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Optimizing crop insurance under climate variability

  • Juan Liu
  • , Chunhua Men
  • , Victor E. Cabrera
  • , Stan Uryasev
  • , Clyde W. Fraisse
  • University of Florida
  • New Mexico State University

Research output: Contribution to journalArticlepeer-review

13 Scopus citations

Abstract

This paper studies the selection of optimal crop insurance under climate variability and fluctuating market prices. A model was designed to minimize farmers' expected losses (including insurance costs) while using the conditional-value-at-risk measure to acquire the risk-aversion level. The application of the model was illustrated by studying a farm with two crops (cotton and peanut) in Jackson County, Florida. The climate variability was caused by ENSO phenomenon. Crop-insurance contracts with minimized losses were 75% actual production history (APH) during El Niño and neutral years and 65% APH during La Niña years for peanut and 75% APH in all ENSO phases for cotton. In addition, risk-averse farmers could select 75% APH for peanut during La Niña years as a means of attaining less expected loss.

Original languageEnglish
Pages (from-to)2572-2580
Number of pages9
JournalJournal of Applied Meteorology and Climatology
Volume47
Issue number10
DOIs
StatePublished - 2008

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