COMPARING THE REVENUE RISK REDUCTION OF A RAINFALL INDEX INSURANCE CONTRACT USING VALUE-AT RISK AND DISPERSION MEASURES OF RISK

Vista sencilla de ítem
dc.creatorBamba, Ibrahim
dc.date2017-04-01T20:11:38Z
dc.date.accessioned2026-07-09T04:23:38Z
dc.descriptionTail risk measures such as the Value-at-Risk (VaR) are being advocated as conceptually appropriate statistical and economical alternatives to dispersion measures of risk. VaR and dispersion risk measures are applied to assess the revenue risk reduction potential of an index rainfall insurance. VaR and dispersion measures indicate that a Rainfall Index Insurance Contract reduces revenue risk.
dc.identifierdoi:10.22004/ag.econ.34596
dc.identifierhttps://ageconsearch.umn.edu/record/34596/files/sp04ba02.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/34596
dc.identifier.urihttp://hdl.handle.net/123456789/549242
dc.languageeng
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/34596
dc.titleCOMPARING THE REVENUE RISK REDUCTION OF A RAINFALL INDEX INSURANCE CONTRACT USING VALUE-AT RISK AND DISPERSION MEASURES OF RISK
dc.typeText

Archivos

Colecciones

University of Minnesota