An improved agricultural household margin insurance scheme with insured-insurer risk protection: a time-varying copula approach.

Agriculture extended dynamic parameter farmer exchange rate household margin insurance time-varying Student-t copula

Journal

Journal of applied statistics
ISSN: 0266-4763
Titre abrégé: J Appl Stat
Pays: England
ID NLM: 9883455

Informations de publication

Date de publication:
2024
Historique:
pmc-release: 10 01 2025
medline: 18 9 2024
pubmed: 18 9 2024
entrez: 18 9 2024
Statut: epublish

Résumé

Agricultural household margin insurance (AHMI) is a crop insurance scheme that considers a farmer's trading capability. The scheme examines farmers' losses in terms of both agricultural input and output using the farmer exchange rate index. In this article, we improve the previous design of the AHMI [A. Ahdika, D. Rosadi, A.R. Effendie, and Gunardi,

Identifiants

pubmed: 39290355
doi: 10.1080/02664763.2024.2302061
pii: 2302061
pmc: PMC11404381
doi:

Types de publication

Journal Article

Langues

eng

Pagination

2529-2557

Informations de copyright

© 2024 Informa UK Limited, trading as Taylor & Francis Group.

Déclaration de conflit d'intérêts

No potential conflict of interest was reported by the author(s).

Auteurs

Atina Ahdika (A)

Department of Statistics, Universitas Islam Indonesia, Yogyakarta, Indonesia.
Department of Mathematics, Universitas Gadjah Mada, Yogyakarta, Indonesia.

Dedi Rosadi (D)

Department of Mathematics, Universitas Gadjah Mada, Yogyakarta, Indonesia.

Adhitya Ronnie Effendie (A)

Department of Mathematics, Universitas Gadjah Mada, Yogyakarta, Indonesia.
Department of Mathematics, Universitas Gadjah Mada, Yogyakarta, Indonesia.

Classifications MeSH