Weather Derivatives and Weather Insurance: Concept, Application, and AnalysisSource: Bulletin of the American Meteorological Society:;2000:;volume( 081 ):;issue: 009::page 2075Author:Zeng, Lixin
DOI: 10.1175/1520-0477(2000)081<2075:WDAWIC>2.3.CO;2Publisher: American Meteorological Society
Abstract: The concept and applications of weather derivatives and weather insurance are introduced. Proper analysis of these financial instruments requires both statistical knowledge and thorough understanding of the physical weather and climate process. A simple but practical analysis approach is developed based on historical data and seasonal forecast. It is then applied to a single and a portfolio of weather derivative contracts. Business implications of the results from the analysis are discussed.
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| contributor author | Zeng, Lixin | |
| date accessioned | 2017-06-09T14:42:47Z | |
| date available | 2017-06-09T14:42:47Z | |
| date copyright | 2000/09/01 | |
| date issued | 2000 | |
| identifier issn | 0003-0007 | |
| identifier other | ams-25007.pdf | |
| identifier uri | http://onlinelibrary.yabesh.ir/handle/yetl/4161743 | |
| description abstract | The concept and applications of weather derivatives and weather insurance are introduced. Proper analysis of these financial instruments requires both statistical knowledge and thorough understanding of the physical weather and climate process. A simple but practical analysis approach is developed based on historical data and seasonal forecast. It is then applied to a single and a portfolio of weather derivative contracts. Business implications of the results from the analysis are discussed. | |
| publisher | American Meteorological Society | |
| title | Weather Derivatives and Weather Insurance: Concept, Application, and Analysis | |
| type | Journal Paper | |
| journal volume | 81 | |
| journal issue | 9 | |
| journal title | Bulletin of the American Meteorological Society | |
| identifier doi | 10.1175/1520-0477(2000)081<2075:WDAWIC>2.3.CO;2 | |
| journal fristpage | 2075 | |
| journal lastpage | 2082 | |
| tree | Bulletin of the American Meteorological Society:;2000:;volume( 081 ):;issue: 009 | |
| contenttype | Fulltext |