of an insurance company. The paper then explores whether or not this multi‐dimensional model can be approximated …

Capital Requirement under Solvency II. Design/methodology/approach – The time horizon of the insurance liabilities is … matching framework under lattice models. The proposed method is particularly useful for insurance products with a typical long …

subsidized crop insurance and production contracts. The purpose of this paper is to quantify risks growers face due to “coverage … gaps” in crop insurance that result in uncertain indemnity payments when their crop does not meet contract specifications … crop insurance provisions affect efficient choice sets for growers. Risk premiums for irrigated growers all point to …

Purpose – While the demand for weather-based agricultural insurance in developed regions is limited, there exists … from observed historical data. An example drought insurance policy is presented where the fair rates are calculated using …

Capital Requirement under Solvency II. Design/methodology/approach – The time horizon of the insurance liabilities is … matching framework under lattice models. The proposed method is particularly useful for insurance products with a typical long …

Capital Requirement under Solvency II. Design/methodology/approach – The time horizon of the insurance liabilities is … matching framework under lattice models. The proposed method is particularly useful for insurance products with a typical long …

subsidized crop insurance and production contracts. The purpose of this paper is to quantify risks growers face due to “coverage … gaps” in crop insurance that result in uncertain indemnity payments when their crop does not meet contract specifications … crop insurance provisions affect efficient choice sets for growers. Risk premiums for irrigated growers all point to …