Weather Derivative Valuation: The Meteorological, Statistical, Financial and Mathematical Foundations

By Juri Hinz. 2007

76 citations recorded by the source corpus.

Subfields: Earth-Surface Processes, Economics and Econometrics, Soil Science

View Paper: https://www.semanticscholar.org/paper/70f69ed7692e6720336b1224f1b5105b240b1831

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Pauline Barrieu
2. Harry Bensusan
3. G. Seidler
4. Caroline Hillairet
5. Claudia Ravanelli
6. Nicole El Karoui
7. Maximilian Wimmer
8. Stéphane Loisel

In Soil Science

1. G. Seidler
2. Maximilian Wimmer
3. Frank Schiller

Citations in the corpus

• Temperature models for pricing weather derivatives (2012, background): “Literature Review Generally, we can distinguish between three different approaches for the valuation of weather derivatives (Jewson and Brix, 2005): Burn Analysis.”
• Understanding, modelling and managing longevity risk: key issues and main challenges (2012, background): “Different authors have studied the impacts of different choices of probability measures on the pricing (Jewson and Brix (2005)) for the other types of financial contracts, such as weather derivatives.”