ACADSTAFF UGM
| Title | : | Modeling indemnity of revenue-based crop insurance in Indonesia using time-varying copula models |
| Author | : |
ATINA AHDIKA (1) Prof. Dr.rer.nat. Dedi Rosadi, S.Si.,, M.Sc. (2) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. (3) Prof. Dr. Drs. Gunardi, M.Si. (4) |
| Date | : | 19 2019 |
| Keyword | : | revenue-based losses, static copula, value at risk,Crop insurance, indemnity, time-varying copula revenue-based losses, static copula, value at risk,Crop insurance, indemnity, time-varying copula |
| Abstract | : | Crop insurance is a potential business line to develop, especially in countries with agricultural bases. In such type of insurance, a loss can be defined as a lack of revenue resulted from the crop yield or the price. The purpose of this paper is to model the variability of revenue-based agricultural losses through the implementation of time-varying copula towards crop yield and price, and to estimate the indemnity of the revenue-based crop insurance. The analysis employs both static and time-varying Normal and Archimedean copula to model the structure of dependency between crop yield and price. Each marginal variable is modeled using ARIMA model. A simple algorithm is proposed to estimate revenue-based losses and indemnity of the revenue based crop insurance. |
| Group of Knowledge | : | |
| Level | : | Internasional |
| Status | : |
Published
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| 1 |
1_5139121.pdf
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| 2 |
196511281991031004-1420-Publikasi-1.pdf
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196511281991031004-1420-Publikasi-2.pdf
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196511281991031004-1420-Publikasi-3.pdf
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Modeling indemnity of revenue-based crop insurance in Indonesia using time-varying copula models.pdf
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