我国农产品价格指数保险定价研究——基于棉花现货市场数据测算

China’s Agricultural Product Price Index Insurance Research——An Example of the Cotton Market

我国农业保险发展已有多年历史,但农产品价格指数保险这一产品尚处发展初期。本文选取2003-2016年我国棉花市场数据,运用目标价格引入存货模型以及连续时间动力学需求函数,对相应年份的产品现货价格加以预测。结果显示：模型拟合效果良好;并依据对我国2017年棉花现货价格的预测结果,确定保险的目标价格为16.00元/公斤、纯保险费率为5.37%。

Price index insurance is an innovation in the field of agricultural insurance in China. This paper selects the data of cotton market in China from 2003 to 2016, USES the target price to introduce the inventory model and the continuous time dynamic demand function, and forecasts the spot price of the product in the corresponding years. The results show that the model fitting effect is good. Based on the forecast results of China＇s cotton spot price in 2017, the target price of insurance is set at 16.00 yuan/kg and the pure premium rate is 5.37%.