学位论文详细信息
An Exploration of the Spatial Dependence Structure of Crop Yields and the Implications for Crop Insurance
crop insurance;nonparametric statistics;copula methodology
DiRienzo, Cassandra Elizabeth ; Ray Palmquist, Committee Member,Jacqueline Hughes-Oliver, Committee Member,Paul Fackler, Committee Co-Chair,Barry Goodwin, Committee Co-Chair,DiRienzo, Cassandra Elizabeth ; Ray Palmquist ; Committee Member ; Jacqueline Hughes-Oliver ; Committee Member ; Paul Fackler ; Committee Co-Chair ; Barry Goodwin ; Committee Co-Chair
University:North Carolina State University
关键词: crop insurance;    nonparametric statistics;    copula methodology;   
Others  :  https://repository.lib.ncsu.edu/bitstream/handle/1840.16/5091/etd.pdf?sequence=1&isAllowed=y
美国|英语
来源: null
PDF
【 摘 要 】

Systemic risk, in regard to agricultural production, refers to the spatial dependence of crop yields stemming from correlated weather, soil patterns, and other geographically related factors. Systemic risk has been named as a contributing factor to the Federal Crop Insurance Corporation's (FCIC) poor actuarial performance. To date, little research has explored the spatial dependence structure of crop yields.This paper explores three aspects of the spatial dependence structure of yields; the cross-crop spatial correlation structure, the rate of crop yield spatial correlation decay, and the characteristics of the bivariate distributions which define the spatial relationship of crop yields.This paper is divided into six sections.Section One provides a history of the FCIC and a literature review concerning the poor actuarial performance of the FCIC.Section Two discusses the data used in the analysis sections of this paper.Section Three uses two non-parametric tests to explore cross-crop spatial correlation. Section Four develops a model to describe the rate of crop yield spatial correlation decay. Section Five uses the copula methodology to find the bivariate copula distribution that best describes the spatial relationship of crop yields. Section Six summarizes and concludes the research performed in this paper.

【 预 览 】
附件列表
Files Size Format View
An Exploration of the Spatial Dependence Structure of Crop Yields and the Implications for Crop Insurance 3337KB PDF download
  文献评价指标  
  下载次数:11次 浏览次数:33次