Measuring the dependence structure between yield and weather variables
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- Schulte-Geers, Matthias & Berg, Ernst, 2011. "Modelling farm production risk with copulae instead of correlations," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 115996, European Association of Agricultural Economists.
More about this item
Keywordsweather-based index insurance; dependence structure; copula estimation; Bayesian hierarchical model; Kazakhstan.;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-AGR-2010-05-29 (Agricultural Economics)
- NEP-ALL-2010-05-29 (All new papers)
- NEP-IAS-2010-05-29 (Insurance Economics)
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