Portfolio Allocation and Alternative Structures of the Standard Reinsurance Agreement

Dmitry Vedenov, Mario Miranda (), Robert Dismukes and Joseph W. Glauber

No 20222, 2004 Annual meeting, August 1-4, Denver, CO from American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)

Abstract: This paper analyzes effects of hypothetical changes in the Standard Reinsurance Agreement (SRA) on rates of return of private insurance companies participating in delivery of crop insurance. A computer simulation program is used to model companies' returns under the current and alternative SRA structures. A simple heuristic rule is used in order to simulate companies' behavior under counterfactual assumptions about the SRA structures.

Keywords: Risk; and; Uncertainty (search for similar items in EconPapers)
Pages: 25
Date: 2004
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Citations: View citations in EconPapers (2)

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Related works:
Journal Article: Portfolio Allocation and Alternative Structures of the Standard Reinsurance Agreement (2006)
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Persistent link: https://EconPapers.repec.org/RePEc:ags:aaea04:20222

DOI: 10.22004/ag.econ.20222

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