Techniques for Multivariate Simulation from Mixed Marginal Distributions with Application to Whole-Farm Revenue Simulation
Alternative techniques for representing dependencies among variables in multivariate simulation are discussed and compared in the context of rating a whole-farm insurance product. A procedure by lman and Conover (IC) that is common in actuarial applications is compared to a new technique detailed by...
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| Principais autores: | , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Western Agricultural Economics Association
2009-04-01
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| coleção: | Journal of Agricultural and Resource Economics |
| Assuntos: | |
| Acesso em linha: | https://ageconsearch.umn.edu/record/50076 |
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