Global Warming, Extreme Weather Events, and Forecasting Tropical Cyclones: A Market-based Forward-looking Approach

DOI10.2143/AST.42.1.2160713zbMath1277.91143OpenAlexW1890718412MaRDI QIDQ2866001

Jack S. K. Chang, Carolyn W. Chang, Kian-Guan Lim

Publication date: 12 December 2013

Full work available at URL: https://econpapers.repec.org/RePEc:cup:astinb:v:42:y:2012:i:01:p:77-101_00

zbMATH Keywords

calibrationglobal warmingdoubly-binomial tree with stochastic arrival intensityextreme weather eventsmarket-based hurricane forecasting

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics to environmental and related topics (62P12) Derivative securities (option pricing, hedging, etc.) (91G20) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Related Items (1)

Incorporating Climate Change Projections into Risk Measures of Index-Based Insurance

This page was built for publication: Global Warming, Extreme Weather Events, and Forecasting Tropical Cyclones: A Market-based Forward-looking Approach