联合价格与产量风险下收入保险的保费溢价研究

ON THE PREMIUM FOR REVENUE INSURANCE UNDER JOINT PRICE AND YIELD RISK

American Journal of Agricultural Economics · 2004
被引 0
人大 AABS 3

中文导读

研究农业收入保险在价格和产量风险联合作用下的定价问题,分析了风险依赖程度对预期赔付的影响,并给出了收入保险保费与单一风险保险保费比较的充分条件。

Abstract

This note provides two results pertaining to the pricing of agricultural revenue insurance contracts under joint price and yield risk. First, a weakening of the concordance ordering is used to sign the effect of greater dependence between the multiplicative risks (price and yield) on the expected indemnity payment. Second, sufficient conditions are found when the premium rate for revenue insurance is smaller (greater) than the premium for the corresponding single risk (price or yield) insurance.

收入保险价格风险产量风险保费率