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	Provedor de dados AgEcon (2) Autor Nayak, Govindaray (2) Turvey, Calum G. (2) Palavra-chave Agricultural risks (1) Crop Production/Industries (1) Crop insurance (1) Downside risk (1) Optimal hedging ratio (1) Reinsurance (1) Research Methods/ Statistical Methods (1) Risk and Uncertainty (1) Risk management (1) Semivariance hedge ratio (1) Mais... Tipo do documento Conference Paper or Presentation (1) Journal Article (1) Ano 2003 (1) 1999 (1) País United States (2) Idioma Inglês (2)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 2 Primeira ... 1 ... Última The Semivariance-Minimizing Hedge Ratio AgEcon Turvey, Calum G.; Nayak, Govindaray. This study presents a new approach to the optimal hedging decision. In some empirical studies, the standard hedge using the mean-variance hedge ratio provides results which are inconsistent with downside risk management. The new approach taken here relates the optimal hedge ratio to semivariance rather than variance. An algorithm to solve for the minimum semivariance hedge is presented, and applied to hedging Kansas City wheat and Texas steers. Tipo: Journal Article Palavras-chave: Downside risk; Optimal hedging ratio; Risk management; Semivariance hedge ratio; Research Methods/ Statistical Methods. Ano: 2003 URL: http://purl.umn.edu/30720 EMPIRICAL ISSUES IN CROP REINSURANCE DECISIONS AgEcon Nayak, Govindaray; Turvey, Calum G.. This paper investigates the role of reinsurance in the managing the liquidity or reserve fund risks facing a crop insurer. Using 31 years of data, combined with Monte Carlo simulation the paper illustrates a mechanism for calculating reinsurance premiums and determining the post insurance risk profile. The insured event is over a range of loss ratios, and the focus of the paper is on reserve fund balances. Tipo: Conference Paper or Presentation Palavras-chave: Reinsurance; Crop insurance; Agricultural risks; Crop Production/Industries; Risk and Uncertainty. Ano: 1999 URL: http://purl.umn.edu/21612 Registros recuperados: 2 Primeira ... 1 ... Última

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