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	Provedor de dados AgEcon (1) Autor Anderson, John D. (1) Coble, Keith H. (1) Harri, Ardian (1) Palavra-chave Agricultural Finance (1) Correlation (1) Crop insurance (1) Multivariate simulation (1) Risk and Uncertainty (1) Whole-farm revenue (1) Mais... Tipo do documento Journal Article (1) Ano 2009 (1) País United States (1) Idioma Inglês (1)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 1 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 Registros recuperados: 1 Primeira ... 1 ... Última

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