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A credibility-based Erlang mixture model for pricing crop reinsurance
Porth, Lysa; Zhu, Wenjun; Tan, Ken Seng - In: Agricultural finance review 74 (2014) 2, pp. 162-187
Persistent link: https://www.econbiz.de/10011304305
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A credibility-based Erlang mixture model for pricing crop reinsurance
Porth, Lysa; Zhu, Wenjun; Seng Tan, Ken - In: Agricultural Finance Review 74 (2014) 2, pp. 162-187
Purpose – The purpose of this paper is to address some of the fundamental issues surrounding crop insurance ratemaking …, from the perspective of the reinsurer, through the development of a scientific pricing framework. Design … more conservative, and provides a more scientific approach to enhance the reinsurance pricing. Research limitations …
Persistent link: https://www.econbiz.de/10014667410
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Actuarial Impacts of Loss Cost Ratio Ratemaking in U.S. Crop Insurance Programs
Woodard, Joshua D.; Sherrick, Bruce J.; Schnitkey, Gary D. - 2011
This study examines the actuarial implications of the loss cost ratio (LCR) ratemakingmethodology employed by the Risk Management Agency as a component of base ratesfor U.S. crop insurance programs, and identifies specific conditions required for the LCRmethodology to result in unbiased rates...
Persistent link: https://www.econbiz.de/10009444297
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Optimal reinsurance analysis from a crop insurer's perspective
Porth, Lysa; Tan, Ken Seng; Weng, Chengguo - In: Agricultural finance review 73 (2013) 2, pp. 310-328
Persistent link: https://www.econbiz.de/10010187473
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Incorporating historical weather information in crop insurance rating
Liu, Yong; Ramsey, A. Ford - In: American journal of agricultural economics 105 (2023) 2, pp. 546-575
Persistent link: https://www.econbiz.de/10014306205
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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...
Persistent link: https://www.econbiz.de/10014667664
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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...
Persistent link: https://www.econbiz.de/10010688436
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Actuarial Impacts of Loss Cost Ratio Ratemaking in U.S. Crop Insurance Programs
Woodard, Joshua D.; Sherrick, Bruce J.; Schnitkey, Gary D. - In: Journal of Agricultural and Resource Economics 36 (2011) 1
This study examines the actuarial implications of the loss cost ratio (LCR) ratemaking methodology employed by the Risk …
Persistent link: https://www.econbiz.de/10009132473
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Impacts of Weather and Time Horizon Selection on Crop Insurance Ratemaking: A Conditional Distribution Approach
Woodard, Joshua D. - 2011
An important issue in the agricultural actuarial literature is the extent to which sample period selection affects the accuracy of insurance rating. A conditional Weibull distribution approach is developed which explicitly models the interaction of weather, technology, and other variables...
Persistent link: https://www.econbiz.de/10009444353
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Impacts of Weather and Time Horizon Selection on Crop Insurance Ratemaking: A Conditional Distribution Approach
Woodard, Joshua D. - Agricultural and Applied Economics Association - AAEA - 2011
An important issue in the agricultural actuarial literature is the extent to which sample period selection affects the accuracy of insurance rating. A conditional Weibull distribution approach is developed which explicitly models the interaction of weather, technology, and other variables on...
Persistent link: https://www.econbiz.de/10009021458