Stochastic Models for Pricing Weather Derivatives using Constant Risk Premium
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- Mitigating geographical basis risk of weather derivatives using spatial-temporal regime-switching temperature model
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- Pricing portfolios of contracts on cumulative temperature with risk premium determination
- Forecasting temperature indices density with time-varying long-memory models
- An extension of spatial dependence models for estimating short-term temperature portfolio risk
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- Weather derivative risk measures for extreme events
- Estimating Trends in Weather Series: Consequences for Pricing Derivatives
- Stochastic Modelling of Temperature Variations with a View Towards Weather Derivatives
- Temperature stochastic modeling and weather derivatives pricing: empirical study with Morrocan data
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