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On Modelling and Pricing Rainfall Derivatives with Seasonality - MaRDI portal

On Modelling and Pricing Rainfall Derivatives with Seasonality (Q3004476)

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On Modelling and Pricing Rainfall Derivatives with Seasonality
scientific article

    Statements

    title
    On Modelling and Pricing Rainfall Derivatives with Seasonality (English)
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    author
    Gunther Leobacher
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    Philip Ngare
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    publication date
    3 June 2011
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    Mathematics Subject Classification ID
    91G20
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    91G60
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    49L20
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    60J20
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    65C05
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    zbMATH DE Number
    5903439
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    zbMATH Keywords
    rainfall derivatives
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    seasonality
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    discrete time Markov control process
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    utility indifference pricing
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    Monte Carlo methods
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    OpenAlex ID
    W2084981412
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