Weather derivatives risk measures for extreme events
Robert J. Erhardt and Richard L. Smith
| Year of publication: |
2014
|
|---|---|
| Authors: | Erhardt, Robert J. ; Smith, Richard L. |
| Published in: |
North American actuarial journal. - Philadelphia, Pa. : Taylor & Francis, ISSN 1092-0277, ZDB-ID 1380138-7. - Vol. 18.2014, 3, p. 379-393
|
| Subject: | Derivat | Derivative | Wetter | Weather | Risiko | Risk | Messung | Measurement | Risikomaß | Risk measure | Ausreißer | Outliers | Theorie | Theory | Katastrophe | Disaster | Elementarschadenversicherung | Natural disaster insurance | Portfolio-Management | Portfolio selection |
| Extent: | Ill., graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011338995