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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

Copula Based Stochastic Weather Generator as an Application for Crop Growth Models and Crop Insurance

Juarez Torres, Miriam 77- 14 March 2013 (has links)
Stochastic Weather Generators (SWG) try to reproduce the stochastic patterns of climatological variables characterized by high dimensionality, non-normal probability density functions and non-linear dependence relationships. However, conventional SWGs usually typify weather variables with unjustified probability distributions assuming linear dependence between variables. This research proposes an alternative SWG that introduces the advantages of the Copula modeling into the reproduction of stochastic weather patterns. The Copula based SWG introduces more flexibility allowing researcher to model non-linear dependence structures independently of the marginals involved, also it is able to model tail dependence, which results in a more accurate reproduction of extreme weather events. Statistical tests on weather series simulated by the Copula based SWG show its capacity to replicate the statistical properties of the observed weather variables, along with a good performance in the reproduction of the extreme weather events. In terms of its use in crop growth models for the ratemaking process of new insurance schemes with no available historical yield data, the Copula based SWG allows one to more accurately evaluate the risk. The use of the Copula based SWG for the simulation of yields results in higher crop insurance premiums from more frequent extreme weather events, while the use of the conventional SWG for the yield estimation could lead to an underestimation of risks.

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