森林火灾保险纯费率厘定模型及实证分析

doi:10.11707/j.1001-7488.20160716

摘要/Abstract

摘要： [目的] 研究适用于我国现行森林保险制度的森林火灾保险纯费率厘定模型，分析森林火灾保险纯费率的区域分布，为科学、合理厘定森林火灾保险费率提供参考。[方法] 改进Holecy等（2003；2006）模型中林火发生概率允许误差的估计方法，以参保率代替参保面积变量，并将费率计量单位由实际值改为千分率，以多年森林火灾发生概率均值为期望纯费率，以期望纯费率的允许误差为风险纯费率，构建森林火灾保险纯费率厘定模型；运用该模型估计2014年我国各地区不同参保率下的森林火灾保险纯费率；通过配对样本T检验，对比分析19个试点地区森林火灾保险估计纯费率和实际纯费率，以检验模型估计结果的准确性。[结果] 我国绝大部分地区的森林火灾期望概率都在1.00‰以下，但地区间的差异明显；各地区森林火灾保险纯费率随着参保率的降低而增加；按照目前的参保率计算，我国19个试点地区的森林火灾保险纯费率为0.05‰～7.20‰；19个试点地区2014年森林火灾保险的实际纯费率与模型估计纯费率无差异。[结论] 模型充分考虑了森林火灾发生的确定因素和不确定性因素，适用于我国现行森林保险制度，符合我国森林火灾风险现状，估计结果准确可靠。由于火灾发生与林区的自然条件和植被类型高度相关，因此模型应用时需根据时空变化对所采用的数据进行动态调整，可基于本模型运用纯保费法厘定森林火灾保险毛费率。

关键词: 森林保险, 纯费率, 费率厘定, 森林火灾

Abstract: [Objective] Developing forest fire insurance pure rates (P) model which adapt to China's current forest insurance system and making analysis on forest fire insurance rates distribution by regional in China can provide the method and reference for rating the forest fire insurance premium rate scientifically and reasonably.[Method] This paper developed a forest fire insurance pure premium rate model basing on Holecy's forest fire insurance premium rate model(Holecy et al., 2003; 2006). The Expected pure premium rate (EP)is mean of forest fire occurrence probability and the Risk pure premium rate(RP)is tolerable error of EP. The model involved the insurance rate fire occurrence probability and other factors. It replaced the Holecy model's insured area variable and changed the measurement units from the actual value to thousand points(‰).To check the model, it make an analysis on China's forest insurance pure premium rate under different insurance rates by regions in 2014 and compare the estimation results(P_βM) and the actual rate(P^*_βM) of 19 forest insurance modeling regions by paired sample T test.[Result] It indicated that the EP of most regions in China were below 1.00‰ but regional differences was significant. The P shall increase with the decreasing of the insured rate. The P of 19 forest insurance modeling regions is 0.05% to 7.20% as the current insured rate. There was no significant difference between the actual pure premium rate and estimated pure premium rate according to the paired samples T test.[Conclusion] The model considered both the identified and uncertain factors and fitted current forest insurance system in China. The estimated result was accurate. It recommended that the data should be adjusted dynamically according to the time and spatial variation when using the model. This model can be use to determine the forest fire insurance gross premium rate.

Key words: forest insurance, pure premium rate, rate making, forest fire

中图分类号:

S762
F842.6

张德成, 陈绍志, 白冬艳. 森林火灾保险纯费率厘定模型及实证分析[J]. 林业科学, 2016, 52(7): 129-137.

Zhang Decheng, Chen Shaozhi, Bai Dongyan. Model and Empirical Analysis on Forest Fire Insurance Pure Premium Rate Making[J]. Scientia Silvae Sinicae, 2016, 52(7): 129-137.

参考文献

白冬艳, 翟印礼, 陈绍志, 等. 2013. 基于自回归移动平均(ARMA)模型的森林火灾预测. 林业实用技术, 21(6):72-73.
(Bai D Y, Zhai Y L, Chen S Z, et al. 2013. Forest fire prediction based on auto regressive moving average (ARMA) model. Practical Forestry Technology, 21(6):72-73.[in Chinese])
蔡亚林. 2007. 在责任与挑战中稳步前进——近二十年我国森林防火工作综述. 经济, (7):110-111.
(Cai Y L. 2007. The responsibilities and challenges of steady progress in nearly twenty years of China's forest fire prevention work summary. Economy, (7):110-111.[in Chinese])
黄向阳, 金阳, 肖宇谷, 等. 2009. 精算中常用的统计模型. 北京:中国人民大学出版社.
(Huang X Y, Jin Y, Xiao Y G, et al. 2009. Statistical models used in actuarial science. Beijing:Renmin University of China Press.[in Chinese])
黄祖梅. 2014. 一个森林保险模型及最优免赔额的确定. 林业经济问题, 34 (3):200-204.
(Huang Z M. 2014. A forest insurance model and the determination of perfect deductible. Issues of Forestry Economics, 34 (3):200-204.[in Chinese])
姜昕, 罗添元. 2014. 森林保险的费率厘定与业务实施要点分析. 绿色科技, (12):98.
(Jiang X, Luo T Y. 2014. Study on the rate making of forest insurance and key points in its implementation. Journal of Green Science and Technology, (12):98.[in Chinese])
冷慧卿, 王珺. 2011. 我国森林保险费率的区域差异化——省级层面的森林火灾实证研究. 管理世界, (11):49-54.
(Leng H Q, Wang J. 2011. Regional differences of forest insurance rates in China:an empirical study on the forest fire at the provincial level. Management World, (11):49-54.[in Chinese])
潘家坪. 1999. 森林保险中合理确定保险费率的探讨. 林业资源管理, (5):5-8.
(Pan J P. 1999. Discussion on reasonable determination of insurance premium rate in forest insurance. Forest Resources Management, (5):5-8.[in Chinese])
王珺, 冷慧卿. 2011. 中央财政森林保险保费补贴六省试点调研报告. 保险研究, (2):48-56.
(Wang J, Leng H Q. 2011.. The research report on the pilot program of fiscal subsidy for forest insurance premium in six provinces. Insurance Studies, (2):48-56.[in Chinese])
王晓军. 2010. 保险精算原理与实务. 北京:中国人民大学出版社.
(Wang X J. 2010. actuarial principles and practice. Beijing:Renmin University of China Press.[in Chinese])
张德成, 陈绍志, 白冬艳. 2015. 森林保险毛费率及保额计算模型研究——基于纯保费法. 林业经济, (7):25-28, 33.
(Zhang D C, Chen S Z, Bai D Y. 2015. A forest insurance gross premium rate and sum insured calculation model:based on pure premium method. Forestry Economics, (7):25-28, 33.[in Chinese])
施一凡. 2012. 我国森林防火历史沿革从一片空白到科学规范. 中国绿色时报, 10-15.
(Shi Y F. 2012. History of forest fire prevention in China from a blank to scientific and standardized. China Green Times, 10-15.[in Chinese])
Bernard L W, Harrison C M, Markham J J. 1997. Insurance operations. Malvern:American Institute for Chartered Property Casualty Underwriters.
Cipriano P A, Almeida R N. 2013. Forest property insurance:an application to Portuguese woodlands. International Journal of sustainable society, (3):284-295.
Davis E W, Pointon J. 1994. Finance and the firm:an introduction to corporate finance. New York:Oxford Univ Press, USA.
Ehrlich I, Becker G. 1972. Market insurance, self-insurance and self-protection. Journal of Political Economy, 80(4):623-648.
Gadow K V. 2000. Evaluating risk in forest planning models. Silva Fennica, 34(2):181-191.
Holecy J, Skvarenina J, Tucek J, et al. 2003. Fire risk insurance model for forest stands growing in the area of Slovak Paradise. Athens:Institute of Mediterranean Forest Ecosystems and Forest Products Technology.
Holecy J, Hanewinkel M. 2006. A forest management risk insurance model and its application to coniferous stands in southwest Germany. General Information, 8(2):161-174.
Marielle B, Couture S, Garcia S. 2011. Insurance demand against forest fire risk:empirical analysis on french private forest owners. New York:Social Science Electronic Publishing.

[1]	方祥, 王海晖, 陶骏骏, 盛昌栋. 林火蔓延过程中辐射换热和点燃特性分析[J]. 林业科学, 2019, 55(3): 97-105.
[2]	尹赛男, 舒立福, 张大明, 单延龙, 杜帅, 唐抒圆, 张鑫瑶, 张志文. 吉林省森林火灾火源数据特征分析[J]. 林业科学, 2018, 54(7): 165-172.
[3]	杨伟, 姜晓丽. 森林火灾火烧迹地遥感信息提取及应用[J]. 林业科学, 2018, 54(5): 135-142.
[4]	祖笑锋, 覃先林, 李增元, 孙桂芬, 刘树超. 基于幂律分布的森林燃烧生物量卫星遥感估测方法[J]. 林业科学, 2017, 53(10): 90-99.
[5]	张晨, 牛树奎, 陈锋, 邵潇, 王欢. 基于GIS的景观格局对云南省森林火灾的影响[J]. 林业科学, 2016, 52(7): 96-103.
[6]	苏立娟, 何友均, 陈绍志. 1950—2010年中国森林火灾时空特征及风险分析[J]. 林业科学, 2015, 51(1): 88-96.
[7]	田晓瑞;舒立福;赵凤君;王明玉. 大兴安岭雷击火发生条件分析[J]. 林业科学, 2012, 48(7): 98-103.
[8]	张冬有;邓欧;李亦秋;李桂君;冯仲科. 黑龙江省1980—2005年森林火灾时空特征[J]. 林业科学, 2012, 48(2): 175-179.
[9]	胡海清;魏书精;孙龙. 大兴安岭呼中区2010年森林火灾碳排放的计量估算[J]. 林业科学, 2012, 48(10): 109-119.
[10]	郑伟;李亚君;刘诚;王萌. 基于多源卫星遥感数据的森林过火区面积估算方法[J]. 林业科学, 2011, 47(8): 192-195.
[11]	廖文梅;彭泰中;曹建华. 农户参与森林保险意愿的实证分析——以江西为例[J]. 林业科学, 2011, 47(5): 117-123.
[12]	肖云丹;鞠洪波;张雄清;纪平. 黔南地区气象因子与森林火灾发生次数之间的关系[J]. 林业科学, 2011, 47(10): 128-133.
[13]	梅志雄;徐颂军王佳. 基于DRNN和ARIMA模型的森林火灾面积时空综合预测方法[J]. 林业科学, 2009, 12(8): 101-107.
[14]	单延龙张姣. 吉林省1969—2004年森林火灾释放碳量的估算[J]. 林业科学, 2009, 12(7): 84-89.
[15]	杨广斌;唐小明宁晋杰于丹洋. 北京市1986—2006年森林火灾的时空分布规律[J]. 林业科学, 2009, 12(7): 90-95.