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 informat...

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Sparad:
Bibliografiska uppgifter
I publikationen:RAC - Revista de Administração Contemporânea
Huvudupphovsmän: Daniel Lima Miquelluti, Vitor Augusto Ozaki, David José Miquelluti
Materialtyp: Artigo
Språk:Inglês
Publicerad: Associação Nacional de Pós-Graduação e Pesquisa em Administração 2022
Ämnen:
Administración y Contabilidad
GWQlasso
systemic risk
crop insurance
index insurance
Länkar:https://www.redalyc.org/articulo.oa?id=84069884006
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