Lysa Porth

University of Manitoba - Warren Centre for Actuarial Studies and Research

Assistant Professor and Guy Carpenter Professor in Agricultural Risk Management and Insurance

638 Drake Centre, 181 Freedman Crescent

Winnipeg, MB R3T 2N2

Canada

University of Waterloo - Department of Statistics and Actuarial Science

Adjunct Professor

Waterloo, Ontario N2L 3G1

Canada

University of Manitoba - Department of Agribusiness and Agricultural Economics

Assistant Professor

Winnipeg, MB, R3T 2N2

Canada

SCHOLARLY PAPERS

10

DOWNLOADS

909

SSRN CITATIONS
Rank 48,114

SSRN RANKINGS

Top 48,114

in Total Papers Citations

3

CROSSREF CITATIONS

11

Scholarly Papers (10)

1.

A Credibility-Based Yield Forecasting Model for Crop Reinsurance Pricing and Weather Risk Management

Agricultural Finance Review, 79(1), 2-26.
Number of pages: 36 Posted: 23 Sep 2015 Last Revised: 16 Jul 2020
Wenjun Zhu, Lysa Porth and Ken Seng Tan
Nanyang Business School, Nanyang Technological University, University of Manitoba - Warren Centre for Actuarial Studies and Research and University of Waterloo
Downloads 186 (201,996)
Citation 3

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yield forecasting, model selection, principal component analysis, cross validation, credibility theory

2.

Spatial Dependence & Aggregation in Weather Risk Hedging: A Lévy Subordinated Hierarchical Archimedean Copulas (LSHAC) Approach

Astin Bulletin, 48 (2), 779-815.
Number of pages: 43 Posted: 05 Oct 2015 Last Revised: 25 Jan 2019
Nanyang Business School, Nanyang Technological University, University of Waterloo, University of Manitoba - Warren Centre for Actuarial Studies and Research and National Kaohsiung University of Science and Technology
Downloads 138 (259,318)

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Systemic weather risk, Hedging strategies, Hierarchical Archimedean copulas, Lévy subordinators

3.

Remote Sensing Applications for Insurance: A Predictive Model for Pasture Yield in the Presence of Systemic Weather

North American Actuarial Journal, 24(2), 333-354.
Number of pages: 46 Posted: 27 Jun 2018 Last Revised: 15 Sep 2020
University of Manitoba - Department of Biosystems Engineering, University of Manitoba - Warren Centre for Actuarial Studies and Research, Nanyang Business School, Nanyang Technological University, University of Manitoba - Department of Agribusiness and Agricultural Economics, University of Waterloo and University of Prince Edward Island
Downloads 124 (281,236)
Citation 1

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Crop Yield Prediction; Forage Insurance; Remote Sensing; Index-Based Insurance; Principal Component Analysis; Predictive Analytics

4.

On a Class of Premium Calculation Principles Based on the Multivariate Weighted Distribution

Number of pages: 29 Posted: 22 Dec 2016 Last Revised: 23 Jun 2018
Wenjun Zhu, Ken Seng Tan and Lysa Porth
Nanyang Business School, Nanyang Technological University, University of Waterloo and University of Manitoba - Warren Centre for Actuarial Studies and Research
Downloads 123 (282,920)
Citation 1

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Premium Principle, Weighted Distribution, Weighted Transform, Stochastic Dominance, Insurance Pricing, Economic Premium

5.

A Relational Data Matching Model for Enhancing Individual Loss Experience: An Example from Crop Insurance

North American Actuarial Journal, 23(4), 551-572.
Number of pages: 44 Posted: 28 May 2016 Last Revised: 21 May 2020
Lysa Porth, Ken Seng Tan and Wenjun Zhu
University of Manitoba - Warren Centre for Actuarial Studies and Research, University of Waterloo and Nanyang Business School, Nanyang Technological University
Downloads 112 (302,361)
Citation 1

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Relational Model, Aggregation Bias, Shortness of Data, Euclidean Distance, Crop Insurance, Yield Forecasting, Ratemaking

6.

Agricultural Insurance Ratemaking: Development of a New Premium Principle

North American Actuarial Journal, 23(4), 512-534.
Posted: 08 Sep 2016 Last Revised: 11 Feb 2020
Wenjun Zhu, Ken Seng Tan and Lysa Porth
Nanyang Business School, Nanyang Technological University, University of Waterloo and University of Manitoba - Warren Centre for Actuarial Studies and Research
Downloads 103 (320,261)
Citation 1

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Agricultural insurance, Loss reweighting, Ratemaking, Premium principles, Weighted distribution, Weighed premium

7.

Improved Index Insurance Design and Yield Estimation Using a Dynamic Factor Forecasting Approach

Insurance: Mathematics and Economics, 96, 208-221
Number of pages: 33 Posted: 27 Jun 2018 Last Revised: 12 Jan 2021
Hong Li, Lysa Porth, Ken Seng Tan and Wenjun Zhu
Warren Centre for Actuarial Studies and Research, University of Manitoba, University of Manitoba - Warren Centre for Actuarial Studies and Research, University of Waterloo and Nanyang Business School, Nanyang Technological University
Downloads 73 (394,964)

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Crop Yield Forecasting; Factor Model; Index-Based Insurance

8.

Optimal Reinsurance Analysis from a Crop Insurer's Perspective

Published on Agricultural Finance Review 73(2), 310-328, 2013.
Number of pages: 29 Posted: 26 Apr 2014
Lysa Porth, Ken Seng Tan and Chengguo Weng
University of Manitoba - Warren Centre for Actuarial Studies and Research, University of Waterloo and University of Waterloo
Downloads 49 (479,352)

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crop insurance; optimal reinsurance; conditional tail expectation risk measure; premium principle; loss cost ratio

9.

A Portfolio Optimization Approach Using Combinatorics with a Genetic Algorithm for Developing a Reinsurance Model

Journal of Risk and Insurance, Vol. 82, Issue 3, pp. 687-713, 2015
Number of pages: 28 Posted: 28 Aug 2015
Lysa Porth, Jeffrey S. Pai and Milton Boyd
University of Manitoba - Warren Centre for Actuarial Studies and Research, University of Manitoba - Warren Centre for Actuarial Studies and Research and University of Manitoba - Department of Agribusiness and Agricultural Economics
Downloads 1 (788,078)
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10.

Insurance Premium Calculation Using Credibility Analysis: An Example from Livestock Mortality Insurance

Journal of Risk and Insurance, Vol. 82, Issue 2, pp. 341-357, 2015
Number of pages: 17 Posted: 14 May 2015
Jeffrey S. Pai, Milton Boyd and Lysa Porth
University of Manitoba - Warren Centre for Actuarial Studies and Research, University of Manitoba - Department of Agribusiness and Agricultural Economics and University of Manitoba - Warren Centre for Actuarial Studies and Research
Downloads 0 (805,085)
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