Pricing Crop Revenue Insurance using Parametric Copulas

dc.creatorDuarte, Gislaine Vieira
dc.creatorOzaki, Vitor Augusto
dc.date2019-09-20
dc.date.accessioned2023-08-31T21:38:24Z
dc.date.available2023-08-31T21:38:24Z
dc.identifierhttps://periodicos.fgv.br/rbe/article/view/75672
dc.identifier.urihttps://repositorioslatinoamericanos.uchile.cl/handle/2250/8560204
dc.descriptionCrop 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).en-US
dc.formatapplication/pdf
dc.languageeng
dc.publisherEGV EPGEpt-BR
dc.relationhttps://periodicos.fgv.br/rbe/article/view/75672/76652
dc.rightsCopyright (c) 2019 Revista Brasileira de Economiapt-BR
dc.sourceRevista Brasileira de Economia; Vol. 73 No. 3 (2019): JUL-SET; 325-343en-US
dc.sourceRevista Brasileira de Economia; v. 73 n. 3 (2019): JUL-SET; 325-343pt-BR
dc.source1806-9134
dc.source0034-7140
dc.subjectCrop risk managementen-US
dc.subjectOLLN distributionen-US
dc.subjectParametric copulasen-US
dc.subjectRevenue insurance.en-US
dc.titlePricing Crop Revenue Insurance using Parametric Copulasen-US
dc.typeinfo:eu-repo/semantics/article
dc.typeinfo:eu-repo/semantics/publishedVersion
dc.typeArticlesen-US
dc.typeArtigospt-BR


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