한국산학기술학회논문지 (Journal of the Korea Academia-Industrial cooperation Society)

  • 제16권2호
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  • Pages.1036-1044
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  • 2015
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  • 1975-4701(pISSN)
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  • 2288-4688(eISSN)
한국산학기술학회 (The Korea Academia-Industrial cooperation Society)
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사과 농가의 상대위험회피계수 추정

Measuring the Relative Risk Aversion Coefficients of Apple Farmers

  • 임청룡 (연변대학교 농림경제관리학과) ;
  • 여준호 (경북대학교 농업경제학과) ;
  • 김태균 (경북대학교 농업경제학과)
  • Lin, Qing-Long (Agricultural-Forestry Economics and Management, Yanbian University) ;
  • Yeo, Jun-Ho (Department of Agricultural Economics, Kyungpook National University) ;
  • Kim, Tae-Kyun (Department of Agricultural Economics, Kyungpook National University)
  • 투고 : 2014.09.19
  • 심사 : 2015.02.12
  • 발행 : 2015.02.28
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초록

이 논문의 목적은 사과 생산자들의 위험에 대한 태도를 나타내는 상대위험회피계수를 추정하는 것이다. 이를 위해 실험적 접근방법을 이용하였으며, 두 가지 가상적인 상황을 만들어서 각각의 상황별로 두 단계의 설문을 실시하였다. 일정한 상대위험회피도를 가진 효용함수를 사용하였고, 상대위험회피계수는 로그정규분포를 따르는 것으로 가정하였다. 또한 가설적 편의를 줄이기 위해 서로 다른 문항에 대한 반복질문을 통해 자료를 수집하였다. 분석결과 사과 농가의 상대위험회피계수는 평균 10.915, 표준편차 7.516으로 나타났다. 각 구간별 설문응답에 대한 조건적인 상대위험회피계수 또한 측정되었다. 본 연구의 결과는 위험관리수단의 효과를 분석하는 시뮬레이션 모형의 파라미터로 쓰여 질 수 있다.

This paper estimates the relative risk aversion coefficients of apple farmers. Two hypothetical situations are designed and two-stage questionnaires are conducted for each situation. A utility function that has constant relative risk aversion was used, and it was assumed that the relative risk aversion coefficients follow a log-normal distribution. To reduce the hypothetical bias, the data was collected from repetitive questions. As a result, the mean and standard deviation of the relative risk aversion coefficients of apple farmers was 10.915 and 7.516, respectively. The relative risk aversion coefficients conditional on a survey response in each category were also measured. These findings can be used as parameters to analyze the effects of risk management tools.

키워드

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