Ramsey, A. Ford; Goodwin, Barry K. - In: Journal of Risk and Financial Management 12 (2019) 2, pp. 1-21
among components of the portfolio. Computing value-at-risk (VaR) is important because the Standard Reinsurance Agreement … (SRA) allows for a portion of the risk to be transferred to the federal government. Further, the international reinsurance … industry is extensively involved in risk sharing arrangements with U.S. crop insurers. VaR is an important measure of the risk …
