Türkiye'de Buğday Bitkisel Ürün Sigortası için Aktüeryal Prim Hesabı

Abstract

Bu çalışmada Türkiye'deki mevcut buğday bitkisel ürün sigortası için farklı coğrafi tehlike bölgeleri bazında hasar tutarları incelenmiş ve aktüeryal adil primler hesaplanmıştır. Tarım Sigortaları Havuzu (TARSİM) tarafından belirlenen coğrafi tehlike bölgeleri dikkate alınarak 2010-2014 yılları arasında buğday bitkisel ürün sigortası için dolu teminatı veren sigorta poliçelerinde ödenen hasar tutarları istatistiksel yöntemlerle analiz edilmiştir. Her bir tehlike bölgesi hasar verisine uygun istatistiksel dağılım belirlendikten sonra aktüeryal denge göz önünde bulundurularak farklı prim hesaplama prensipleri ve yükleme faktörlerine göre aktüeryal primler hesaplanmıştır.

Keywords

• Tarım sigortası,buğday,aktüeryal prim hesabı

Actuarial Premium Calculation for Wheat Crop Insurance in Turkey

Abstract

In this paper, the loss distributions of the wheat crop insurance for different geographical hazard districts have been analysed and the actuarial fair premiums have been calculated. The claim amounts of the wheat crop insurance covering hail risk between the years 2010-2014 have been examined by statistical methods for different geographical hazard districts classified by the Agricultural Insurance Pool (TARSIM). After deciding the statistical distributions of the claims paid for each district, the actuarial fair premiums have been calculated based on different premium principles and loading factors considering the actuarial balance.

Keywords

• Agricultural insurance,wheat,actuarial premium calculation

References

1. Babcock, B. A., C. E. Hart, D. J. Hayes. 2004. Actuarial Fairness of Crop Insurance Rates with Constant Rate Relativities.” American Journal of Agricultural Economics 86:563– 75.
2. Botts, R.R., Boles, J.N. 1958. Use of Normal-Curve Theory in Crop Insurance Rate Making, Journal of Farm Economics, 40:733- 40.
3. Bowers, N.L., Gerber, H.U., Hickman, J.C., Jones, D.A., Nesbitt., C. J. 1997. Actuarial Mathematics, SOA, USA.
4. Brys, G., Hubert, M., Struyf, A., 2004. A Robust Measure of Skewness, Journal of Computational and Graphical Statistics, 13:996–1017.
5. Chen, S., Miranda, M. 2004. Modeling Multivariate Crop Yield Densities with Frequent Extreme Values, USA, American Agricultural Economics Association Annual Meeting, August 1-4, 2004, Colorado, Denver.
6. Coble, K.H., Knight, T.O., Pope, R.D., Williams, J.R. 1997. An Expected Indemnity Approach to the Measurement of Moral Hazard in Crop Insurance, American Journal of Agricultural Economics, 79:216-26.
7. Denuit, M., Dhaene, J., Goovaerts, M., Kaas, R., 2005. Actuarial Theory for Dependent Risks Measures, Orders and Models, John Wiley & Sons, England.
8. Dickson, D.C.M. 2005. Insurance Risk and Ruin, Cambridge University Press, Cambridge, UK.

9. Hubert, M., Van der Veeken, S., 2008. Outlier Detection for Skewed Data, Journal of Chemometrics, 22 (3-4):235-246.
10. Gallagher, P. 1987. U.S. Soybean Yields: Estimation and Forecasting with Nonsymmetric Disturbances, American Journal of Agricultural Economics, 71:796-803.
11. Just, R.E., Calvin, L., Quiggin, J. 1999. Adverse Selection in Crop Insurance: Actuarial and Asymmetric Information Incentives, American Journal of Agricultural Economics, 81:834-849.
12. Makki, S.S., Somwaru, A.L. 2002. Asymmetric Information in Cotton Insurance Markets: Evidence from Texas, USA, American Agricultural Economics Association Meetings, July 27-31, 2002, Long Beach, California.
13. Ramirez, O.A., McDonald, T. 2005. The Reparameterized Johnson System: A Highly Flexible Yield and Price Distribution Model, USA, Department of Agricultural Economics and Agricultural Business and Extension Economics New Mexico State University, New Mexico, Las Cruces.
14. Seo, S., 2006. A Review and Comparison of Methods for Detecting Outliers in Univariate Data Sets, Master thesis, University of Pittsburgh.
15. Sherrick, B.J., Zanini, F.C., Schnitkey, G.D., Irwin, S.H. 2004. Crop Insurance Valuation Under Alternative Yield Distributions, American Journal of Agricultural Economics, 86:406-419.
16. Tarım Sigortaları Havuzu (TARSİM), 2016. https://web.tarsim.gov.tr. (ET: 27.06.2016).
17. Tarım Sigortaları Havuzu (TARSİM), 2014. 2014 Yılı Faliyet Raporu, https://web.tarsim.gov.tr. (ET: 27.06.2016).
18. TAGEM FUK-2015-6321 nolu proje, Tarım Sigortaları ve Tarımda Doğal Afet Yönetiminin Etkinliğinin Değerlendirilmesi, T.C. Gıda Tarım ve Hayvancılık Bakanlığı Araştırma –AR-GE Destek Programı, 2015.
19. Tse, Y.K., 2009. Nonlife Actuarial Models Theory Methods and Evaluation Actuarial Mathematics, Cambridge University Press, UK.