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

DOI10.1080/10920277.2019.1690525zbMath1461.91248OpenAlexW3003539770MaRDI QIDQ4987082

Zhuoli Jin, Robert J. Erhardt

Publication date: 28 April 2021

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10339/90745

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites Work

• Unnamed Item
• Global Warming, Extreme Weather Events, and Forecasting Tropical Cyclones: A Market-based Forward-looking Approach
• On modelling and pricing weather derivatives
• An Extension of Spatial Dependence Models for Estimating Short-Term Temperature Portfolio Risk
• Modeling Waves of Extreme Temperature: The Changing Tails of Four Cities
• Weather Forecasting for Weather Derivatives
• Mid‐twenty‐first‐century projected trends in North American heating and cooling degree days

This page was built for publication: Incorporating Climate Change Projections into Risk Measures of Index-Based Insurance