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

DOI10.1142/S0219024923500346MaRDI QIDQ6587515FDOQ6587515

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)

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zbMATH Keywords

krigingspatial basis riskactuaries climate indexprecipitation indexesweather index insurances

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites Work

• Title not available (Why is that?)
• Machine learning. A probabilistic perspective
• Statistics for spatial data
• On the Theory of Prediction of Nonstationary Stochastic Processes
• Weather derivative risk measures for extreme events
• The impact of spatial interpolation techniques on spatial basis risk for weather insurance: an application to forage crops
• Cross-Validation for Correlated Data

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