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	Provedor de dados AgEcon (2) Autor Chen, Shu-Ling (2) Miranda, Mario J. (1) Palavra-chave Actuarial rating (2) Q10 (2) Q14 (2) Adverse selection (1) Agribusiness (1) Agricultural Finance (1) Climate variability (1) Cotton (1) Crop Production/Industries (1) Crop insurance (1) El Niño (1) FIGARCH (1) Farm Management (1) Financial Economics (1) Fractional integration ARCH (1) G21 (1) G22 (1) Group risk plan (1) Index insurance (1) Q18 (1) Mais... Tipo do documento Conference Paper or Presentation (1) Journal Article (1) Ano 2010 (1) 2008 (1) País United States (2) Idioma Inglês (2)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 2 Primeira ... 1 ... Última Modeling Texas Dryland Cotton Yields, With Application to Crop Insurance Actuarial Rating AgEcon Chen, Shu-Ling; Miranda, Mario J.. Texas dryland upland cotton yields have historically exhibited greater variation and more distributional irregularities than the yields of other crops, raising concerns that conventional parametric distribution models may generate biased or otherwise inaccurate crop insurance premium rate estimates. Here, we formulate and estimate regime-switching models for Texas dryland cotton yields in which the distribution of yield is conditioned on local drought conditions. Our results indicate that drought-conditioned regime-switching models provide a better fit to Texas county-level dryland cotton yields than conventional parametric distribution models. They do not, however, generate significantly different Group Risk Plan crop insurance premium rate estimates. Tipo: Journal Article Palavras-chave: Actuarial rating; Adverse selection; Cotton; Crop insurance; Group risk plan; Regime-switching; Yield distribution; Agribusiness; Crop Production/Industries; Farm Management; Q10; Q14; Q18. Ano: 2008 URL: http://purl.umn.edu/45522 Actuarial Implication of Structural Changes in El Niño-Southern Oscillation Index Dynamics AgEcon Chen, Shu-Ling. The influence of climate variability on agricultural production and financial risks faced by an individual or an institution has been the center of the public discussion in the recent years. The changing weather patterns and environmental conditions could cause substantial unpredicted economic loss. Failure to capture the changing climate would underestimate the insurance contract’s expected indemnity and further create a major obstacle for insurance sectors. In this paper, we undertake a case study of El Niño-Southern Oscillation Index insurance for coastal Peru proposed by Skees. We examined the behavior of El Niño dynamics and found El Niño indices are changing over time. A class of generalized autoregressive conditional heteroskedasticity (GARCH)... Tipo: Conference Paper or Presentation Palavras-chave: Actuarial rating; Climate variability; El Niño; Fractional integration ARCH; FIGARCH; Index insurance; Structural change; Agricultural Finance; Financial Economics; Risk and Uncertainty; G21; G22; Q10; Q14. Ano: 2010 URL: http://purl.umn.edu/61384 Registros recuperados: 2 Primeira ... 1 ... Última

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