Portfolio Allocation and Alternative Structures of the Standard Reinsurance Agreement

This paper analyzes effects of hypothetical changes in the Standard Reinsurance Agreement (SRA) on rates of return of private insurance companies participating in delivery of crop insurance. A computer simulation program is used to model companies' returns under the current and alternative SRA structures. A simple heuristic rule is used in order to simulate companies' behavior under counterfactual assumptions about the SRA structures.

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Year of publication:	2004
Authors:	Vedenov, Dmitry V. ; Miranda, Mario J. ; Dismukes, Robert ; Glauber, Joseph W.
Institutions:	Agricultural and Applied Economics Association - AAEA
Subject:	Risk and Uncertainty

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Extent:	application/pdf
Series:	2004 Annual meeting, August 1-4, Denver, CO.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series 2004 Annual meeting, August 1-4, Denver, CO Number 20222
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005060955