Index insurance quality and basis risk: Evidence from northern Kenya

The number of index insurance pilots in developing countries has grown tremendously in recent years, but there has been little progress in our understanding of the quality of those products. Basis risk, or remaining uninsured risk, is a widely recognized but rarely measured feature of index insuranc...

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Main Authors: Jensen, Nathaniel D., Barrett, Christopher B., Mude, Andrew G.
Format: Journal Article
Language:Inglés
Published: Wiley 2016
Subjects:
Online Access:https://hdl.handle.net/10568/107370
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author Jensen, Nathaniel D.
Barrett, Christopher B.
Mude, Andrew G.
author_browse Barrett, Christopher B.
Jensen, Nathaniel D.
Mude, Andrew G.
author_facet Jensen, Nathaniel D.
Barrett, Christopher B.
Mude, Andrew G.
author_sort Jensen, Nathaniel D.
collection Repository of Agricultural Research Outputs (CGSpace)
description The number of index insurance pilots in developing countries has grown tremendously in recent years, but there has been little progress in our understanding of the quality of those products. Basis risk, or remaining uninsured risk, is a widely recognized but rarely measured feature of index insurance product quality. This article uses eight semi‐annual seasons of longitudinal household data to examine the distribution of basis risk associated with an index‐based livestock insurance (IBLI) product in northern Kenya. We find that IBLI coverage reduces exposure to covariate risk due to large shocks and mitigates downside risk substantially for many households, even at commercial premium rates. But index insurance is no magic bullet; insured households continue to face considerable basis risk. Examining the components of basis risk, we find that IBLI reduces exposure to covariate risk due to high loss events by an average of 63%. The benefits of reduced covariate risk exposure are relatively small, however, due to high exposure to seemingly mostly random idiosyncratic risk, even in this population often thought to suffer largely from covariate shocks. The result is that IBLI policyholders are left with an average of 69% of their original risk due to high loss events. This research underscores the need for caution when promoting index insurance as a risk mitigation tool, as well as the importance of product quality evaluation.
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spelling CGSpace1073702024-05-01T08:19:42Z Index insurance quality and basis risk: Evidence from northern Kenya Jensen, Nathaniel D. Barrett, Christopher B. Mude, Andrew G. households insurance livestock The number of index insurance pilots in developing countries has grown tremendously in recent years, but there has been little progress in our understanding of the quality of those products. Basis risk, or remaining uninsured risk, is a widely recognized but rarely measured feature of index insurance product quality. This article uses eight semi‐annual seasons of longitudinal household data to examine the distribution of basis risk associated with an index‐based livestock insurance (IBLI) product in northern Kenya. We find that IBLI coverage reduces exposure to covariate risk due to large shocks and mitigates downside risk substantially for many households, even at commercial premium rates. But index insurance is no magic bullet; insured households continue to face considerable basis risk. Examining the components of basis risk, we find that IBLI reduces exposure to covariate risk due to high loss events by an average of 63%. The benefits of reduced covariate risk exposure are relatively small, however, due to high exposure to seemingly mostly random idiosyncratic risk, even in this population often thought to suffer largely from covariate shocks. The result is that IBLI policyholders are left with an average of 69% of their original risk due to high loss events. This research underscores the need for caution when promoting index insurance as a risk mitigation tool, as well as the importance of product quality evaluation. 2016-10 2020-03-04T09:01:39Z 2020-03-04T09:01:39Z Journal Article https://hdl.handle.net/10568/107370 en Limited Access Wiley Jensen, N.D., Barrett, C.B. and Mude, A.G. 2016. Index Insurance quality and basis risk: Evidence from northern Kenya. American Journal of Agricultural Economics 98:1450-1469.
spellingShingle households
insurance
livestock
Jensen, Nathaniel D.
Barrett, Christopher B.
Mude, Andrew G.
Index insurance quality and basis risk: Evidence from northern Kenya
title Index insurance quality and basis risk: Evidence from northern Kenya
title_full Index insurance quality and basis risk: Evidence from northern Kenya
title_fullStr Index insurance quality and basis risk: Evidence from northern Kenya
title_full_unstemmed Index insurance quality and basis risk: Evidence from northern Kenya
title_short Index insurance quality and basis risk: Evidence from northern Kenya
title_sort index insurance quality and basis risk evidence from northern kenya
topic households
insurance
livestock
url https://hdl.handle.net/10568/107370
work_keys_str_mv AT jensennathanield indexinsurancequalityandbasisriskevidencefromnorthernkenya
AT barrettchristopherb indexinsurancequalityandbasisriskevidencefromnorthernkenya
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