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...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
Western Agricultural Economics Association
2000-07-01
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Series: | Journal of Agricultural and Resource Economics |
Subjects: | |
Online Access: | https://ageconsearch.umn.edu/record/30830 |