Improved index insurance design and yield estimation using a dynamic factor forecasting approach-Reference-Cited by-同舟云学术

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Improved index insurance design and yield estimation using a dynamic factor forecasting approach

Published:2021-01 Issue: Volume:96 Page:208-221
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Li Hong,Porth Lysa,Tan Ken Seng,Zhu Wenjun^ORCID

Funder

Natural Sciences and Engineering Research Council of Canada

SSHRC, Canada

Society of Actuaries CAE, Canada

NTU, Singapore

MOE Project of Key Research Institute of Humanities and Social Sciences at Universities, Singapore

Nanyang Technological University, Singapore

Singapore Ministry of Education Academic Research Fund Tier 1

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference77 articles.

1. Principal component analysis of high-frequency data;Aït-Sahalia;J. Amer. Statist. Assoc.,2019

2. Uncertainty in simulating wheat yields under climate change;Asseng;Nature Clim. Change,2013

3. Determining the number of factors in approximate factor models;Bai;Econometrica,2002

4. Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions;Bai;Econometrica,2006

5. Forecasting economic time series using targeted predictors;Bai;J. Econometrics,2008

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2. A Dynamic Stochastic Integrated Climate–Economic Spatiotemporal Model for Agricultural Insurance Products;North American Actuarial Journal;2023-06-06

3. Keng Seng Tan 1970–2023 In Memoriam;Annals of Actuarial Science;2023-03

4. An innovative tool for cost control under fragmented scenarios: The container freight index microinsurance;Transportation Research Part E: Logistics and Transportation Review;2023-01

5. Assessing the Effectiveness of the Actuaries Climate Index for Estimating the Impact of Extreme Weather on Crop Yield and Insurance Applications;Sustainability;2022-06-06

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