Rainfall Intensity and Frequency Explain Production Basis Risk in Cumulative Rain Index Insurance

Synthesis of rainfall intensity-frequency regime of iran

high volatility, thick tails and extreme value theory in value at risk estimation: the case of liability insurance in iran insurance company

در این بررسی ابتدا به بررسی ماهیت توزیع خسارات پرداخته میشود و از روش نظریه مقادیر نهایی برای بدست آوردن برآورد ارزش در معرض خطر برای خسارات روزانه بیمه مسئولیت شرکت بیمه ایران استفاده میشود. سپس کارایی نظریه مقدار نهایی در برآورد ارزش در معرض خطر با کارایی سایر روشهای واریانس ، کواریانس و روش شبیه سازی تاریخی مورد مقایسه قرار میگیرد. نتایج این بررسی نشان میدهند که توزیع ،garch شناخته شده مدل...

Dam rain and cumulative gain

We consider a financial contract that delivers a single cash flow given by the terminal value of a cumulative gains process. The problem of modelling such an asset and associated derivatives is important, for example, in the determination of optimal insurance claims reserve policies, and in the pricing of reinsurance contracts. In the insurance setting, aggregate claims play the role of cumulat...

Soil loss and runoff generation in rangeland, rain-fed and abandoned rain-fed agriculture land-uses under simulated rainfall

Soil erosion is a global challenge, seriously threatening soil and water resources andenvironmental qualities. One of the important factors to consider in the process of runoffgeneration and soil erosion is the physical and chemical properties of soils under differentland-uses. The aim of this study is to estimate soil erosion and runoff in rangeland, rain-fedand abandoned rain-fed agriculture ...

Rainfall Intensity Estimation by Ground-Based Dual-Frequency Microwave Radiometers

Many investigators have used satellite data to derive rainfall intensity and to compare them with rain gauge data. However, there has always been a problem: what is the optimal time period for the two different types of data? A set of well-controlled data collected by ground-based dual-frequency microwave radiometers at the National Central University (24.98N, 121.18E) in Taiwan between January...