Pricing Crop Revenue Insurance using Parametric Copulas
Duarte, Gislaine Vieira; Ozaki, Vitor Augusto
O documento é disponibilizado pela fonte de origem, que mantém a versão integral e as condições de uso.
Resumo
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).
Ficha do documento
- Tipo
- Artigo científico
- Ano
- 2019
- Instituição
- EGV EPGE
- Idioma
- Inglês
- Acesso
- Não informado
- Identificador
- oai:ojs.periodicos.fgv.br:article/75672
Conteúdos relacionados
- Artigo científicoModeling Multivariate Time Series with CopulasEGV EPGE · 2023
- Artigo científicoReassessing the Brazilian bureaucratic public administration paradigmEscola Brasileira de Administração Pública e de Empresas da Fundação Getulio Vargas (FGV EBAPE) · 2026
- Artigo científicoMeasure corruption risk in the public hospital networkEscola Brasileira de Administração Pública e de Empresas da Fundação Getulio Vargas (FGV EBAPE) · 2026
- Artigo científicoStudying public policies and climate change in Latin AmericaEscola Brasileira de Administração Pública e de Empresas da Fundação Getulio Vargas (FGV EBAPE) · 2026
