Since 2014
Pricing Crop Revenue Insurance using Parametric Copulas
Revista Brasileira de Economia
View Archive Info| Field | Value | |
| Title |
Pricing Crop Revenue Insurance using Parametric Copulas
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| Creator |
Duarte, Gislaine Vieira; Escola Superior de Agricusltura Luiz de Queiroz (ESALQ) - Universidade de São Paulo(USP)
Ozaki, Vitor Augusto |
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| Subject |
Crop risk management; OLLN distribution; Parametric copulas; Revenue insurance.
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| Description |
Crop revenue insurance has been widely discussed recently. It has become an important mechanism for risk management of crop yield and prices. However, a more comprehensive study is needed to investigate the dependence structure between the variables analyzed to calculate the premium rate actuarially fair for revenue insurance.This study proposes alternatives to calculate premium rates for revenue insurance using parametric copula functions. These methods were applied to data on soybean yield in the municipalities of Toledo, Cascavel Castro, and Guarapuava in Parana State (Brazil) and provided by the Institute of Economic and Social Development of Parana (IPARDES). Nominal prices received by producersin Parana State were provided by the Secretariat of Agriculture and Supply of Parana (SEAB).
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| Publisher |
EGV EPGE
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| Contributor |
CAPES
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| Date |
2019-09-20
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| Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion Articles Artigos |
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| Format |
application/pdf
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| Identifier |
http://bibliotecadigital.fgv.br/ojs/index.php/rbe/article/view/75672
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| Source |
Revista Brasileira de Economia; v. 73, n. 3 (2019): JUL-SET; 325-343
Revista Brasileira de Economia; v. 73, n. 3 (2019): JUL-SET; 325-343 1806-9134 0034-7140 |
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| Language |
eng
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| Relation |
http://bibliotecadigital.fgv.br/ojs/index.php/rbe/article/view/75672/76652
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| Rights |
Direitos autorais 2019 Revista Brasileira de Economia
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