Sabiia Seb
PortuguêsEspañolEnglish
Embrapa
        Busca avançada

Botão Atualizar


Botão Atualizar

Ordenar por: RelevânciaAutorTítuloAnoImprime registros no formato resumido
Registros recuperados: 4
Primeira ... 1 ... Última
Imagem não selecionada

Imprime registro no formato completo
Análise espacial da produtividade agrícola no Estado do Paraná: implicações para o seguro agrícola AgEcon
Ozaki, Vitor Augusto.
This paper analyses the spatial pattern of the agricultural yield data. Using the spatial statistics, it is possible to estimate some parameters of the semivariogram to study the problem of the systemic risk, which has great implications for the crop insurance program in Brazil. In particular, the “range” parameter was estimated. This parameter measures the distance, in which the spatial correlation tends to zero. For the empirical analysis, county yield data was used provided by IBGE, for soybean and corn, in the state of Paraná, through 1990 and 2002. The results showed that there is spatial dependence in every year analysed, going to zero in relatively long distances (in km).
Tipo: Journal Article Palavras-chave: Crop insurance; Systemic risk; Spatial correlation; Semivarioram.; Agribusiness; Q19.
Ano: 2008 URL: http://purl.umn.edu/61239
Imagem não selecionada

Imprime registro no formato completo
Coping with Systemic Risk in Index-based Crop Insurance AgEcon
Shen, Zhiwei; Odening, Martin.
The implementation of index-based crop insurance is often impeded by the existence of systemic risk of insured losses. We assess the effectiveness of two strategies for coping with systemic risk: regional diversification and securitization with catastrophe (CAT) bonds. The analysis is conducted in an equilibrium pricing framework which allows the optimal price of the insurance and the number of traded contracts to be determined. We also explore the role of basis risk and risk aversion of market agents. The model is applied to a hypothetical area yield insurance for rice producers in northeast China. If yields in two regions are positively correlated, we find that enlarging the insured area leads to an increasing insurance premium. Unless capital market...
Tipo: Presentation Palavras-chave: Crop insurance; Systemic risk; Risk pooling; Securitization; Risk and Uncertainty; Q11; Q14.
Ano: 2012 URL: http://purl.umn.edu/122555
Imagem não selecionada

Imprime registro no formato completo
Implications of Integrated Commodity Programs and Crop Insurance AgEcon
Coble, Keith H.; Barnett, Barry J..
Moving from price-triggered to area revenue–triggered programs was perhaps the most common theme among 2007 farm bill proposals. Area revenue–triggered commodity programs may make farm-level revenue insurance products seem redundant, raising questions about why the federal government should continue both programs. Area revenue–triggered programs would remove much of the systemic risk faced by producers. As a result, private sector insurers may be able to insure the residual risk without federal involvement. This paper examines the effects of moving to area revenue–triggered commodity programs with a focus on public policy issues that would likely arise.
Tipo: Journal Article Palavras-chave: Commodity programs; Revenue insurance; Systemic risk; Agribusiness; Crop Production/Industries; Productivity Analysis; D81; G22; Q18.
Ano: 2008 URL: http://purl.umn.edu/46981
Imagem não selecionada

Imprime registro no formato completo
Weather Derivatives, Spatial Aggregation, and Systemic Risk: Implications for Reinsurance Hedging AgEcon
Woodard, Joshua D.; Garcia, Philip.
Previous studies identify limited potential efficacy of weather derivatives in hedging agricultural exposures. In contrast to earlier studies which investigate the problem at low levels of aggregation, we find that better weather hedging opportunities may exist at higher levels of spatial aggregation. Aggregating production exposures reduces idiosyncratic risk, leaving a greater proportion of the total risk in the form of systemic weather risk which can be effectively hedged using relatively simple weather derivatives. The aggregation effect suggests that the potential for weather derivatives in agriculture may be greater than previously thought, particularly for aggregators of risk such as reinsurers.
Tipo: Journal Article Palavras-chave: Crop insurance; Hedging; Reinsurance; Spatial aggregation; Systemic risk; Weather derivatives; Risk and Uncertainty.
Ano: 2008 URL: http://purl.umn.edu/36705
Registros recuperados: 4
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

Valid HTML 4.01 Transitional