Now showing items 1-2 of 2
Stochastic modelling and pricing of energy related markets: With analysis of the weather and shipping markets
(Doctoral thesis / Doktoravhandling, 2013)
(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. ...