Modelling Temperature Using CARMA Processes with Stochastic Speed of Mean Reversion for Temperature Insurance Pricing (Q6200564)
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scientific article; zbMATH DE number 7811511
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling Temperature Using CARMA Processes with Stochastic Speed of Mean Reversion for Temperature Insurance Pricing |
scientific article; zbMATH DE number 7811511 |
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Modelling Temperature Using CARMA Processes with Stochastic Speed of Mean Reversion for Temperature Insurance Pricing (English)
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1 March 2024
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stochastic process
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continuous autoregressive moving average processes
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mean reversion
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temperature model
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temperature insurance
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