Modelling rain risk: a multi-order Markov chain model approach

Journal of Risk Finance

Volumn 13, Issue 1, 2011, Pages 45-60

  Stowasser, Markus ^a  

^a Allianz AG   (Germany)

Author keywords

Daily simulation; Derivative markets; Hedging; Precipitation; Rainfall; Risk analysis

Indexed keywords

EID: 85015374090     PISSN: 15265943     EISSN: 09657967     Source Type: Journal    
DOI: 10.1108/15265941211191930     Document Type: Article

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