基于投保人预期的蔬菜价格指数保险定价

农作物价格指数保险为农户提供了价格风险保障,维持了农作物市场的稳定。在实际运营中,由于农户预期会影响农户的投保决策,逆选择风险是农产品价格指数保险产品所不得不考虑的一个问题。本文以蔬菜价格指数保险为例,借鉴投资者情绪模型对农户预期进行分析,采用数值模拟方法,得到了一个将农户逆选择行为考虑在内的价格指数保险定价模型。通过该定价模型可以预估农户在不同价格变动情况下的投保概率,合理预估保险公司的未来损失。为保险公司在价格指数保险经营中提供风险参考依据。

Crop price index insurance provides price risk protection to farmers, maintains the sta bility of the crop market. In the actual operation, because the farmefs expectation is aecting the farmer＂ s insurance decision, the adverse selection risk is a problem that the agricultural product price index in surance product has to consider. This paper uses vegetable price index insurance as an example, from the investor sentiment model to analyze farmers＂ expectations, by using the numerical simulation method, builds a price index insurance pricing model which considers farmers adverse selection behavior. Through this pricing model, the insured probability of farmers under different price changes can be estimated, and the future losses of insurance companies can be reasonably predicted to provide risk reference for in surance companies in the price index insurance operations.