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Empirically Evaluating the Flexibility of the Johnson Family of Distributions: A Crop Insurance Application

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Author Info
Lu, Yue
Ramirez, Octavio A.
Rejesus, Roderick M.
Knight, Thomas O.
Sherrick, Bruce J.
Abstract

This article examines the flexibility of the Johnson system of distributions by assessing its per-formance in terms of modeling crop yields for the purpose of setting actuarially fair crop in-surance premiums. Using data from corn farms in Illinois coupled with Monte Carlo simula-tion procedures, we found that average crop insurance premiums computed on the basis of the Johnson system provide reasonably accurate estimates even when the data are normal or come from a non-normal distribution other than the Johnson system (i.e., a beta). These results sug-gest that there is potential for using the Johnson system to rate previously uninsured crops that do not have historical insurance performance data upon which to base premium calculations.

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File URL: http://purl.umn.edu/44740
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Publisher Info
Article provided by Northeastern Agricultural and Resource Economics Association in its journal Agricultural and Resource Economics Review.

Volume (Year): 37 (2008)
Issue (Month): 1 (April)
Pages:
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Handle: RePEc:ags:arerjl:44740

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Related research
Keywords: crop insurance; crop yield modeling; Johnson distribution; premium rate setting; Risk and Uncertainty;

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Bruce A. Babcock & Chad E. Hart & Dermot J. Hayes, 2004. "Actuarial Fairness of Crop Insurance Rates with Constant Rate Relativities," American Journal of Agricultural Economics, American Agricultural Economics Association, vol. 86(3), pages 563-575, 08. [Downloadable!] (restricted)
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  2. Alan P. Ker & Keith Coble, 2003. "Modeling Conditional Yield Densities," American Journal of Agricultural Economics, American Agricultural Economics Association, vol. 85(2), pages 291-304, 05. [Downloadable!] (restricted)
  3. Bruce J. Sherrick & Fabio C. Zanini & Gary D. Schnitkey & Scott H. Irwin, 2004. "Crop Insurance Valuation under Alternative Yield Distributions," American Journal of Agricultural Economics, American Agricultural Economics Association, vol. 86(2), pages 406-419, 05. [Downloadable!] (restricted)
    Other versions:
  4. Bailey Norwood & Matthew C. Roberts & Jayson L. Lusk, 2004. "Ranking Crop Yield Models Using Out-of-Sample Likelihood Functions," American Journal of Agricultural Economics, American Agricultural Economics Association, vol. 86(4), pages 1032-1043, November. [Downloadable!] (restricted)
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This page was last updated on 2009-12-26.


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