The Implication of Copula-Based Models for Crop Insurance and Reinsurance Under Systemic Risk
The purpose of this paper is to estimate county-level aggregate crop insurance and reinsurance losses under systematic risk. The effect of dependence risk on losses assessment and insurance pricing is quantified by establishing joint distribution functions between county-level yields using different...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Frontiers Media S.A.
2022-07-01
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| Series: | Frontiers in Environmental Science |
| Subjects: | |
| Online Access: | https://www.frontiersin.org/articles/10.3389/fenvs.2022.916494/full |