巨灾风险下的农作物保险费率厘定研究

近年来,随着自然灾害的频发,农业保险成为学术界和实践部门研究的重点和热点,研究成果不断涌现。本文在已有研究基础上,对巨灾风险下的农作物保险各层次费率厘定进行了数理分析与探究：利用拟合分布法厘定纯费率;利用极值理论超阈值模型度量农业巨灾风险确定再保险费率;结合资本资产定价法厘定包含巨灾风险的农业保险附加费率,最后,进行了应用举例。

Setting the Premium Rate of Crop Insurance under Catastrophic Risk

With the frequent occurence of natural disasters in recent years,agricultural insurance has become the one of the top priorities and hot spots for academic and practical departments study.Based on results of previous research,this paper focuses on the mathematical analysis and inquiry to set the crop insurance rates at all levels under catastrophic risk.Through analyzing relevant risk variables of crop losses,the article determines the pure premium rate via the fitted distribution method,then defines the reinsurance rates through the agricultural catastrophic risk measured by POT model in the extreme value theory,and combines the capital asset pricing method to develop the additional rate of agricultural insurance including the catastrophic risk.Finally,it studies some examples to help apply the theoretical framework.