A Deep Factor Model for Crop Yield Forecasting and Insurance Ratemaking
From MaRDI portal
Publication:6549253
DOI10.1080/10920277.2023.2182792zbMATH Open1537.91277MaRDI QIDQ6549253FDOQ6549253
Authors: Wenjun Zhu 
Publication date: 3 June 2024
Published in: North American Actuarial Journal (Search for Journal in Brave)
Recommendations
- Improved index insurance design and yield estimation using a dynamic factor forecasting approach
- Deep learning at the interface of agricultural insurance risk and spatio-temporal uncertainty in weather extremes
- Crop Yield Prediction Using Bayesian Spatially Varying Coefficient Models with Functional Predictors
- A Dynamic Stochastic Integrated Climate–Economic Spatiotemporal Model for Agricultural Insurance Products
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Regularization and Variable Selection Via the Elastic Net
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Title not available (Why is that?)
- Insurance loss coverage and demand elasticities
- Geostatistical model averaging for locally calibrated probabilistic quantitative precipitation forecasting
- Agricultural Insurance Ratemaking: Development of a New Premium Principle
- Impacts of Weather and Time Horizon Selection on Crop Insurance Ratemaking: A Conditional Distribution Approach
- Time-series forecasting of mortality rates using deep learning
- Deep learning at the interface of agricultural insurance risk and spatio-temporal uncertainty in weather extremes
- Spatial dependence and aggregation in weather risk hedging: a Lévy subordinated hierarchical Archimedean copulas (LSHAC) approach
- A Relational Data Matching Model for Enhancing Individual Loss Experience: An Example from Crop Insurance
Cited In (1)
This page was built for publication: A Deep Factor Model for Crop Yield Forecasting and Insurance Ratemaking
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6549253)
