Home Itens selecionados Provedores de dados OAI Créditos Sobre Ajuda

			Busca avançada
	Provedor de dados AgEcon (1) Autor Chen, Shu-Ling (1) Palavra-chave Actuarial rating (1) Agricultural Finance (1) Climate variability (1) El Niño (1) FIGARCH (1) Financial Economics (1) Fractional integration ARCH (1) G21 (1) G22 (1) Index insurance (1) Q10 (1) Q14 (1) Risk and Uncertainty (1) Structural change (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 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: 1 Primeira ... 1 ... Última

Empresa Brasileira de Pesquisa Agropecuária - Embrapa Todos os direitos reservados, conforme Lei n° 9.610 Política de Privacidade Área restrita		Embrapa Parque Estação Biológica - PqEB s/n° Brasília, DF - Brasil - CEP 70770-901 Fone: (61) 3448-4433 - Fax: (61) 3448-4890 / 3448-4891 SAC: https://www.embrapa.br/fale-conosco