| Registro completo |
| Provedor de dados: |
AgEcon
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| País: |
United States
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| Título: |
Application of Copulas to Estimation of Joint Crop Yield Distributions
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| Autores: |
Vedenov, Dmitry V.
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| Data: |
2008-05-07
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| Ano: |
2008
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| Palavras-chave: |
Crop Production/Industries
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| Resumo: |
This paper presents a copula-based methodology for modeling joint yield distributions. Copulas have been used extensively in financial literature, but have not been widely used in agricultural economics and particularly risk management. The copula approach provides a powerful and flexible method to model multivariate distributions and thus go beyond joint normality, regressibility, and mean-variance criterion. Accurate estimation of joint distributions may help to improve the results in the area of risk management and insurance obtained under more limiting assumptions.
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| Tipo: |
Conference Paper or Presentation
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| Idioma: |
Inglês
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| Identificador: |
30119
http://purl.umn.edu/6264
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| Relação: |
American Agricultural Economics Association>2008 Annual Meeting, July 27-29, 2008, Orlando, Florida
Selected Paper
464004
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| Formato: |
24
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