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Modeling Dependence in the Design of Crop Insurance Contracts. Crop Insurance and Modeling Dependence
В наличии
Местонахождение: Алматы | Состояние экземпляра: новый |
Бумажная
версия
версия
Автор: Ying Zhu,Barry K. Goodwin and Sujit K. Ghosh
ISBN: 9783639708196
Год издания: 2014
Формат книги: 60×90/16 (145×215 мм)
Количество страниц: 152
Издательство: Scholars' Press
Цена: 40029 тг
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Аннотация: In crop insurance it is necessary to understand how underlying risk variability arises from changes in prices, yields, or both. Typically, agricultural risks are not isolated from one another. The underlying risks are dependent in different dimensions, such as time dependence, portfolio dependence, and spatial dependence. Thus, it is important to be able to adequately model dependence with multivariate outcomes. Ignoring dependencies can lead to possibly biased and inefficient estimates of the risk. This study provides a comprehensive and in-depth economic and statistical analysis of various risk in agriculture, especially the dependence structure of agricultural risk. Using both estimation and simulation methods, we analyze the interaction of risk in the presence of time-varying dimension, portfolio dimension and spatial correlation dimension. By modeling and measuring dependence, it is possible to improve risk management instruments that take advantage of dependencies between different products. This will help improve the risk management and will help government, insurance/reinsurance companies, and policy makers to evaluate their contract design and policy making.
Ключевые слова: Risk Management, crop insurance, Yield Risk Analysis, Copula, Spatial model, Systemic Yield Risks