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Value-at-risk and models of dependence in the U.S. federal crop insurance program
Ramsey, A. Ford; Goodwin, Barry K. - In: Journal of Risk and Financial Management 12 (2019) 2, pp. 1-21
consists of policies across a wide range of crops, plans, and locations. Weather and other latent variables induce dependence …
Persistent link: https://www.econbiz.de/10012611133
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Value-at-risk and models of dependence in the U.S. federal crop insurance program
Ramsey, A. Ford; Goodwin, Barry K. - In: Journal of risk and financial management : JRFM 12 (2019) 2/65, pp. 1-21
consists of policies across a wide range of crops, plans, and locations. Weather and other latent variables induce dependence …
Persistent link: https://www.econbiz.de/10012022159
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How high the hedge : relationships between prices and yields in the federal crop insurance program
Ramsey, A. Ford; Goodwin, Barry K.; Ghosh, Sujit K. - In: Journal of agricultural and resource economics : JARE ; … 44 (2019) 2, pp. 227-245
Persistent link: https://www.econbiz.de/10012038837