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	Provedor de dados AgEcon (5) Autor Vedenov, Dmitry V. (3) Ghosh, Somali (1) Liu, Pu (1) Liu, Xiaoliang (1) Miranda, Mario J. (1) Nadolnyak, Denis A. (1) Odening, Martin (1) Power, Gabriel J. (1) Woodard, Joshua D. (1) Xu, Wei (1) Mais... Palavra-chave Copulas (5) Q14 (3) Agricultural Finance (2) Research Methods/ Statistical Methods (2) Risk and Uncertainty (2) Agribusiness (1) Agricultural and Food Policy (1) Crop Insurance (1) Crop Production/Industries (1) Crop insurance (1) Cross-Validation (1) Diversifikation (1) ENSO (1) Empirical distribution (1) Ertragsrisiken (1) Farm bill (1) GRIP (1) Government payments (1) Indemnities (1) Index insurance (1) Mais... Tipo do documento Conference Paper or Presentation (4) Journal Article (1) Ano 2011 (1) 2010 (3) 2008 (1) País United States (5) Idioma Inglês (4) Alemão (1)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 5 Primeira ... 1 ... Última Designing Rainfall Insurance Contracts for Pasture, Rangeland, and Forage AgEcon Nadolnyak, Denis A.; Vedenov, Dmitry V.. In the paper, preliminary results of the analysis of potential use of climate forecast information in designing rainfall index insurance in the southeastern region of the U.S. are reported. Joint distributions of bi-monthly rainfall and El Nino Southern Oscillation (ENSO) indexes are estimated using copula analysis of historical data. The risk reducing effectiveness of introducing premiums conditional on ENSO forecast is evaluated. The results indicate some dependence of the downward volatility of rainfall on the lagged ENSO (forecast) index, particularly in the coastal areas and in the late winter and spring. Tipo: Conference Paper or Presentation Palavras-chave: Rainfall index insurance; ENSO; Copulas; Agricultural Finance; Research Methods/ Statistical Methods; Risk and Uncertainty; Q14; Q54. Ano: 2010 URL: http://purl.umn.edu/56511 Tail Dependence among Agricultural Insurance Indices: The Case of Iowa County-Level Rainfalls AgEcon Liu, Pu; Miranda, Mario J.. Index insurance has been promoted as a cost-effective risk management alternative for agricultural producers in developing countries. In this paper, we ask whether spatially separated weather variables commonly used in index insurance design, such as rainfall at different weather stations within a defined geographical area, are more highly correlated at the tails. As a case study, we assess the degree of tail dependence exhibited by Iowa June county-level rainfalls using copulas. We search among various candidate bivariate copulas and, using goodness-of-fit for copulas, attempt to identify the copula structures that best explain the nature of dependence among rainfalls in adjacent counties. Our results provide strong evidence that lower tail dependence... Tipo: Conference Paper or Presentation Palavras-chave: Tail dependence; Copulas; Index insurance; Weather indices; Risk and Uncertainty. Ano: 2010 URL: http://purl.umn.edu/61317 LASSEN SICH ERTRAGSRISIKEN IN DER LANDWIRTSCHAFT GLOBAL DIVERSIFIZIEREN? AgEcon Liu, Xiaoliang; Xu, Wei; Odening, Martin. C2_1 Tipo: Conference Paper or Presentation Palavras-chave: Ertragsrisiken; Copulas; Diversifikation; Research Methods/ Statistical Methods. Ano: 2010 URL: http://purl.umn.edu/93955 Efficient Estimation of Copula Mixture Model: An Application to the Rating of Crop Revenue Insurance AgEcon Ghosh, Somali; Woodard, Joshua D.; Vedenov, Dmitry V.. The association between prices and yields are of paramount importance to the crop insurance programs. Proper estimation of the association is highly desirable. Copulas are one such method to measure the dependence structure. Five single parametric copulas, a non- parametric copula and their fifteen different combinations taking a mixture of two different copulas at a time have been used in the crop insurance rating analysis. Using data of corn from 1973-2009 for 602 counties in the Mid-West area two different efficient methods have been proposed to generate the optimal mixtures using the cross validation approach. A resampling technique is used to check for the significance of the expected indemnities. Tipo: Conference Paper or Presentation Palavras-chave: Copulas; Crop Insurance; Cross-Validation; Empirical distribution; GRIP; Indemnities; Out-Of-Sample Log-Likelihood; Agricultural Finance; Q14. Ano: 2011 URL: http://purl.umn.edu/103738 Risk-Reducing Effectiveness of Revenue versus Yield Insurance in the Presence of Government Payments AgEcon Vedenov, Dmitry V.; Power, Gabriel J.. Government farm support programs such as Loan Deficiency Payments (LDP) and Counter-Cyclical Payments (CCP) have payoff structures that effectively make them costless price insurance instruments. A combination of these payments with yield insurance may provide a viable alternative to revenue insurance. This paper finds that, contrary to expectations, the revenue product analyzed is uniformly superior to yield insurance under both current (2002) and proposed (2008) Farm Bill structures of government payments. Given minor adjustments, however, yield insurance combined with government payments can provide more effective risk management than revenue insurance in production areas with low yield–price correlation. Tipo: Journal Article Palavras-chave: Copulas; Crop insurance; Farm bill; Government payments; Agribusiness; Agricultural and Food Policy; Crop Production/Industries; Q14; Q18. Ano: 2008 URL: http://purl.umn.edu/46982 Registros recuperados: 5 Primeira ... 1 ... Última

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