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Modelling El Nino dynamics, with application to pricing ENSO-Based index insurance for Pero
Conference paper

Modelling El Nino dynamics, with application to pricing ENSO-Based index insurance for Pero

Y.L. Huang
The 13th International Congress on Insurance: Mathematics and Economics The 13th International Congress on Insurance: Mathematics and Economics
2009

Abstract

ARFIMA-FIGARCH modelClimate variability;El Niño;Index insurance
The recent innovation of insurance has explored to use climate indices as proxies to natural–disaster hazards, such as El Niño–Southern Oscillation (ENSO) index. As such weather-index insurance contract is developed as a risk transfer tool for the efficient transfer of catastrophic weather risks, accurate assessment of weather loss distribution or a tractable statistical model of the climate index is necessary for the support of actuarial rating of the contract’s premiums.

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