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Risk management against extremes in a changing environment: a risk‐layer approach using copulas

Author

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  • Lelys Bravo Guenni
  • Susan J. Simmons
  • Stefan Hochrainer‐Stigler
  • Georg Pflug

Abstract

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Suggested Citation

  • Lelys Bravo Guenni & Susan J. Simmons & Stefan Hochrainer‐Stigler & Georg Pflug, 2012. "Risk management against extremes in a changing environment: a risk‐layer approach using copulas," Environmetrics, John Wiley & Sons, Ltd., vol. 23(8), pages 663-672, December.
  • Handle: RePEc:wly:envmet:v:23:y:2012:i:8:p:663-672
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    Cited by:

    1. Wreford, Anita & Topp, Cairistiona F.E., 2020. "Impacts of climate change on livestock and possible adaptations: A case study of the United Kingdom," Agricultural Systems, Elsevier, vol. 178(C).
    2. Alexandre Mornet & Thomas Opitz & Michel Luzi & Stéphane Loisel, 2016. "Wind Storm Risk Management," Working Papers hal-01299692, HAL.
    3. Joanne Linnerooth-Bayer & Stefan Hochrainer-Stigler, 2015. "Financial instruments for disaster risk management and climate change adaptation," Climatic Change, Springer, vol. 133(1), pages 85-100, November.
    4. Stefan Hochrainer-Stigler & JoAnne Linnerooth-Bayer & Junko Mochizuki, 2019. "Flood Proofing Low-Income Houses in India: an Application of Climate-Sensitive Probabilistic Benefit-Cost Analysis," Economics of Disasters and Climate Change, Springer, vol. 3(1), pages 23-38, April.
    5. Alexandre Mornet & Thomas Opitz & Michel Luzi & Stéphane Loisel, 2015. "Index for predicting insurance claims from wind storms with an application in France," Post-Print hal-01081758, HAL.
    6. Alexandre Mornet & Thomas Opitz & Michel Luzi & Stéphane Loisel, 2015. "Index for Predicting Insurance Claims from Wind Storms with an Application in France," Risk Analysis, John Wiley & Sons, vol. 35(11), pages 2029-2056, November.
    7. Alexandre Mornet & Thomas Opitz & Michel Luzi & Stéphane Loisel, 2014. "Construction of an Index that links Wind Speeds and Strong Claim Rate of Insurers after a Storm in France," Working Papers hal-01081758, HAL.

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