Measurement of Price Risk in Revenue Insurance: Implications of Distributional Assumptions

A variety of crop revenue insurance programs have recently been introduced. A critical component of revenue insurance contracts is quantifying the risk associated with stochastic prices. Forward-looking, market-based measures of price risk which are often available in form of options premia are pref...

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Bibliographic Details
Main Authors: Barry K. Goodwin, Matthew C. Roberts, Keith H. Coble
Format: Article
Language:English
Published: Western Agricultural Economics Association 2000-07-01
Series:Journal of Agricultural and Resource Economics
Subjects:
Online Access:https://ageconsearch.umn.edu/record/30830