Modelling Temperature Using CARMA Processes with Stochastic Speed of Mean Reversion for Temperature Insurance Pricing (Q6200564): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 07:14, 10 July 2024
scientific article; zbMATH DE number 7811511
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling Temperature Using CARMA Processes with Stochastic Speed of Mean Reversion for Temperature Insurance Pricing |
scientific article; zbMATH DE number 7811511 |
Statements
Modelling Temperature Using CARMA Processes with Stochastic Speed of Mean Reversion for Temperature Insurance Pricing (English)
0 references
1 March 2024
0 references
stochastic process
0 references
continuous autoregressive moving average processes
0 references
mean reversion
0 references
temperature model
0 references
temperature insurance
0 references
