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	Provedor de dados AgEcon (1) Autor Lin, Shanshan (1) Mullen, Jeffrey D. (1) Wetzstein, Michael E. (1) Palavra-chave Agricultural Finance (1) Area Revenue Insurance (1) Bayesian Modeling (1) Consumption Smoothing (1) Credit Risk (1) Dynamic Optimization (1) Farm Management (1) Financial Economics (1) Mais... Tipo do documento Conference Paper or Presentation (1) Ano 2010 (1) País United States (1) Idioma Inglês (1)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 1 Primeira ... 1 ... Última Dynamic Optimization of Area Revenue Insurance and Consumption Smoothing AgEcon Lin, Shanshan; Mullen, Jeffrey D.; Wetzstein, Michael E.. This study examines the interaction between insurance, credit and liquidity constraints using a stochastic dynamic model. A risk averse farmer whose objective is to manage both production and market risk is assumed to maximize the expected utility of life-time consumption by using both area revenue (AR) insurance and consumption smoothing subject to a credit constraint. The dynamic programming is coded in MATLAB using DDPSOLVE algorithm (Appendix a). DSSAT crop simulation model is used to determine optimal irrigation strategy and to simulate farm level yield. A Bayesian Model is used to estimate expected county-level revenue. The approach and results are illustrated via a numerical example using county level data from Mitchell County in Georgia. Results... Tipo: Conference Paper or Presentation Palavras-chave: Area Revenue Insurance; Consumption Smoothing; Credit Risk; Dynamic Optimization; Bayesian Modeling; Agricultural Finance; Farm Management; Financial Economics. Ano: 2010 URL: http://purl.umn.edu/61419 Registros recuperados: 1 Primeira ... 1 ... Última

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