Climate risk management: The case of forecasting tropical cyclones

Climate risk management: The case of forecasting tropical cyclones

Global warming has induced an increasing number of deadly tropical cyclones with a continuing trend. Developing high-functional climate risk management tools in forecasting, catastrophe modeling, pricing and hedging is thus crucial. By using transactional price changes of traded hurricane derivative...

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Bibliographic Details
Main Authors: CHANG, Carolyn W, CHANG, SK Jack, LIM, Kian Guan
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2010
Subjects:
Tropical cyclones
Climate risk management
Forecasting
Doubly-binomial Tree
Stochastic intensity arrival
Random time steps
Option pricing
Finance and Financial Management
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/5226
https://ink.library.smu.edu.sg/context/lkcsb_research/article/6225/viewcontent/SSRN_id1570625.pdf
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/lkcsb_research/5226
https://ink.library.smu.edu.sg/context/lkcsb_research/article/6225/viewcontent/SSRN_id1570625.pdf

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