《保险研究》20220705-《我国农业保险大灾风险的空间分散效应测度与应用研究》（肖宇谷、杨晓波、齐纪元）

［摘   要］大灾风险空间分散效应的测度是评估农业保险系统性风险的理论基础,也是优化农险公司经营策略和承保能力的理论依据。本文利用我国粮食主产区的农作物灾情数据,测度了农业保险经营中空间尺度增加对大灾风险所产生的空间分散效应,并研究了不同保险合约要素对该效应的影响。研究结果显示，随着空间尺度的增加,农业大灾风险存在相对较高的空间分散效应,即在十三个粮食主产省开展业务比只在单一省份经营在平均意义上能减少三分之一的经济资本。另外,不同的保险产品和不同的保障水平对经济资本规模有很大影响,高保额的成本保险经济资本要求偏高,这意味着我国完全成本保险在对主产省产粮大县全覆盖的同时,需要重视其风险的快速聚集。

［关键词］农业保险；系统风险；空间分散效应；保险合约要素

［基金项目］本文获得“中国人民大学科学研究基金(中央高校基本科研业务费专项资金资助)(项目号:20XNF022)”的支持和资助。

［作者简介］肖宇谷，中国人民大学应用统计科学研究中心研究员，中国人民大学统计学院教授、博士；杨晓波，国家开发银行河南省分行中级经济师、博士；齐纪元(通讯作者)，中国人民大学统计学院硕士研究生。

Measurement and Application of Spatial Diversification Effect of Catastrophe Risk of China Agricultural Insurance

XIAO Yu-gu,YANG Xiao-bo,QI Ji-yuan

Abstract：The measurement of spatial diversification effect on catastrophe risk is the theoretical basis for evaluating the systemic risk of agricultural insurance,and it is also the theoretical basis for optimizing the operation strategy and underwriting capacity of agricultural insurance companies.This paper measured the spatial diversification effect of increasing spatial scale on catastrophe risks in agricultural insurance operation by using China crop disaster data of major grain producing areas,and studied the influence of different insurance contract elements on this effect.The results show that with the increase of spatial scale,agricultural catastrophe risk has a relatively high spatial diversification effect,that is,operating in 13 major grain-producing provinces can reduce economic capital by one third on average than operating in a single province.In addition,different insurance products and different coverage levels have a great impact on the scale of economic capital,and the economic capital requirements of the full cost insurance in China are relatively high,which means that we should pay attention to the rapid accumulation of risks while covering the major grain-producing counties in the main provinces with full cost insurance.

Key words：agricultural insurance;systemic risk;spatial diversification effect;elements of insurance contract