EVALUATION OF CROP INSURANCE PREMIUM RATES FOR GEORGIA AND SOUTH CAROLINA PEACHES [PDF]
We estimate actuarially fair premium rates for yield insurance for Georgia and South Carolina peaches for comparison to the premium rates established by the Risk Management Agency (RMA) for the 1999 crop.
Kahl, Kandice H. +2 more
core +1 more source
Huge Dispersion of the Risk-Free Rate and Market Risk Premium Used by Analysts in 2015
, 2015 Pablo Fernández +2 more
openalex +1 more source
A generalization Credibility Premium Estimator with Dependent Risk Structure under the Exponential Premium Principle [PDF]
, 2014 Qiang Zhang, Lijun Wu, Juan Zhang
openalex +1 more source
Recent Estimates of Time-Variation in the Conditional Variance and in the Exchange Risk Premium [PDF]
The optimal-diversification model of investors' portfolio behavior can give a linear relationship between the exchange risk premium and the conditional exchange rate variance.
Jeffrey A. Frankel
core
Survey: Market Risk Premium and Risk-Free Rate used for 88 countries in 2021
, 2021 Pablo Fernández +2 more
openalex +1 more source
Initial premium, aggregate claims and distortion risk measures in XL reinsurance with reinstatements [PDF]
With reference to risk adjusted premium principle, in this paper we study excess of loss reinsurance with reinstatements in the case in which the aggregate claims are generated by a discrete distribution.
Antonella Campana, Paola Ferretti
core
Dynamic Jump Intensities and Risk Premiums in Crude Oil Futures and Options Markets
, 2012 Peter Christoffersen +2 more
openalex +1 more source
HOW MUCH DO FARMERS VALUE THEIR INDEPENDENCE? ESTIMATING THE RISK AND AUTONOMY PREMIA ASSOCIATED WITH PRODUCTION CONTRACTS [PDF]
A farmer's decision to contract or produce independently depends on the distribution of income under both arrangements, and on attributes associated with both business arrangements.
Key, Nigel D.
core +1 more source
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options [PDF]
We use a novel pricing model to filter times series of diffusive volatility and jump intensity from S&P 500 index options. These two measures capture the ex-ante risk assessed by investors.
Pedro Santa-Clara, Shu Yan
core