面向中小微出口企业成本控制的集装箱运价指数保险研究

doi:10.16381/j.cnki.issn1003-207x.2020.1771

中国管理科学 ›› 2023, Vol. 31 ›› Issue (6): 131-141.doi: 10.16381/j.cnki.issn1003-207x.2020.1771

面向中小微出口企业成本控制的集装箱运价指数保险研究

余方平¹, ², 张凯利², 匡海波¹, ², 刘宇³

1.大连海事大学航运经济与管理学院，辽宁大连116026；2.大连海事大学综合交通运输协同创新中心，辽宁大连116026；3.中国银行保险监督管理委员会财会部偿付能力部，北京100033

收稿日期:2020-09-14 修回日期:2021-04-23 出版日期:2023-06-20 发布日期:2023-06-17
通讯作者: 余方平(1981-)，男(汉族)，湖南攸县人，大连海事大学航运经济与管理学院，副教授，博士,研究方向:航运保险,Email: yufangping@dlmu.edu.cn E-mail:yufangping@dlmu.edu.cn
基金资助:
国家自然科学基金资助项目(71831002, 72072018,71672016)；长江学者和创新团队发展计划资助项目(IRT_17R13)；中国博士后科学基金资助项目(2019M651101)

Research on the Container Freight Index Insurance for Medium, Small and Micro Export Enterprises Cost Control

YU Fang-ping¹, ², ZHANG Kai-li², KUANG Hai-bo¹, ², LIU Yu³

1. Collaborative Innovation Center for Transport Studies, Dalian Maritime University, Dalian 116026, China;2.School of Maritime Economics and Management, Dalian Maritime University, Dalian Maritime University, Dalian 116026, China; 3. Financial Accounting Department Solvency Department, China Banking and Insurance Regulatory Commission, Beijing 100033, China

Received:2020-09-14 Revised:2021-04-23 Online:2023-06-20 Published:2023-06-17
Contact: 余方平 E-mail:yufangping@dlmu.edu.cn

摘要/Abstract

摘要： 近年来，集装箱运价大幅波动给我国众多中小微出口企业显著增加了运输成本、侵蚀了原本微薄的利润。本研究设计了一种面向中小微出口企业成本控制的外贸集装箱运价指数保险。首先，结合当前中小微出口企业集装箱订舱实务，设计了集装箱运价指数保险的基本形态及其期限结构、赔付结构和份额结构，将众多中小微出口企业碎片化的集装箱运价成本控制需求跨期、跨主体分摊。其次，构建了基于ARIMA的算术平均延期式集装箱运价指数定价模型，借助“区间预测+分位数分档”方法对集装箱运价指数保险保费进行厘定，丰富了现有运价衍生品定价方法谱系。最后，对全球标杆集装箱运价指数——中国出口集装箱运价指数(CCFI)欧洲航线运价指数保险进行了案例分析，较好地验证了本研究设计的集装箱运价指数保险的合理性。

关键词: 集装箱运价指数保险；中小微出口企业；CCFI欧洲航线；成本控制；ARIMA模型

Abstract: In recent years, container freight has fluctuated greatly, which has significantly increased transportation costs for many medium, small and micro export enterprises and eroded their meager profits. A kind of container freight index insurance for small, medium and micro export enterprises cost control is innovatively designed in this paper, which can well solve the freight risk problem.

Key words: container freight index insurance; medium, small and micro export enterprises; CCFI Europe Service; cost control; ARIMA model

中图分类号:

U6-9
F55

余方平, 张凯利, 匡海波, 刘宇. 面向中小微出口企业成本控制的集装箱运价指数保险研究[J]. 中国管理科学, 2023, 31(6): 131-141.

YU Fang-ping, ZHANG Kai-li, KUANG Hai-bo, LIU Yu. Research on the Container Freight Index Insurance for Medium, Small and Micro Export Enterprises Cost Control[J]. Chinese Journal of Management Science, 2023, 31(6): 131-141.

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面向中小微出口企业成本控制的集装箱运价指数保险研究

Research on the Container Freight Index Insurance for Medium, Small and Micro Export Enterprises Cost Control

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