Actuarial implications of structural changes in El Niño-Southern Oscillation Index dynamics
Shu-Ling Chen; Yu-Lieh Huang
| Year of publication: |
2014
|
|---|---|
| Authors: | Chen, Shu-Ling ; Huang, Yu-lieh |
| Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4952, ZDB-ID 2732467-9. - Vol. 9.2014, 2, p. 1-20
|
| Subject: | Actuarial rating | climate variability | El Niño | fractionally integrated GARCH | index insurance | structural change | Strukturwandel | Structural change | Versicherungsmathematik | Actuarial mathematics | Klimawandel | Climate change | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010489093