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.
- Sprache
-
Englisch
- Erschienen in
-
Journal: Risks ; ISSN: 2227-9091 ; Volume: 1 ; Year: 2013 ; Issue: 3 ; Pages: 176-191 ; Basel: MDPI
- Klassifikation
-
Wirtschaft
- Thema
-
climate change
risk measure
heat wave risk
temperature modeling
Ornstein-Uhlenbeck process
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Biard, Romain
Blanchet-Scalliet, Christophette
Eyraud-Loisel, Anne
Loisel, Stéphane
- Ereignis
-
Veröffentlichung
- (wer)
-
MDPI
- (wo)
-
Basel
- (wann)
-
2013
- DOI
-
doi:10.3390/risks1030176
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Artikel
Beteiligte
- Biard, Romain
- Blanchet-Scalliet, Christophette
- Eyraud-Loisel, Anne
- Loisel, Stéphane
- MDPI
Entstanden
- 2013
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