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Modeling and Forecasting CAT and HDD Indices for Weather Derivative Pricing - MaRDI portal

Modeling and Forecasting CAT and HDD Indices for Weather Derivative Pricing (Q3405741)

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scientific article
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English
Modeling and Forecasting CAT and HDD Indices for Weather Derivative Pricing
scientific article

    Statements

    title
    Modeling and Forecasting CAT and HDD Indices for Weather Derivative Pricing (English)
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    publication date
    11 February 2010
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    zbMATH Keywords
    weather derivatives
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    pricing
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    forecasting
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    wavelet networks
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    62P12
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    62M45
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    65T60
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    62P05
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    91B24
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    zbMATH DE Number
    5668777
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    OpenAlex ID
    W2152872427
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