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Applications of copulas to Analysis of Efficiency of Weather Derivatives as Primary Crop Insurance Instruments


  • Filonov, Vitaly
  • Vedenov, Dmitry V.


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  • Filonov, Vitaly & Vedenov, Dmitry V., 2011. "Applications of copulas to Analysis of Efficiency of Weather Derivatives as Primary Crop Insurance Instruments," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103972, Agricultural and Applied Economics Association.
  • Handle: RePEc:ags:aaea11:103972
    DOI: 10.22004/ag.econ.103972

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    References listed on IDEAS

    1. Oliver Musshoff & Martin Odening & Wei Xu, 2009. "Management of climate risks in agriculture-will weather derivatives permeate?," Applied Economics, Taylor & Francis Journals, vol. 43(9), pages 1067-1077.
    2. Norton, Michael T. & Osgood, Daniel E. & Turvey, Calum G., 2010. "Weather Index Insurance and the Pricing of Spatial Basis Risk," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 61734, Agricultural and Applied Economics Association.
    3. Turvey, Calum G. & Norton, Michael T., 2008. "An Internet-Based Tool for Weather Risk Management," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 37(1), pages 1-16, April.
    4. Olivier Mahul, 2001. "Optimal insurance against climatic experience," Post-Print hal-01952102, HAL.
    5. Berg, Ernst & Schmitz, Bernhard, 2007. "Weather-based instruments in the context of whole farm risk management," 101st Seminar, July 5-6, 2007, Berlin Germany 9269, European Association of Agricultural Economists.
    6. Patrick L. Brockett & Mulong Wang & Chuanhou Yang, 2005. "Weather Derivatives and Weather Risk Management," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 8(1), pages 127-140, March.
    7. Olivier Mahul, 2001. "Optimal Insurance Against Climatic Experience," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 83(3), pages 593-604.
    8. Turvey, Calum G. & Kong, Rong & Belltawn, Burgen, 2009. "Weather Risk and the Viability of Weather Insurance In Western China," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49362, Agricultural and Applied Economics Association.
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