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Coordination for contract farming supply chain with stochastic yield and demand under CVaR criterion
Ye, Fei; Lin, Qiang; Li, Yina - In: Operational research : an international journal 20 (2020) 1, pp. 369-397
Persistent link: https://www.econbiz.de/10012172911
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Leveraging optimal portfolio of Drought-Tolerant Maize Varieties for weather index insurance and food security
Awondo, Sebastain; Kostandini, Genti - In: The Geneva risk and insurance review 47 (2022) 1, pp. 45-65
Persistent link: https://www.econbiz.de/10013174969
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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
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 …
Persistent link: https://www.econbiz.de/10012022159
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Evaluation of risk reductions associated with multi-peril crop insurance products
Schnitkey, Gary D.; Sherrick, Bruce J.; Irwin, Scott H. - In: Agricultural finance review 63 (2003) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10001782018
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Systemic risk in US crop reinsurance programs
Mason, Chuck; Hayes, Dermot James; Lence, Sergio H. - In: Agricultural finance review 63 (2003) 1, pp. 23-39
Persistent link: https://www.econbiz.de/10001782021
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Could the government manage its exposure to crop reinsurance risk?
Hayes, Dermot James; Lence, Sergio H.; Mason, Chuck - In: Agricultural finance review 63 (2003) 2, pp. 127-142
Persistent link: https://www.econbiz.de/10001930298
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Diversifying systemic risk in agriculture
Feng, Xiaoguang; Hayes, Dermot James - In: Agricultural finance review 76 (2016) 4, pp. 512-531
Persistent link: https://www.econbiz.de/10011699128
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Predicting the unpredictable : value-at-risk, performativity, and the politics of financial uncertainty
Lockwood, Erin - In: Review of international political economy : RIPE 22 (2015) 4, pp. 719-756
Persistent link: https://www.econbiz.de/10011372868
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The effect of leverage on the magnitude of risk : can financial market black swan events, 10 sigma events and fat tails be explained by leverage?
Fox, David; Lim, JiEun; Wee, Claudia - In: Economics & finance notes 4 (2015) 1/2, pp. 45-54
Persistent link: https://www.econbiz.de/10011444068
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Fixing risk neutral risk measures
Stein, Harvey J. - In: International journal of theoretical and applied finance 19 (2016) 3, pp. 1-28
Persistent link: https://www.econbiz.de/10011523810