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題名：釋迦收入保險費率釐訂之研究：應用Copula聯合機率密度函數
書刊名：應用經濟論叢
作者：楊明憲／晁娜娜／楊汭華
作者(外文)：Yang, Min-hsien／Chao, Nana／Yang, Ruihua
出版日期：2021
卷期：109
頁次：頁83-114
主題關鍵詞：農業保險；收入保險；Copula機率分配；保險費率；Agricultural insurance；Revenue insurance；Copula probability distribution；Premium rate
原始連結：連回原系統網址new window
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  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:3
  • 點閱點閱:3
期刊論文
1.Johnson, M. E.、Tenenbein, A.(1981)。A Bivariate Distribution Family with Specified Marginals。Journal of the American Statistical Association，76(373)，198-201。  new window
2.Just, Richard E.、Weninger, Quinn(1999)。Are Crop Yields Normally Distributed?。American Journal of Agricultural Economics，81，287-304。  new window
3.Goodwin, B. K.、Roberts, M. C.、Coble, K. H.(2000)。Measurement of Price Risk in Revenue Insurance: Implications of Distributional Assumptions。Journal of Agricultural and Resource Economics，25，195-214。  new window
4.朱俊生、庹國柱(2016)。農業保險與農產品價格改革。中國金融，2016(20)，73-75。  延伸查詢new window
5.Ahmed, O.、Serra, T.(2015)。Economic Analysis of the Introduction of Agricultural Revenue Insurance Contracts in Spain Using Statistical Copulas。Agricultural Economics，46，69-79。  new window
6.Bielza, M.、Garrido, A.、Sumpsi, J. M.(2004)。Revenue Insurance as an Income Stabilization Policy: An Application to the Spanish Olive Oil Sector。Cahiers d'Economie et Sociologie Rurales，70，5-27。  new window
7.楊明憲(2018)。韓國農業收入保險之探討與分析。農政與農情，315，78-86。  延伸查詢new window
8.楊明憲、周孟嫻(2017)。日本農業收入保險規劃之探討與分析。農政與農情，300，72-78。  延伸查詢new window
9.Sklar, A.(1959)。Fonctions de répartition à n dimensions et leurs marges。Publications de l'Institut de statistique de l'Université de Paris，8，229-231。  new window
10.Tolhurst, T. N.、Ker, A. P.(2015)。On Technological Change in Crop Yields。American Journal of Agricultural Economics，97，137-158。  new window
11.Cole, J. B.、Gibson, R.(2010)。Analysis and Feasibility of Crop Revenue Insurance in China。Agriculture and Agricultural Science Procedia，1，136-145。  new window
12.Dismukes, Robert、Coble, Keith H.(2006)。Managing Risk With Revenue Insurance。Amber Waves: The Economics of Food, Farming, Natural Resources, and Rural America，4，22-27。  new window
13.Duarte, G. V.、Braga, A.、Miquelluti, D. L.、Ozaki, V. A.(2018)。Modeling of Soybean Yield Using Symmetric, Asymmetric and Bimodal Distributions: Implications for Crop Insurance。Journal of Applied Statistics，45，1920-1937。  new window
14.Duarte, G. V.、Ozaki, V. A.(2019)。Pricing Crop Revenue Insurance Using Parametric Copulas。Revista Brasileira de Economia，73，325-343。  new window
15.Glauber, Joseph W.(2013)。The Growth of the Federal Crop Insurance Program, 1990-2011。American Journal of Agricultural Economics，95，482-488。  new window
16.Goodwin, Barry K.、Hungerford, Ashley Elaine(2015)。Copula-Based Models of Systemic Risk in US Agriculture: Implications for Crop Insurance and Reinsurance Contracts。American Journal of Agricultural Economics，97，879-896。  new window
17.Ramirez, O. A.、Misra, S.、Field, J.(2003)。Crop-Yield Distributions Revisited。American Journal of Agricultural Economics，85，108-120。  new window
18.Ramsey, A. F.、Ghosh, S. K.、Goodwin, B. K.(2020)。Rating Exotic Price Coverage in Crop Revenue Insurance。Agricultural Finance Review，80，609-631。  new window
19.Ramsey, A. F.、Goodwin, B. K.、Ghosh, S. K.(2019)。How High the Hedge: Relationships between Prices and Yields in the Federal Crop Insurance Program。Journal of Agricultural and Resource Economics，44，227-245。  new window
20.庹國柱、朱俊生(2016)。論收入保險對完善農產品價格形成機制改革的重要性。保險研究，2016(6)，3-11。  延伸查詢new window
21.晁娜娜、楊汭華、羅少凡(2017)。基於Copula模型的棉花收入保險費率測算研究。統計研究，34，92-99。  延伸查詢new window
22.謝鳳杰、王爾大、朱陽(2011)。基於Copula方法的作物收入保險訂價研究--以安徽省阜陽市為例。農業技術經濟，2011(4)，41-49。  延伸查詢new window
23.謝鳳杰、吳東立、趙思喆(2017)。基於Copula方法的大豆收入保險費率測定：理論與實證。農業技術經濟，2017(2)，111-121。  延伸查詢new window
24.周國端(20050600)。臺灣社會保險制度之實證研究--財富重分配效果分析。臺大管理論叢，15(2)，43-70。new window  延伸查詢new window
25.Botts, Ralph R.、Boles, James N.(1958)。Use of Normal-curve Theory in Crop Insurance Ratemaking。Journal of Farm Economics，40(3)，733-740。  new window
會議論文
1.Ahdika, A.、Rosadi, D.、Effendie, A. R.、Gunardi(2019)。Modeling Indemnity of Revenue-Based Crop Insurance in Indonesia using Time-Varying Copula Models。The 8th SEAMS-UGM International Conference on Mathematics and Its Applications。  new window
2.Ghosh, S.、Woodard, J. D.、Vedenov, D. V.(2011)。Efficient Estimation of Copula Mixture Model: An Application to the Rating of Crop Revenue Insurance。  new window
研究報告
1.楊明憲(2017)。強化農業收入保險之推動規劃研究。行政院農業委員會。  延伸查詢new window
學位論文
1.張君(2018)。我國農業收入保險及其訂價研究(碩士論文)。吉林財經大學。  延伸查詢new window
2.Miqueleto, G. J.(2011)。Contributions to the Development of Agricultural Revenue Insurance for Brazil: Theoretical and Empirical Evidence(博士論文)。University of São Paulo。  new window
圖書
1.Nelsen, R. B.(1998)。An Introduction to Copulas。New York：Springer。  new window
2.United States General Accounting Office(1998)。Crop Revenue Insurance: Problems With New Plans Need to Be Addressed。United States General Accounting Office。  new window
3.Goodwin, Barry K.、Mahul, Olivier(2004)。Risk Modeling Concepts Relating to the Design and Rating of Agricultural Insurance Contracts。World Bank Publications。  new window
4.Nonghyup Property & Casualty Insurance(2018)。Korea Crop Annual Report。Nonghyup Property & Casualty Insurance。  new window
其他
1.農林水産省(2016)。収入保険制度及び農業災害補償制度の課題と対応の方向性（論点整理（案）），農林水産省。，https://www.maff.go.jp/j/study/syunyu_kento/03_shiryo/attach/pdf/kento_03-3.pdf。  延伸查詢new window
2.Coble, K. H.，Knight, T. O.，Goodwin, B. K.，Miller, M. F.，Rejesus, R. M.(2010)。A Comprehensive Review of the RMA APH and COMBO Rating Methodology Final Report，United States Department of Agriculture, Risk Management Agency。  new window
圖書論文
1.Embrechts, P.、Lindskog, F.、McNeil, A.(2003)。Modelling dependence with copulas and applications to risk management。Handbook of heavy tailed distributions in finance。Elsevier。  new window
2.Goodwin, B. K.、Ker, A. P.(2002)。Modeling Price and Yield Risk。A Comprehensive Assessment of the Role of Risk in U.S. Agriculture。  new window
 
 
 
 
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