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Reducing risk through pooling and selective reinsurance using simulated annealing : an example from crop insurance

Porth, Lysa; Boyd, Milton; Pai, Jeffrey - In: The Geneva risk and insurance review 41 (2016) 2, pp. 163-191

Persistent link: https://www.econbiz.de/10011665503

Modelling the sustainability of the Canadian crop insurance program : a reserve fund process under a public-private partnership model

Weng, Chengguo; Porth, Lysa; Tan, Ken Seng; … - In: The Geneva papers on risk and insurance - issues and … 42 (2017) 2, pp. 226-246

Persistent link: https://www.econbiz.de/10011735002

Improved index insurance design and yield estimation using a dynamic factor forecasting approach

Li, Hong; Porth, Lysa; Tan, Ken Seng; Zhu, Wenjun - In: Insurance / Mathematics & economics 96 (2021), pp. 208-221

Persistent link: https://www.econbiz.de/10012482856

The design of weather index insurance using principal component regression and partial least squares regression : the case of forage crops

Boyd, Milton; Porth, Brock; Porth, Lysa; Tan, Ken Seng; … - In: North American actuarial journal : NAAJ ; leading the … 24 (2020) 3, pp. 355-369

Persistent link: https://www.econbiz.de/10012289575

Remote sensing applications for insurance : a predictive model for pasture yield in the presence of systemic weather

Porth, C. Brock; Porth, Lysa; Zhu, Wenjun; Boyd, Milton; … - In: North American actuarial journal : NAAJ ; leading the … 24 (2020) 2, pp. 333-354

Persistent link: https://www.econbiz.de/10012258462

Spatial dependence and aggregation in weather risk hedging : a lévy subordinated hierarchical archimedean copulas (LSHAC) approach

Zhu, Wenjun; Tan, Ken Seng; Porth, Lysa; Wang, Chou-Wen - In: Astin bulletin : the journal of the International … 48 (2018) 2, pp. 779-815

Persistent link: https://www.econbiz.de/10011875814

A bootstrap approach for pricing crop yield insurance

Xiao, Yugu; Wang, Ke; Porth, Lysa - In: China agricultural economic review : publ. in … 9 (2017) 2, pp. 225-237

Persistent link: https://www.econbiz.de/10011800559

A bootstrap approach for pricing crop yield insurance

Xiao, Yugu; Wang, Ke; Porth, Lysa - In: China Agricultural Economic Review 9 (2017) 2, pp. 225-237

Purpose While crop insurance ratemaking has been studied for many decades, it is still faced with many challenges. Crop insurance premium rates (PRs) are traditionally determined only by point estimation, and this approach may lead to uncertainty because it is sensitive to the underwriter’s...

Persistent link: https://www.econbiz.de/10014689968

Optimal reinsurance analysis from a crop insurer's perspective

Porth, Lysa; Seng Tan, Ken; Weng, Chengguo - In: Agricultural Finance Review 73 (2013) 2, pp. 310-328

Purpose – The purpose of this paper is to analyze the optimal reinsurance contract structure from the crop insurer's perspective. Design/methodology/approach – A very powerful and flexible empirical‐based reinsurance model is used to analyze the optimal form of the reinsurance treaty. The...

Persistent link: https://www.econbiz.de/10014667664

Optimal reinsurance analysis from a crop insurer's perspective

Porth, Lysa; Tan, Ken Seng; Weng, Chengguo - In: Agricultural Finance Review 73 (2013) April, pp. 310-328

Purpose – The purpose of this paper is to analyze the optimal reinsurance contract structure from the crop insurer's perspective. Design/methodology/approach – A very powerful and flexible empirical-based reinsurance model is used to analyze the optimal form of the reinsurance treaty. The...

Persistent link: https://www.econbiz.de/10010688436