The design of multiple crop insurance in Indonesia based on revenue risk using the copula model approach

DOI10.1080/02664763.2021.1897089OpenAlexW3135837764MaRDI QIDQ5861239

H. A. Rusyda, A. Z. Soleh, L. Noviyanti, F. Indrayatna, A. Chadidjah

Publication date: 4 March 2022

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2021.1897089

zbMATH Keywords

copulaARIMAdependenceindemnityrevenue riskmulticrop insurance

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Related Items (2)

Premium rate making of jujube revenue insurance in Xinjiang Aksu region based on the mixed copula-stochastic optimization model ⋮ Editorial to the special issue: Recent statistical methods for data analysis, applied economics, business & finance

Cites Work

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• Likelihood inference for Archimedean copulas in high dimensions under known margins
• Copula Modeling: An Introduction for Practitioners
• Modeling dependent financial assets by dynamic copula and portfolio optimization based on CVaR
• Copula–Based Models for Financial Time Series
• Portfolio optimization of dynamic Copula models for dependent financial data using change point approach

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