Improved index insurance design and yield estimation using a dynamic factor forecasting approach
Hong Li, Lysa Porth, Ken Seng Tan, Wenjun Zhu
| Year of publication: |
2021
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|---|---|
| Authors: | Li, Hong ; Porth, Lysa ; Ken Seng Tan ; Zhu, Wenjun |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 96.2021, p. 208-221
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| Subject: | Crop yield forecasting | Factor model | Index-based insurance' | Dimension reduction | Basis risk | Prognoseverfahren | Forecasting model | Agrarversicherung | Agricultural insurance | Ernteertrag | Crop yield | Risikomodell | Risk model | Faktorenanalyse | Factor analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2020.11.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012482856