Pages that link to "Item:Q4623233"
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The following pages link to Stochastic Models for Pricing Weather Derivatives using Constant Risk Premium (Q4623233):
Displaying 6 items.
- Temperature stochastic modeling and weather derivatives pricing: empirical study with Morrocan data (Q634990) (← links)
- Spatial-temporal modelling of temperature for pricing temperature index insurance (Q1732975) (← links)
- Mitigating geographical basis risk of weather derivatives using spatial-temporal regime-switching temperature model (Q2127833) (← links)
- Statistical analysis of model risk concerning temperature residuals and its impact on pricing weather derivatives (Q2427817) (← links)
- Pricing portfolios of contracts on cumulative temperature with risk premium determination (Q3119631) (← links)
- An Extension of Spatial Dependence Models for Estimating Short-Term Temperature Portfolio Risk (Q4689975) (← links)