An Application of Geographically Weighted Quantile Lasso to Weather Index Insurance Design

An Application of Geographically Weighted Quantile Lasso to Weather Index Insurance Design

Objective: this article studies the efficiency of a novel regression approach, the geographically weighted quantile lasso (GWQlasso), in the modeling of yield-index relationship for weather index insurance products. GWQlasso allows regression coefficients to vary spatially, while using the informati...

Full description

Bibliographic Details
Main Authors: Daniel Lima Miquelluti, Vitor Augusto Ozaki, David José Miquelluti
Format: Article
Language:English
Published: Associação Nacional de Pós-Graduação e Pesquisa em Administração (ANPAD) 2021-10-01
Series:RAC: Revista de Administração Contemporânea
Subjects:
gwqlasso
index insurance
systemic risk
crop insurance
Online Access:https://rac.anpad.org.br/index.php/rac/article/view/1506

Internet

https://rac.anpad.org.br/index.php/rac/article/view/1506

Similar Items