Pages that link to "Item:Q5029070"
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The following pages link to Pricing Weather Derivatives Using the Indifference Pricing Approach (Q5029070):
Displaying 10 items.
- Regime-switching temperature dynamics model for weather derivatives (Q1736306) (← links)
- Weather derivatives pricing using regime switching model (Q1746426) (← links)
- Lie symmetry analysis on pricing weather derivatives by partial differential equations (Q1980758) (← links)
- A fair pricing approach to weather derivatives (Q2575439) (← links)
- PRICING TEMPERATURE DERIVATIVES UNDER WEATHER FORECASTS (Q4584698) (← links)
- Stochastic Models for Pricing Weather Derivatives using Constant Risk Premium (Q4623233) (← links)
- Dynamical pricing of weather derivatives (Q4646781) (← links)
- Agricultural Insurance Ratemaking: Development of a New Premium Principle (Q5206140) (← links)
- Reinsurance premium principles based on weighted loss functions (Q5242235) (← links)
- Epidemic Financing Facilities: Pandemic Bonds and Endemic Swaps (Q6640256) (← links)