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	Provedor de dados AgEcon (2) Autor Anderson, John D. (1) Belasco, Eric J. (1) Coble, Keith H. (1) Harri, Ardian (1) Palavra-chave Multivariate simulation (2) Risk and Uncertainty (2) Agricultural Finance (1) Corn prices (1) Correlation (1) Crop insurance (1) Livestock Production/Industries (1) Livestock production (1) Whole-farm revenue (1) Mais... Tipo do documento Journal Article (2) Ano 2009 (1) 2008 (1) País United States (2) Idioma Inglês (2)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 2 Primeira ... 1 ... Última Techniques for Multivariate Simulation from Mixed Marginal Distributions with Application to Whole-Farm Revenue Simulation AgEcon Anderson, John D.; Harri, Ardian; Coble, Keith H.. Alternative techniques for representing dependencies among variables in multivariate simulation are discussed and compared in the context of rating a whole-farm insurance product. A procedure by lman and Conover (IC) that is common in actuarial applications is compared to a new technique detailed by Phoon, Quek, and Huang (PQHl. Results suggest that rates derived from the IC procedure may be inaccurate because the procedure produces biased estimates of correlation between simulated variables. This situation is improved with the PQH procedure. Tipo: Journal Article Palavras-chave: Correlation; Crop insurance; Multivariate simulation; Whole-farm revenue; Agricultural Finance; Risk and Uncertainty. Ano: 2009 URL: http://purl.umn.edu/50076 The Role of Price Risk Management in Mitigating Fed Cattle Profit Exposure AgEcon Belasco, Eric J.. This study identifies the amount and origin of risk in cattle feedlot operations through the use of simulation techniques. Ex ante profit risks are evaluated under scenarios with varying levels of price protection through the use of forward pricing. An empirical probability density function is simulated to capture the mean and variability in prices and cattle production yields within a specified profit under difference assumptions regarding the relative importance of production risk and price risk in overall cattle feeding profits. Tipo: Journal Article Palavras-chave: Corn prices; Livestock production; Multivariate simulation; Livestock Production/Industries; Risk and Uncertainty. Ano: 2008 URL: http://purl.umn.edu/46563 Registros recuperados: 2 Primeira ... 1 ... Última

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