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Keywords: VaR
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Journal Articles
Journal:
China Agricultural Economic Review
China Agricultural Economic Review (2011) 3 (4): 451–461.
Published: 22 November 2011
..., hectares affected by natural disasters, and hectares destroyed by natural disasters using the standard process. Peak over threshold (POT) approach based on the extreme value theory is used to model the distribution of agricultural catastrophic loss, and value at risk (VaR) is used to assess agricultural...
