Pages that link to "Item:Q5379124"
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The following pages link to Weather Derivative Risk Measures for Extreme Events (Q5379124):
Displaying 5 items.
- A Bayesian hierarchical model for spatial extremes with multiple durations (Q1659481) (← links)
- Empirical tail risk management with model-based annealing random search (Q2700078) (← links)
- SPATIAL DEPENDENCE AND AGGREGATION IN WEATHER RISK HEDGING: A LÉVY SUBORDINATED HIERARCHICAL ARCHIMEDEAN COPULAS (LSHAC) APPROACH (Q4562955) (← links)
- An Extension of Spatial Dependence Models for Estimating Short-Term Temperature Portfolio Risk (Q4689975) (← links)
- The Impact of Spatial Interpolation Techniques on Spatial Basis Risk for Weather Insurance: An Application to Forage Crops (Q5241942) (← links)
