Climate risks and weather derivatives : a copula-based pricing model
Year of publication: |
2021
|
---|---|
Authors: | Bressan, Giacomo Maria ; Romagnoli, Silvia |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 54.2021, p. 1-19
|
Subject: | Climate change | Climate finance | Climate risk | Copula functions | Financial stability | Weather derivatives | Klimawandel | Wetter | Weather | Derivat | Derivative | Multivariate Verteilung | Multivariate distribution | Risiko | Risk | Elementarschadenversicherung | Natural disaster insurance | Welt | World | Stochastischer Prozess | Stochastic process | Risikomanagement | Risk management |
-
Hedging of crop harvest with derivatives on temperature
Hainaut, Donatien, (2019)
-
Weather derivatives for managing weather and climate risk in agriculture
Gyamerah, Samuel Asante, (2020)
-
Parametric heat wave insurance
Larsson, Karl, (2023)
- More ...
-
A copula-based hierarchical hybrid loss distribution
Bernardi, Enrico, (2015)
-
A lattice model with incomplete information: A credit risk application
Cherubini, Umberto, (2008)
-
Marzo, Massimiliano, (2008)
- More ...