Hedging of crop harvest with derivatives on temperature

DOI10.1016/j.insmatheco.2018.09.011zbMath1419.91367OpenAlexW2827747071MaRDI QIDQ1757616

Donatien Hainaut

Publication date: 15 January 2019

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://dial.uclouvain.be/pr/boreal/fr/object/boreal%3A199006/datastream/PDF_01/view

zbMATH Keywords

Gaussian fieldsdynamic hedgingweather derivativescrop insurancedynamic hedging climate riskinsurance Gaussian fieldsweather derivatives crop

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Meteorology and atmospheric physics (86A10)

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Cites Work

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