Hedging of crop harvest with derivatives on temperature
type: Item
instance of: scholarly article
title: Hedging of crop harvest with derivatives on temperature
zbMATH Open document ID: 1419.91367
author: Donatien Hainaut
published in: Insurance Mathematics \& Economics
publication date: 2019-01-15T00:00:00Z
full work available at URL: view
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 86A10
zbMATH DE Number: 7001794
zbMATH Keywords: weather derivatives
zbMATH Keywords: crop insurance
zbMATH Keywords: Gaussian fields
zbMATH Keywords: dynamic hedging
zbMATH Keywords: weather derivatives crop
zbMATH Keywords: insurance Gaussian fields
zbMATH Keywords: dynamic hedging climate risk
MaRDI profile type: Publication
OpenAlex ID: W2827747071
cites work: On modelling and pricing weather derivatives
cites work: On arbitrage‐free pricing of weather derivatives based on fractional Brownian motion
cites work: Stochastic Modelling of Temperature Variations with a View Towards Weather Derivatives
cites work: Q4086303
cites work: Q4002884
cites work: A private management strategy for the crop yield insurer: a theoretical approach and tests
cites work: Modelling the Temperature Time‐dependent Speed of Mean Reversion in the Context of Weather Derivatives Pricing
DOI: 10.1016/J.INSMATHECO.2018.09.011
description: scientific article; zbMATH DE number 7001794