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我国生猪价格指数保险的系统性风险问题研究

东北农业大学经济学硕士学位论文

4.1生猪价格指数保险的可保风险…………………………………………………………264.2生猪市场价格和玉米市场价格的时间序列分解……………………………………….274.2.1生猪市场价格的Census.X12季节调整…………………………:…………………274.2.2玉米市场价格的ETS指数平滑分解……………………………………………….324.3价格分解前后猪粮比值的对比分析……………………………………………………354.4本章小结………………………………………………………………………………..365完善我国生猪价格指数保险的对策建议……………………………………………………375.1我国生猪价格指数保险的短期发展建议……………………………………………….375.1.1完善我国生猪市场价格的监测体系………………………………………………..375.1.2合理设定保险期限灵活选择理赔周期……………………………………………..385.2我国生猪价格指数保险的长期发展建议……………………………………………….395.2.1构建我国生猪价格指数保险的巨灾风险分散机制…………………………………395.2.2促进生猪价格指数保险与生猪期货市场的协同发展………………………………405.3本章小结………………………………………………………………………………..416结i仑………………………………………………………………………………………………………………………..42至炙谢……………………….i………………………………………………………………………………………………43参考文献……………………………………………………………………………………….44攻读硕士学位期间发表的学术论文……………………………………………………………47

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CONTENTS

CoNTENTS

AbstractinChinese.……………………………….……………………………..……………………………-…·……·I

AbstractinEnglish……………………………………………………………………………………………………..III

1Introduction…………………:…………………………………………………………………………………………..1

1.1Thebackgroundofresearch…………………………………………………………………………………….11.2Thepurposeandsignificanceof,research…………………………………………………………………-·2

1.2.1Thepurposeofresearch…………………………………………………………..………………………··2

1.2.2Significanceofresearch…………………………………………………………………………………...2

1.3ForeignandDomesticLiteraturereview…………………………………………………………………….3

1.3.1Foreignliteraturereview…………………………………………………………………………………..3

1.3.2Domesticliteraturereview……………………………………….………………………………………..5

1.3.3Foreignanddomestic1iteraturereview………………………………………………………………..7

1.4Researchcontents.methodsandTechnicalRoute……………………………………………………:….。7

1.4.1Researchcontents……………………………………………………………………………………………·7

1.4.2Researchmethods………………..….…………………………………………………………..…………..8

1.4.3Researchtchnicalroute………………..…………………………………………..……………………….9

12ConceptDefinitionandRelatedTheories……………………………………………………………………1

2.1Mainconceptdefinition………………………………………………………………………………………..112.1.1Indexinsurance……………………………………………………………………………………………..112.1.2Pigpriceindexinsurance…………………………………………………………………………………112.1.3Piggrainratio………………………………………………………………………………………………··ll2.1.4Systemicrisk…………………………………………………………………………………………………112.2Relatedtheories…………………………………………………………………………………………………..122.2.1Pricefluctuationtheory…………………………………………………………………………………..122.2.2Insurablerisktheory………………………………………………………………………………….……122.2.3Timeseriesanalysis………………………………………………………………………………………..133ThedevelopmentstatusandsystematicriskidentificationofhogpriceindexinsuranceinChina……………………………...……………………………………………………………………………………153.1ThedevelopmentofhogpriceindexinsuranceinChina……………………………………………..153.2Thedevelopmentofchinesehogpriceindexinsuranceinthemainpilotareas……………….163.2.1Overalldevelopmentofthemainpilotareasofthehogpriceindexinsurance………….163.2.2Thespecificdevelopmentofthemainpilotareasofthehogpriceindexinsurance.…..193.3Systematicriskidentificationofhogpriceindexinsurance…………………………………………203.3.1Thestatisticalanalysisoftheoriginalpricesequenceofthehogmarket………………….213.3.2Systematicriskidentificationofthehogmarketprice………………………………………….213.4Summaryofthischapter………………….……………………………………………………………………254AnalysisofthesystemicriskofhogpriceindexinsuranceinChina….………….…….…………26

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