Home Itens selecionados Provedores de dados OAI Créditos Sobre Ajuda

			Busca avançada
	Provedor de dados AgEcon (1) Autor Dismukes, Robert (1) Glauber, Joseph W. (1) Miranda, Mario J. (1) Vedenov, Dmitry V. (1) Palavra-chave Crop insurance (1) Portfolio allocation strategies (1) Reinsurance funds (1) Risk and Uncertainty (1) Standard Reinsurance Agreement (1) Tipo do documento Journal Article (1) Ano 2006 (1) País United States (1) Idioma Inglês (1)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 1 Primeira ... 1 ... Última Portfolio Allocation and Alternative Structures of the Standard Reinsurance Agreement AgEcon Vedenov, Dmitry V.; Miranda, Mario J.; Dismukes, Robert; Glauber, Joseph W.. This paper examines how insurance companies participating in delivery of crop insurance would change patterns of portfolio allocation across reinsurance funds in reaction to the 2005 Standard Reinsurance Agreement. The returns of insurance companies under the SRA are calculated using a simulation model. An heuristic allocation rule is introduced in order to imitate portfolio allocation strategies of participating companies. The main conclusion of the analysis is that the bulk of changes in portfolio allocations are likely to be caused by the introduction of "retained net book quota share" reinsurance rather than adjustments in the cession limits and retention requirements for the Assigned Risk Fund. Tipo: Journal Article Palavras-chave: Crop insurance; Portfolio allocation strategies; Reinsurance funds; Standard Reinsurance Agreement; Risk and Uncertainty. Ano: 2006 URL: http://purl.umn.edu/10145 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