SPATIAL DEPENDENCE AND AGGREGATION IN WEATHER RISK HEDGING: A LÉVY SUBORDINATED HIERARCHICAL ARCHIMEDEAN COPULAS (LSHAC) APPROACH (Q4562955)
From MaRDI portal
scientific article; zbMATH DE number 6881265
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SPATIAL DEPENDENCE AND AGGREGATION IN WEATHER RISK HEDGING: A LÉVY SUBORDINATED HIERARCHICAL ARCHIMEDEAN COPULAS (LSHAC) APPROACH |
scientific article; zbMATH DE number 6881265 |
Statements
SPATIAL DEPENDENCE AND AGGREGATION IN WEATHER RISK HEDGING: A LÉVY SUBORDINATED HIERARCHICAL ARCHIMEDEAN COPULAS (LSHAC) APPROACH (English)
0 references
6 June 2018
0 references
systemic weather risk
0 references
hedging strategies
0 references
hierarchical Archimedean copulas
0 references
Lévy subordinators
0 references
agricultural insurance
0 references
reinsurance
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
