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Hedging of crop harvest with derivatives on temperature

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  • Hainaut, Donatien

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  • Hainaut, Donatien, 2019. "Hedging of crop harvest with derivatives on temperature," LIDAM Reprints ISBA 2019003, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvar:2019003
    Note: In : Insurance: Mathematics and Economics, vol. 84, p. 98-114 (2019)
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    Cited by:

    1. Li, Hong & Porth, Lysa & Tan, Ken Seng & Zhu, Wenjun, 2021. "Improved index insurance design and yield estimation using a dynamic factor forecasting approach," Insurance: Mathematics and Economics, Elsevier, vol. 96(C), pages 208-221.
    2. Fan, Qi & Tan, Ken Seng & Zhang, Jinggong, 2023. "Empirical tail risk management with model-based annealing random search," Insurance: Mathematics and Economics, Elsevier, vol. 110(C), pages 106-124.
    3. Zhuoxin Liu & Laijun Zhao & Chenchen Wang & Yong Yang & Jian Xue & Xin Bo & Deqiang Li & Dengguo Liu, 2019. "An Actuarial Pricing Method for Air Quality Index Options," IJERPH, MDPI, vol. 16(24), pages 1-19, December.

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