Spatial Dependence & Aggregation in Weather Risk Hedging : A Lévy Subordinated Hierarchical Archimedean Copulas (LSHAC) Approach
Year of publication: |
2019
|
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Authors: | Zhu, Wenjun |
Other Persons: | Tan, Ken Seng (contributor) ; Porth, Lysa (contributor) ; Wang, Chou‐Wen (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Hedging | Wetter | Weather | Risikomanagement | Risk management | Derivat | Derivative | Schätzung | Estimation | Räumliche Interaktion | Spatial interaction |
Extent: | 1 Online-Ressource (43 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Astin Bulletin, 48 (2), 779-815 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 6, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.2669114 [DOI] |
Classification: | C13 - Estimation ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C16 - Specific Distributions ; G17 - Financial Forecasting ; G22 - Insurance; Insurance Companies ; Q19 - Agriculture. Other ; Q14 - Agricultural Finance |
Source: | ECONIS - Online Catalogue of the ZBW |
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