Analyzing rainfall patterns and pricing rainfall insurance using copula
نویسندگان
چکیده
منابع مشابه
Bivariate Rainfall and Runoff Analysis Using Entropy and Copula Theories
Multivariate hydrologic frequency analysis has been widely studied using: (1) commonly known joint distributions or copula functions with the assumption of univariate variables being independently identically distributed (I.I.D.) random variables; or (2) directly applying the entropy theory-based framework. However, for the I.I.D. univariate random variable assumption, the univariate variable m...
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Rainfall and temperature are important climatic inputs for agricultural production, especially in the context of climate change. However, accurate analysis and simulation of the joint distribution of rainfall and temperature are difficult due to possible interdependence between them. As one possible approach to this problem, five families of copula models are employed to model the interdependen...
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ژورنال
عنوان ژورنال: Journal of the Korean Data and Information Science Society
سال: 2013
ISSN: 1598-9402
DOI: 10.7465/jkdi.2013.24.3.603