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    author
    Carolyn W. Chang
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    Jack S. K. Chang
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    Kian-Guan Lim
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    publication date
    12 December 2013
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    Mathematics Subject Classification ID
    91B76
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    62P05
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    62P12
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    91B74
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    91G20
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    zbMATH DE Number
    6237798
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    zbMATH Keywords
    global warming
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    extreme weather events
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    market-based hurricane forecasting
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    calibration
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    doubly-binomial tree with stochastic arrival intensity
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