Artikel
Impact of climate change on heat wave risk
We study a new risk measure inspired from risk theory with a heat wave risk analysis motivation. We show that this risk measure and its sensitivities can be computed in practice for relevant temperature stochastic processes. This is in particular useful for measuring the potential impact of climate change on heat wave risk. Numerical illustrations are given.
- Language
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Englisch
- Bibliographic citation
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Journal: Risks ; ISSN: 2227-9091 ; Volume: 1 ; Year: 2013 ; Issue: 3 ; Pages: 176-191 ; Basel: MDPI
- Classification
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Wirtschaft
- Subject
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climate change
risk measure
heat wave risk
temperature modeling
Ornstein-Uhlenbeck process
- Event
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Geistige Schöpfung
- (who)
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Biard, Romain
Blanchet-Scalliet, Christophette
Eyraud-Loisel, Anne
Loisel, Stéphane
- Event
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Veröffentlichung
- (who)
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MDPI
- (where)
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Basel
- (when)
-
2013
- DOI
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doi:10.3390/risks1030176
- Handle
- Last update
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10.03.2025, 11:42 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Artikel
Associated
- Biard, Romain
- Blanchet-Scalliet, Christophette
- Eyraud-Loisel, Anne
- Loisel, Stéphane
- MDPI
Time of origin
- 2013
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