Copula-based models of systemic risk in U.S. agriculture : implications for crop insurance and reinsurance contracts
Year of publication: |
2015
|
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Authors: | Goodwin, Barry K. ; Hungerford, Ashley |
Published in: |
American journal of agricultural economics. - Cary, NC : Oxford University Press, ISSN 0002-9092, ZDB-ID 218188-5. - Vol. 97.2015, 3, p. 879-896
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Subject: | Copula models | crop insurance | systemic risk | Agrarversicherung | Agricultural insurance | Risikomanagement | Risk management | USA | United States | Multivariate Verteilung | Multivariate distribution | Systemrisiko | Systemic risk | Rückversicherung | Reinsurance | Theorie | Theory | Risikomodell | Risk model |
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