Similar Search Results

Optimum hurricane futures hedge in a warming environment : a risk-return jump-diffusion approach

Chang, Carolyn C. W.; Chang, Jack S. K.; Wen, Min Ming - In: The journal of risk and insurance : the journal of the … 81 (2014) 1, pp. 199-217

Persistent link: https://www.econbiz.de/10010340225

Pricing hurricane bonds using a physically based option pricing approach

Chang, Carolyn C. W.; Chang, Jack S. K.; Yu, Min-Teh - In: North American actuarial journal : NAAJ ; leading the … 26 (2022) 1, pp. 27-42

Persistent link: https://www.econbiz.de/10013167036

Pricing options with physically based exercise and random maturity

Chang, Carolyn C. W.; Chang, Jack S. K.; Feng, Yalan - In: The journal of insurance issues : official journal of … 43 (2020) 1, pp. 59-78

Persistent link: https://www.econbiz.de/10012623434

Catastrophe bond spread and hurricane arrival frequency

Chang, Carolyn C. W.; Wang, Yu-Jen; Yu, Min-Teh - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012666101

Hurricane bond price dependency on underlying hurricane parameters

Chang, Carolyn C. W.; Feng, Yalan - In: Asia-Pacific journal of risk and insurance : APJRI 15 (2021) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10012437783

Climate Risk Management : The Case of Forecasting Tropical Cyclones

Chang, Carolyn W. - 2013

Global warming has induced an increasing number of deadly tropical cyclones with a continuing trend. Developing high-functional climate risk management tools in forecasting, catastrophe modeling, pricing and hedging is thus crucial. By using transactional price changes of traded hurricane...

Persistent link: https://www.econbiz.de/10013095006