我国棉花生产风险区划及保险费率精算研究——以新疆各县(市)、兵团师为例

以新疆60个棉花主产县(市)、兵团为例,基于区域产量变化衡量自然风险对棉花生产影响视角,通过选取单产变异系数、受灾率＞30％的概率、效率指数和专业化指数四个主导指标,利用聚类分析方法对新疆各县(市)及兵团的棉花生产进行了保险风险区划,并在此基础上,运用非参数核密度法厘定了相应区域棉花种植保险的纯费率.     

基于分层贝叶斯模型的农作物区域产量保险费率厘定研究

为探讨农作物区域产量保险费率厘定问题,文章利用湖北荆州市1991～2007年县级水稻单产数据,通过建立分层贝叶斯模型,并运用WinBUGS软件进行Oibbs抽样,得出荆州各县市历年水稻单产拟合数据、2008年预测值及其20 000个马尔可夫蒙特卡罗(MCMC)模拟值,然后据此厘定各县市水稻区域产量保险费率.结果表明,模型预测能力良好,费率厘定结果有参考价值.     

基于最优单产分布模型的农业保险费率厘定研究

我国农业保险发展水平很低,其中定价失灵是当前面临的关键问题之一。现阶段已有研究大都假定农作物单产服从正态分布。本文采用参数方法,以四种分布形态对五个县市的单产数据分别进行拟合,并对最优分布模型进行了选择,基于农作物产量的统计模型,进行了费率厘定。提出保险公司有必要考虑对不同地区实行区别保险定价,避免导致逆选择或亏损经营。最后给出模型的改进猜想,以便于模型的现实推广。     

鄱阳湖生态经济区粮食单产时空格局演变及驱动因素探究

运用鄱阳湖生态经济区2001—2014年粮食生产面板数据,采用变异系数法、探索性数据分析(ESDA)方法以及地理加权回归(GWR)模型,分析鄱阳湖生态经济区粮食单产时空格局演变情况及驱动因素的空间异质性。结果表明:鄱阳湖生态经济区粮食单产年际间有所波动,但整体呈快速上升态势,粮食单产变异系数呈先波动下降后持续上升特征。鄱阳湖生态经济区粮食单产具有较强的全局空间相关性;粮食单产处于高—高地区和低—低地区的县(市)较多,处于高—低地区和低—高地区的县(市)较少;2001、2014年种粮人口规模、有效灌溉面积占比、农业机械总动力、农村用电量、农用化肥折纯量对鄱阳湖生态经济区粮食单产驱动作用存在较大空间异质性。     

财险市场价格战何时休

财险市场价格竞争特征 保险产品的价格称为保险费率(简称“费率”),保险费的构成有两部分:一是纯费率,即根据预定损失率来制定,是保险人为准备赔付(或给付)保险金而在确定的费率；二是附加费率,即以保险人的业务开支为依据,是保险人为支付业务费用而确定的费率……     

农作物区域产量保险风险区划指标体系研究

划分农作物区域产量保险风险分区的关键是确定区域大小及指标体系,难点是如何尽量将必要却难以量化的指标合理量化。本文以划分湖北中稻县级产量保险风险分区为例,探讨如何在综合考虑气候、农业灾害、地形地貌、水利设施等因素的基础上,建立一个适当的指标体系,其中包括少数量化具有一定难度的重要指标。     

基于Copula方法的天气指数保险产品设计——以南通棉花降水指数保险为例

天气指数保险是农业金融重要创新之一。文章致力于运用Copula函数方法研究棉花产量和不同生育期降水之间的非线性关系;利用条件期望求解一定降水量条件下的预期产量水平,最终计算得到天气指数保险的非线性支付函数和保险费率。     

玉米气象指数保险的理赔指数及保险费率研究——以甘肃黄土高原区为例

文章依据甘肃黄土高原区1981-2012年期间的历年气象数据和玉米实际单产数据,应用直线滑动平均法建立趋势拟合方程,设计出甘肃黄土高原区玉米生产在不同气象灾害下的理赔指数,并根据不同气象灾害的发生频率和与之对应的灾损率厘定出玉米气象指数保险的保险费率。农业气象指数保险有效解决了传统农业保险存在的各种难题,在提高政策性农业保险保障水平的同时其农户购买政策性农业保险的经济负担也在可承受范围之内,有利于提高政策性农业保险的投保率。     

车险费率的市场化

一、车险费率市场化的概念车险费率市场化不是指费率自由化。市场化的基本原则是保险费应当与保险标的所面临的危险程度相适应，其核心内容是指细分市场风险，并依据赔付率的状况来厘定费率，使费率更贴近市场的需求。１．定价的原则。保险公司在制定车险费率时，应充分考虑保险车辆的风险因素、被保险人的安全记录和自身的管理情况，兼顾“从车”和“从人”因素，充分体现费率厘定的公平、公正、客观原则。２．均衡价格的制定。保险公司费率厘定的目标是开发一种使保险人在进行业务竞争的同时获取合理的经营利润的费率结构。费率应稳定、敏…     

论加快我国机动车辆保险费率市场化的进程

机动车辆保险是我国保险市场上财产保险的主要险种，近年来其保险费收入一直位居财产保险业务的首位。与我国保险市场发展相适应，机动车辆保险经营一直执行的是全国统一的条款费率。随着财产保险业务的发展，保险市场的逐步成熟及对外开放进程的加快，费率管制的弊端日益显现。保监会2001年开始对机动车辆保险费率市场化在广东和深圳试点的基础上，将在全国推行。机动车辆保险费率市场化将会使我国财产保险面临新的挑战，同时也会带来新的发展机遇。     

Parametric and nonparametric statistical modelling of crop yield: implications for pricing crop insurance contracts

This article considers alternative methods to calculate the fair premium rate of crop insurance contracts based on county yields. The premium rate was calculated using parametric and nonparametric approaches to estimate the conditional agricultural yield density. These methods were applied to a data set of county yield provided by the Statistical and Geography Brazilian Institute (IBGE), for the period of 1990 through 2002, for soybean, corn and wheat, in the State of Paraná. In this article, we propose methodological alternatives to pricing crop insurance contracts resulting in more accurate premium rates in a situation of limited data.     

Pricing farm-level agricultural insurance: a Bayesian approach

This paper applies Hierarchical Bayesian Models to price farm-level yield insurance contracts. This methodology considers the temporal effect, the spatial dependence and spatio-temporal models. One of the major advantages of this framework is that an estimate of the premium rate is obtained directly from the posterior distribution. These methods were applied to a farm-level data set of soybean in the State of the Paraná (Brazil), for the period between 1994 and 2003. The model selection was based on a posterior predictive criterion. This study improves considerably the estimation of the fair premium rates considering the small number of observations.      

Estimating bivariate yield distributions and crop insurance premiums using nonparametric methods

Modelling crop yield distribution is crucial in crop insurance premium setting. The correlation between different crop yields due to rotations or systemic risks requires estimation of joint yield distribution for multiple crops. In this article, we apply a nonparametric method to estimate bivariate yield distributions using farm-level yield data of wheat and corn in Shandong Province in China. Then, the simulated yields are used to evaluate the expected indemnity of one traditional and one hypothetical crop insurance programme. Our results reveal that the nonparametric bivariate method is very flexible in shaping the yield probability density functions to estimate local idiosyncrasies and correlation between two crops. It is also feasible to simulate the nonparametric yield distributions at a satisfying level of accuracy. The simulation results show that the hypothetical two-crop insurance contract can be more affordable to farmers than traditional individual crop insurance contracts.     

中国寿险需求实证分析

本文对国内外的寿险需求分析研究进行了简单综述，在此基础上抽取全目30省市1998—2003年的数据．采取面板数据模型就收入、通货膨胀、社会保障、银行利率、死亡率等寿险需求影响因素与保费收入相关性作了Granger因果性检验分析。     

基于ESDA-GWR的粮食单产及其驱动因子的空间异质性研究

在耕地面积扩展有限和城市化高速发展的背景下,粮食单产的区域差异对我国粮食安全具有重要意义。以我国31省（市、自治区）为研究单元,借助ESDA和GWR模型,结合我国各地自然条件的差异及其经济发展类型,揭示我国粮食单产的区域差异及其驱动因子的空间异质性。结果表明：1999—2008年,中西部地区粮食单产的增产对全国粮食产量的贡献越来越显著,75%的粮食单产增长潜力较大的区域集中在中西部;粮食单产存在着显著的空间相关性,各省域粮食生产重心发生移动,由传统的＂东部为主＂逐渐＂北上西进＂,向中西部地区欠发达省份集中;不同区域粮食单产的驱动因素呈现为一种非均衡联动的局域性特征,化肥施用量对粮食单产的影响在两个时间断面中差异最大,1999年回归系数全为正值,而在2006—2008年出现负值,这表明部分地区化肥对粮食单产的边际效应已经达到递减阶段。因此,应结合我国不同区域当前粮食单产的现状和驱动因子的效应机理,积极采取相应的有效措施以保障我国的粮食安全。     

农户水稻种植保险购买决策的影响因素分析——基于福建省浦城和永安的数据

利用2010年8—10月对福建省浦城和永安的农户购买水稻种植保险调查的数据,对福建省水稻种植保险的发展进行了概述,对影响农户购买水稻种植保险的因素进行了分析。结果表明:农户的性别特征、种植规模、对水稻种植保险的认识及是否有听说过理赔等,对农户购买水稻种植保险的影响显著,而教育程度、种植年限及产量变异系数对购买决策的影响不明显。     

A science-driven market-based instrument for determining the cost of environmental services: A comparison of two catchments in Australia

An auction-based approach (or MBI for “market-based instrument”) was used to purchase environmental services from landowners and to establish a long-term economic resource (forest plantations) in two catchments in the state of Victoria (Australia). The policy goal of the MBI was to encourage the conversion of cleared land to forest plantations. It was desired to achieve this while also reducing the amount of land affected by dryland salinity with minimum impact on water available for irrigation. Operationally, interested landowners identified areas on which they would be willing to establish forest plantations, and stated the amount of money they would require from the government to undertake plantation establishment; this constituted a landowner bid. The proposed planting area associated with each bid was processed through a quantitative hydrological model to estimate off-site impacts on dryland salinity and the change in water yield resulting from the conversion of individual non-forested areas to forest plantations. Landowner bids were then accepted or not based on the economic trade-offs among dollars requested by a landowner, reduction in water yield, and decrease in dryland salinity. To enable a comparison of costs, the MBI was independently trialled in two catchments. For both, the cost to government of a hectare of plantation and/or a hectare of salinity benefit was calculated a number of ways. Assuming the existence of a calibrated hydrological model, costs associated with distributing money via such an MBI were publicity, fieldwork, processing the bids through the model, probity, legal, and administration. In the Gippsland catchment, the total cost to establish forest plantations was $5340 per ha whereas it was $1635 per ha in the Corangamite catchment. No salinity benefit was obtained in Gippsland, but in Corangamite, if considered in isolation of the economic forest plantation benefit, the cost per hectare of salinity benefit was $5020.Operational aspects of the MBI are presented and discussed and a comparison is made to the expected costs of a conventional, non-science driven approach to landowner incentives.     

我国政策性农业保险实施效果评价

根据在政策性农业保险试点地区进行实地调研所得的数据,对农户对我国政策性农业保险实施效果的评价结果进行了描述性统计分析。调研结果表明:不同地区的农户对农业保险的需求程度不同,因此其对农业保险实施效果的评价结果也不尽相同;总体来讲,农业保险在稳定农作物产量、稳定农户家庭收入、增强农业抵御风险能力等方面确实发挥了一定的作用,但还未具有明显的长期效果,并未得到广泛认可。     

Do long-term interest rates drive GDP and inflation in small open economies? Evidence from Poland

This article investigates the impact of long-term interest rates on macroeconomic variables in a small open economy. It shows that the time-varying term premium stabilizes GDP without affecting significantly inflation volatility in Poland – a typical open economy with flexible exchange rate. This conclusion is drawn from an estimated dynamic stochastic general equilibrium model in which segmented asset markets and imperfect asset substitutability give rise to the time-varying term premium in the long-term interest rate. Furthermore, the impulse response analysis of the model reveals that the term premium stabilizes GDP when the small economy is hit by shocks that are absent in closed economy models (country risk premium and export preference) which points to the different impact of the term premium on relatively close (large) and open (small) economies.