward a methodology to calculate the catastrophe reserves. The empirical results indicated that the statutory catastropher eservin gratio for Hunan crop insurance was relatively low, but the trigger for utilizing the reserves was reasonable. Insurance companies should have a comprehensive understanding of the objective laws of agricultural catastrophe losses, determining the scale and proportion of catastrophe reserves carefully, preventing huge claim risks effectively and safeguarding the steady operations of agricultural insurance.