Managing Meteorological Risk through Expected Shortfall
This paper focuses on weather derivatives as efficient risk management instruments and proposes a more advanced approach for their pricing. An “hybrid” contract is introduced, combining insurance properties, specifically tailored for the region under study and introducing Value-at-Risk (VaR) and Exp...
Shranjeno v:
| Principais autores: | , , , |
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| Format: | Artigo |
| Jezik: | Inglês |
| Izdano: |
MDPI AG
2020-11-01
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| Serija: | Risks |
| Teme: | |
| Online dostop: | https://www.mdpi.com/2227-9091/8/4/118 |
| Oznake: |
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