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Modeling Dependence in the Design of Whole Farm---A Copula-Based Model Approach
Zhu, Ying; Ghosh, Sujit K.; Goodwin, Barry K. - Agricultural and Applied Economics Association - AAEA - 2008
preserves a given set of marginals, a copula approach can be used to characterize the joint yield and price risk of corn and … soybeans, which are usually highly correlated. The copula approach has been spurred by the recent developments in the whole …. As a part of the study, various copula models are investigated for their suitability in modeling yield and price risks …
Persistent link: https://www.econbiz.de/10005523041
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Estimating expected and unexpected losses for agricultural mortgage portfolios
Dressler, Jonathan B.; Tauer, Loren W. - In: American journal of agricultural economics 98 (2016) 5, pp. 1470-1485
Persistent link: https://www.econbiz.de/10011635556
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Modeling diversification and spillovers of loan portfolios' losses by LHP approximation and copula
Lee, Yong Woong; Yang, Kisung - In: International review of financial analysis 66 (2019), pp. 1-14
Persistent link: https://www.econbiz.de/10012208950
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Accounting for short samples and heterogeneous experience in rating crop insurance
Borman, Julia I.; Goodwin, Barry K.; Coble, Keith H.; … - In: Agricultural Finance Review 73 (2013) April, pp. 88-101
Purpose – The purpose of this paper is to be an academic inquiry into rating issues confronted by the US Federal Crop Insurance program stemming from changes in participation rates as well as the weighting of data to reflect longer-run weather patterns. Design/methodology/approach – The...
Persistent link: https://www.econbiz.de/10010688444
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The effects of crop insurance subsidies and sodsaver on land use change
Miao, Ruiqing; Hennessy, David A.; Feng, Hongli - 2012
Persistent link: https://www.econbiz.de/10010424100
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The effects of crop insurance subsidies and Sodsaver on land-use change
Miao, Ruiqing; Hennessy, David A.; Feng, Hongli - In: Journal of agricultural and resource economics : JARE ; … 41 (2016) 2, pp. 247-265
Persistent link: https://www.econbiz.de/10011606655
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Introduction of Weather Index Insurance in Ukraine - Obstacles and Opportunities
Shynkarenko, Roman - 2007
Agricultural insurance in Ukraine is mostly offered on the basis of traditional products includingPMCI, named perils and single peril coverage. The index concept was introduced in 2001 thoughuntil 2005 the insurance companies provided index crop insurance through area-based yield indexprogram....
Persistent link: https://www.econbiz.de/10009445049
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Introduction of Weather Index Insurance in Ukraine - Obstacles and Opportunities
Shynkarenko, Roman - European Association of Agricultural Economists - EAAE - 2007
Agricultural insurance in Ukraine is mostly offered on the basis of traditional products including PMCI, named perils and single peril coverage. The index concept was introduced in 2001 though until 2005 the insurance companies provided index crop insurance through area-based yield index...
Persistent link: https://www.econbiz.de/10005320356
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On the Systemic Nature of Weather Risk
Filler, Guenther; Odening, Martin; Okhrin, Ostap; Xu, Wei - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2009
conditions in different locations. For that purpose copula methods are employed that allow an adequate description of stochastic …
Persistent link: https://www.econbiz.de/10005677926
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On the Systemic Nature of Weather Risk
Xu, Wei; Filler, Gunther; Odening, Martin; Okhrin, Ostap - 2009
conditions in different locations.For that purpose copula methods are employed that allow an adequate descriptionof stochastic …
Persistent link: https://www.econbiz.de/10009444681