基于CopuIa-ALM模型的中国农业保险共保体运营效果评估研究

摘要

︰中国农业保险共保体是利用风险共担联合经营方式，解决当下中国农业风险缺乏有效分散问题的有益探索，但其该如何运营和实施还停留在准备阶段，缺乏相应的理论分析和数量模型研究作为支撑。利用Copula-ALM模型构建中国农业保险再保险共同体的一般运行模式，评估其运营的效果，通过考察不同保费转移比例和购买商业再保险对其运营的影响，为其实施运行提供有效的政策建议。%Through risk sharing and pooling, China's agricultural insurance pool will be used to solve the problem, lacking effective dispersion of agricultural risk. But it is still lack of theoretical analysis and quantitative models research about the operation and implementation. Using Copula-Asset Liability Management approach to build the mode of the pooling and evaluate the operation effect, we compared the different proportion of premium transfer and reinsurance effects on pooling operation for the implementation of China agricultural insurance and reinsurance pool to provide effective policy recommendations.