A Derivative Security Approach To Setting Crop Revenue Coverage Insurance Premiums
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DOI: 10.22004/ag.econ.30839
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References listed on IDEAS
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Citations
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Cited by:
- Nganje, William E. & Tiapo, Napoleon M. & Wilson, William W., 2001. "Crop Insurance Under Quality Uncertainty," 2001 Annual Meeting, July 8-11, 2001, Logan, Utah 36097, Western Agricultural Economics Association.
- Richards, Timothy J. & Manfredo, Mark R., 2003. "Infrequent Shocks and Rating Revenue Insurance: A Contingent Claims Approach," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 28(2), pages 1-19, August.
- Zhong, Ling & Nie, Jiajia & Yue, Xiaohang & Jin, Minyue, 2023. "Optimal design of agricultural insurance subsidies under the risk of extreme weather," International Journal of Production Economics, Elsevier, vol. 263(C).
- Ramirez, Octavio & Shonkwiler, J. Scott, 2016. "Some Comparative Statics for Evaluating the Performance of the US Crop Insurance Program," SCC-76 Meeting, 2016, March 17-19, Pensacola, Florida 233761, SCC-76: Economics and Management of Risk in Agriculture and Natural Resources.
- Sherrick, Bruce J., 2002. "The Accuracy Of Producers' Probability Beliefs: Evidence And Implications For Insurance Valuation," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 27(01), pages 1-17, July.
- Assa, Hirbod & Sharifi, Hossein & Lyons, Andrew, 2021. "An examination of the role of price insurance products in stimulating investment in agriculture supply chains for sustained productivity," European Journal of Operational Research, Elsevier, vol. 288(3), pages 918-934.
- Lu, Yue & Ramirez, Octavio A. & Rejesus, Roderick M. & Knight, Thomas O. & Sherrick, Bruce J., 2008.
"Empirically Evaluating the Flexibility of the Johnson Family of Distributions: A Crop Insurance Application,"
Agricultural and Resource Economics Review, Cambridge University Press, vol. 37(1), pages 79-91, April.
- Lu, Yue & Ramirez, Octavio A. & Rejesus, Roderick M. & Knight, Thomas O. & Sherrick, Bruce J., 2008. "Empirically Evaluating the Flexibility of the Johnson Family of Distributions: A Crop Insurance Application," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 37(01), pages 1-13, April.
- Calum G. Turvey & Shihong Yin, 2002.
"On the Pricing of Cross Currency Futures Options for Canadian Grains and Livestock,"
Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 50(3), pages 317-332, November.
- Turvey, Calum G. & Yin, Shihong, 2002. "On The Pricing Of Cross Currency Futures Options For Canadian Grains And Livestock," Working Papers 34123, University of Guelph, Department of Food, Agricultural and Resource Economics.
- Gregory Colson & Octavio A. Ramirez & Shengfei Fu, 2014.
"Crop Insurance Savings Accounts: A Viable Alternative to Crop Insurance?,"
Applied Economic Perspectives and Policy, Agricultural and Applied Economics Association, vol. 36(3), pages 527-545.
- Colson, Gregory & Fu, Shengfei & Ramirez, Octavio A., 2012. "Crop Insurance Savings Accounts," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124739, Agricultural and Applied Economics Association.
- Hao, Jianqiang & Bathke, Arne & Skees, Jerry R., 2005. "Modeling the Tail Distribution and Ratemaking: An Application of Extreme Value Theory," 2005 Annual meeting, July 24-27, Providence, RI 19190, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Hennessy, David A. & Saak, Alexander E. & Babcock, Bruce A., 2003. "Fair Value Of Whole-Farm And Crop-Specific Revenue Insurance," 2003 Annual meeting, July 27-30, Montreal, Canada 21988, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Finger, Robert, 2012. "How strong is the “natural hedge”? The effects of crop acreage and aggregation levels," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122538, European Association of Agricultural Economists.
- Calum G. Turvey, 2010. "Biography," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 70(1), pages 5-20, May.
- Phelippe-Guinvarc'h, Martial V. & Cordier, Jean E., 2006.
"A private management strategy for the crop yield insurer: A theoretical approach and tests,"
Insurance: Mathematics and Economics, Elsevier, vol. 39(1), pages 35-46, August.
- Martial Phélippé-Guinvarc'H & Jean Cordier, 2006. "A private management strategy for the crop yield insurer : a theoretical approach and tests," Post-Print hal-02151824, HAL.
- Calum G. Turvey & Jeffrey R. Stokes, 2008. "Market Structure and the Value of Agricultural Contingent Claims," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 56(1), pages 79-94, March.
- Holden, Craig W. & Kim, Daniel S., 2017. "Performance share plans: Valuation and empirical tests," Journal of Corporate Finance, Elsevier, vol. 44(C), pages 99-125.
- Ramirez, Octavio A. & Shonkwiler, J. Scott, 2017. "A Probabilistic Model of Crop Insurance Purchase Decision," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 42(01), pages 1-17, January.
- Sherrick, Bruce J., 2001. "The Accuracy Of Producer Expectations: Evidence And Implications For Insurance Valuation," 2001 Regional Committee NC-221, October 1-2, 2001, McLean, Virginia 132390, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
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