SPATIAL DEPENDENCE AND AGGREGATION IN WEATHER RISK HEDGING: A LÉVY SUBORDINATED HIERARCHICAL ARCHIMEDEAN COPULAS (LSHAC) APPROACH (Q4562955)
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scientific article; zbMATH DE number 6881265
Language | Label | Description | Also known as |
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English | SPATIAL DEPENDENCE AND AGGREGATION IN WEATHER RISK HEDGING: A LÉVY SUBORDINATED HIERARCHICAL ARCHIMEDEAN COPULAS (LSHAC) APPROACH |
scientific article; zbMATH DE number 6881265 |
Statements
SPATIAL DEPENDENCE AND AGGREGATION IN WEATHER RISK HEDGING: A LÉVY SUBORDINATED HIERARCHICAL ARCHIMEDEAN COPULAS (LSHAC) APPROACH (English)
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6 June 2018
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systemic weather risk
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hedging strategies
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hierarchical Archimedean copulas
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Lévy subordinators
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agricultural insurance
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reinsurance
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