Browsing Matematisk institutt by Author "Taib, Che Mohd Imran Che"
Taib, Che Mohd Imran Che; Benth, Fred Espen (Research report / Forskningsrapport, 2011)The aim of this paper is to study pricing of weather insurance contracts based on temperature indices. Three different pricing methods are analysed: the classical burn approach, index modelling and temperature modelling. ...
Stochastic modelling and pricing of energy related markets: With analysis of the weather and shipping markets Taib, Che Mohd Imran Che (Doctoral thesis / Doktoravhandling, 2013)