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Using a Farmer's Beta for Improved Estimation of Actual Production History (APH) Yields

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Author Info
Miguel Carriquiry
Bruce A. Babcock () (Center for Agricultural and Rural Development (CARD))
Chad E. Hart () (Center for Agricultural and Rural Development (CARD))

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Abstract

The effect of sampling error in estimation of farmers' mean yields for crop insurance purposes is explored using farm-level corn yield data in Iowa from 1990 to 2000 and Monte Carlo simulations. We find that sampling error combined with nonlinearities in the insurance indemnity function will result in empirically estimated crop insurance rates that exceed actuarially fair values by between 2 and 16 percent, depending on the coverage level and the number of observations used to estimate mean yields. Accounting for the adverse selection caused by sampling error results in crop insurance rates that will exceed fair values by between 42 and 127 percent. We propose a new estimator for mean yields based on a common decomposition of farm yields into systemic and idiosyncratic components. The proposed estimator reduces sampling variance by approximately 45 percent relative to the current estimator.

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Publisher Info
Paper provided by Food and Agricultural Policy Research Institute (FAPRI) at Iowa State University in its series Food and Agricultural Policy Research Institute (FAPRI) Publications with number 05-wp387.

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Date of creation: Mar 2005
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Handle: RePEc:ias:fpaper:05-wp387

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Related research
Keywords: actual production history (APH) crop insurance mean yields estimation sampling error.

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  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. 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)
  3. Bharat Ramaswami & Terry L. Roe, 2004. "Aggregation in Area-Yield Crop Insurance: The Linear Additive Model," American Journal of Agricultural Economics, American Agricultural Economics Association, vol. 86(2), pages 420-431, 05. [Downloadable!] (restricted)
  4. Vercammen, James A, 2000. " Constrained Efficient Contracts for Area Yield Crop Insurance," American Journal of Agricultural Economics, American Agricultural Economics Association, vol. 82(4), pages 856-64, November. [Downloadable!] (restricted)
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