气温指数保险定价中的温度预测模型评价——基于保险人及被保险人视角

合理定价气温指数保险关系着保险人及被保险人共同利益,而温度预测是气温指数保险定价的关键,现有关于温度预测模型的选择只是单纯从预测精度考虑问题,评价标准过于单一。根据气温指数保险投保人多为广大农民的现实,基于保险人及被保险人视角,构建了更加客观的评价模型,并以长江中下游中稻气温指数保险合约为例,比较了时间序列模型和回归模型,结果表明,如果单纯从模型预测精度角度来看,两种模型基本相当;但若运用所构建的评价模型来分析,用时间序列模型预测气温,进而为合约定价,可使保险公司获得更高的保费收入,对被保险人来说,虽然支付了稍高的费用,但期末获得正收益的概率却大大提高了,因此时间序列模型较优。

Evaluation of Temperature Predicting Model in Pricing of Temperature Index Insurance——From Perspective of the Insurer and the Insured

Reasonable pricing temperature index insurance is important for the common interests of the insurer and the insured. Temperature prediction is the key of pricing of temperature index insurance. Existing research just considers the accuracy of model prediction and such an evaluation standard is too single. According to the fact that the insured of temperature index insurance are mostly farmers, from the perspective of the insurer and the insured, a more objective assessment model for temperature prediction effect is built. With the temperature index insurance of the mid rice in the middle and lower reaches of the Yangtze River as example, the time series and regression models are compared. The results show that if only viewed from the point of view of the model prediction accuracy, two models are almost the same. However, if the contract is priced with analysis from the constructed evaluation model and the time series model, the insurance company premium income is higher. To the insured, although a slightly higher cost is paid, the probability of the positive yield is greatly enhanced.