摘要
价格保险是保障菜农收益和稳定蔬菜生产的重要政策工具。以城郊蔬菜价格为算例,基于Cornish-Fisher展开式,采用CVaR指标测度四种大宗蔬菜的价格风险,构建蔬菜价格保险的均值-CVaR分析框架,根据价格风险在蔬菜产品和地域上的异质性特征,计算12个大城市蔬菜价格保险最优保险组合策略。估算不同保险策略的保费,发现城郊蔬菜保险标的覆盖的蔬菜品种越多、地理位置越分散,越有利于降低保险风险和保险费率。与单一蔬菜品种价格保险相比,按照四种蔬菜组合厘定费率,在不降低保障水平情况下,组合标的物风险和保费均大幅下降,保费共计下降约51%。进一步按照价格风险的空间特征组合保险标的,在0.95置信水平上组合标的CVaR值为0.08,保费共计下降约89%。最后从建设价格数据链、跨地区开展城郊蔬菜价格保险和重视新型农业经营主体诉求三方面提出实施保险组合策略的政策建议。
Price insurance was an important policy instrument to guarantee vegetable farmers'income and stabilize vegetables production.CVaR index was used to measure the price risk of tomato,cucumber,green pepper and Chinese cabbage via Cornish-Fisher's expand form.According to the heterogeneity of price risk in products and regions,the optimal combination strategy of vegetable price insurance in 12 big cities was calculated under the mean-CVaR framework.By estimating the premiums of different insurance strategies,it was found that the more varieties of vegetables covered by the insurance subject and the more dispersed the geographical location were,the more favorable it was to reduce risks and premium rates.Compared with the price insurance of a single vegetable,the premium rate determined,according to the four vegetable combinations could reduce the premium by 51%without reducing the level of protection,and the premium could be further reduced by 89%by combining the subject matter,according to the spatial characteristics of the price risk.Finally,policy suggestions were offered on implementing insurance combination strategy from three aspects:constructing price data chain,carrying out suburban vegetable price insurance across regions and paying attention to the demands of new agricultural operators.
作者
赵玉
余艳锋
ZHAO Yu;YU Yanfeng(School of Economic and Management,East China University of Technology,Nanchang 330013,China;Jiangxi Academy of Agricultural Sciences,Institute of agricultural economics and information,Nanchang 330200,China)
出处
《农业经济与管理》
CSSCI
2020年第2期74-85,共12页
Agricultural Economics and Management
基金
国家自然科学基金项目(71503038)
江西省社会科学研究规划项目(19GL23)
中国博士后特别资助项目(2016T90602)
江西高校人文社会科学项目(GL1504)。
关键词
蔬菜价格
风险管理
农业保险
经营风险
组合策略
vegetable price
risk management
agricultural insurance
business risk
combined strategy
作者简介
赵玉,男,博士,教授,研究方向:价格理论、风险管理等。
