農作物保單定價及設計

Abstract

農作物易受天氣影響而今年全球氣候變遷快速，市場上發行了許多與農作物相關的保單，我們以荔枝為例，計算出天氣參數保單及收入保障型保單天氣參數型的保單是透過兩個迴歸模型來模擬多次未來的溫度，再依照理賠標準計算出理賠金額及保費。 收入保障型也是用兩種方法，第一種是利用歷史資料計算理賠金額，第二種是先找出收入的分配並作檢定，確認為常態分配後，再用蒙地卡羅模擬出實際收入，依照理賠標準計算理賠金額及保費。但後來因為資料筆數不足，我們放棄第一種方法直接用第二種模擬的方式。再結合科技的進步，使得保險能夠更有效率的保障保險公司及農民雙方。

Crops are susceptible to weather and the global climate is changing rapidly this year. Many crop-related insurance policies have been issued on the market. Taking Litchi as an example, we calculated weather parameter insurance policies and income protection policies. Weather parameter insurance policies are based on two regression models. To simulate multiple future temperatures, and then calculate the claim amount and premium according to the claim standard. The income protection type also uses two methods. The first is to use historical data to calculate the claim amount. The second is to find out and verify the distribution of income. After confirming it as a normal distribution, Monte Carlo simulates the actual income. , Calculate the claim amount and premium according to the claim standard. However, due to insufficient data, we gave up the first method and directly used the second simulation method. Combined with advances in technology, insurance can more efficiently protect both the insurance company and farmers.