Literature Survey: Weather and Disaster Derivatives

Literature Survey: Weather and Disaster Derivatives

The aim of this study is to first give an overview of weather and catastrophe derivatives traded on the financial markets. The second part of this project will provide a detailed description of the models that can be used to assess these financial products and that are currently being discussed in the literature, with a particular focus on those assessment models already in use/place. If feasible, we will analyse potential conclusions of weather derivatives prices for forecasts on climate change and thus climate policy. We will derive the corresponding conclusions.

Project members

Jesper Riedler

Jesper Riedler

Coordinator
Advanced Researcher

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Contact

Advanced Researcher, Dr. Jesper Riedler
Telefon +49 (0)621 1235-311