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Weather Derivatives and Short-Period Rainfall Indices
Weather Derivatives and Short-Period Rainfall Indices Presentation discussing modeling of ... Rainfall Indices Presentation discussing modeling of daily and hourly rainfall, both occurrence and amount ...Description: Presentation discussing modeling of daily and hourly rainfall, both occurrence and amount. These distributions would be needed to price derivative or insurance contracts involving rainfall amounts.
Hide- Authors: Barry John Turner
- Date: Jan 2007
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Stochastic models