Table of contents
Evaluation of risk reductions associated with multi‐peril crop insurance products
Gary D. Schnitkey, Bruce J. Sherrick, Scott H. IrwinThis study evaluates the impacts on gross revenue distributions of the use of alternative crop insurance products across different coverage levels and across locations with…
Systemic risk in U.S. crop reinsurance programs
Chuck Mason, Dermot J. Hayes, Sergio H. LenceThis study develops a method to estimate the probability density function of the Federal Risk Management Agency’s (RMA’s) net income from reinsuring crop insurance for corn…
Predictors of farm performance and repayment ability as factors for use in risk‐rating models
Lyubov Zech, Glenn PedersonThis study investigates important factors that should be used by lenders in risk‐rating their farm customers. These factors predict actual farm performance and debt repayment…
Using extreme value theory to estimate value‐at‐risk
Martin Odening, Jan HinrichsThis study examines problems that may occur when conventional Value‐at‐Risk (VaR) estimators are used to quantify market risks in an agricultural context. For example, standard…
Optimal investment in an automatic milking system: an application of real options
Jeffrey Hyde, Jeffrey R. Stokes, Phoebe D. EngelAutomatic milking systems (AMSs) are a relatively new technology characterized by uncertainty and irreversibility. The choice to invest in such a system is analyzed in a real…
Sixteen years of chapter 12 bankruptcy: evolution of filing and disposition rates
Jerome M. Stam, Bruce L. Dixon, William RuleChapter 12 bankruptcy filing rates from 1986 to 2001 are compared with farm bankruptcy rates from 1898 1979. Data are also presented on Chapter 12 discharge rates. Although…
ISSN:
0002-1466e-ISSN:
2041-6326ISSN-L:
0002-1466Online date, start – end:
2000Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditors:
- Valentina Hartarska
- Denis Nadolnyak