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Handling weather related risks through the financial markets : considerations of credit risk, basis risk, and hedging

Golden, Linda L.; Wang, Mulong; Yang, Chuanhou - In: The journal of risk and insurance : the journal of the … 74 (2007) 2, pp. 319-346

Persistent link: https://www.econbiz.de/10003483845

Basis risk and hedging efficiency of weather derivatives

Yang, Charles C.; Brockett, Patrick L.; Wen, Min Ming - In: Journal of risk finance : the convergence of financial … 10 (2009) 5, pp. 517-536

Persistent link: https://www.econbiz.de/10009523704

Optimal enterprise risk management and decision making with shared and dependent risks

Ai, Jing; Brockett, Patrick L.; Wang, Tianyang - In: The journal of risk and insurance : the journal of the … 84 (2017) 4, pp. 1127-1169

Persistent link: https://www.econbiz.de/10011790005

Was the U.S. life insurance industry in danger of systemic risk by using derivative hedging prior to the 2008 financial crisis?

Baranoff, Etti G.; Brockett, Patrick L.; Sager, Thomas W.; … - In: Quantitative finance and economics 3 (2019) 1, pp. 145-164

Persistent link: https://www.econbiz.de/10012176449

Optimal Enterprise Risk Management and Decision Making with Shared and Dependent Risks

Ai, Jing; Brockett, Patrick L.; Wang, Tianyang - 2013

Dynamic enterprise risk management (ERM) entails holistic decision-making for critical corporate functions such as capital budgeting and risk management. The interplay across business divisions, however, is complicated due to their natural interactions through the shared and dependent risk...

Persistent link: https://www.econbiz.de/10014151897