Stochastic Models for Pricing Weather Derivatives using Constant Risk Premium

DOI10.29252/jirss.17.2.4zbMath1412.62138OpenAlexW2865736706MaRDI QIDQ4623233

Ravishanker, Nalini, Jeffrey S. Pai

Publication date: 14 February 2019

Published in: Journal of the Iranian Statistical Society (Search for Journal in Brave)

Full work available at URL: http://jirss.irstat.ir/article-1-465-en.pdf

zbMATH Keywords

predictionARFIMA modeldaily temperatureburn analysis

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

This page was built for publication: Stochastic Models for Pricing Weather Derivatives using Constant Risk Premium