Kriging methods for modeling spatial basis risk in weather index insurances: a technical note

DOI10.1142/S0219024923500346MaRDI QIDQ6587515zbMATH OpenFDO

Authors Yiping Guo, Johnny Siu-Hang Li

Publication date 14 August 2024

Published in International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

zbMATH Keywords

krigingspatial basis riskactuaries climate indexprecipitation indexesweather index insurances

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

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Cites work

• scientific article; zbMATH DE number 3251902 (Why is no real title available?)
• Cross-Validation for Correlated Data
• Machine learning. A probabilistic perspective
• On the Theory of Prediction of Nonstationary Stochastic Processes
• Statistics for spatial data
• The impact of spatial interpolation techniques on spatial basis risk for weather insurance: an application to forage crops
• Weather derivative risk measures for extreme events

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