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  • Pricing Weather Derivatives for Extreme Events
    Pricing Weather Derivatives for Extreme Events Presented at August 2011 Actuarial Research Conference. Provides examples of how to model extremes in weather utilizing Monte Carlo simulations ...

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    • Authors: Robert J Erhardt
    • Date: Aug 2011
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Finance & Investments>Derivatives
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