Similar Search Results

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 reinsurance model is calibrated to unique data sets, including private reinsurance …

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

Creating insurance markets for natural disaster risk in lower income countries: the potential role for securitization

Skees, Jerry R.; Barnett, Barry J.; Murphy, Anne G. - In: Agricultural Finance Review 68 (2008) September, pp. 151-167

This article considers the potential for securitizing index-based insurance products that transfer weather and natural disaster risks from lower income countries. It begins with a brief overview explaining why markets for natural disaster risks are important, yet often missing, in lower income...

Persistent link: https://www.econbiz.de/10004979839

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 reinsurance model is calibrated to unique data sets, including private reinsurance …

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

Creating insurance markets for natural disaster risk in lower income countries: the potential role for securitization

Skees, Jerry R.; Barnett, Barry J.; Murphy, Anne G. - In: Agricultural Finance Review 68 (2008) 1, pp. 151-167

This article considers the potential for securitizing index‐based insurance products that transfer weather and natural disaster risks from lower income countries. It begins with a brief overview explaining why markets for natural disaster risks are important, yet often missing, in lower income...

Persistent link: https://www.econbiz.de/10014667246

Systemic risk in U.S. crop reinsurance programs

Mason, Chuck; Hayes, Dermot J.; Lence, Sergio H. - In: Agricultural Finance Review 63 (2003) 1, pp. 23-39

This study develops a method to estimate the probability density function of the Federal Risk Management Agency’s (RMA’s) net income from reinsuring crop insurance for corn, wheat, and soybeans. When calibrated using 1997 data, results from the advocated method show that in 1997 there was a...

Persistent link: https://www.econbiz.de/10014667288

Could the government manage its exposure to crop reinsurance risk?

Hayes, Dermot J.; Lence, Sergio H.; Mason, Chuck - In: Agricultural Finance Review 63 (2003) 2, pp. 127-142

reimburse at least $1 billion to insurance companies, and that the fair value of the government’s reinsurance services to … government’s reinsurance risk. The risk reduction achievable by hedging is appreciable, but use of derivative contracts alone is …

Persistent link: https://www.econbiz.de/10014667294