A methodology for assessing basis risk

被引：0
|
作者：
Bugg, R. P.
Baxter, S. D.
Villegas, A. M.
Millossovich, P.
Cairns, A. J. G.
Rimmer, S.
Shaffer, D. A.
Lu, J.
Fitzgibbon, R. S.
Gaches, A. T.
Bajekal, M.
Sagoo, P. J. K.
Ashmore, M.
Jeffery, A. J.
机构：
来源：
BRITISH ACTUARIAL JOURNAL | 2015年 / 20卷 / 03期
关键词：
D O I：
10.1017/S1357321715000197
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：461 / 490
页数：30
相关论文
共 50 条
  • [31] A risk based methodology for assessing the efficacy and priorities for the control of various radiation sources
    Dornsife, WP
    Bhattacharyya, A
    HEALTH PHYSICS, 1998, 74 (02): : 190 - 215
  • [32] Overhead line ampacity forecasting and a methodology for assessing risk and line capacity utilization
    Alberdi, Rafael
    Fernandez, Elvira
    Albizu, Igor
    Terese Bedialauneta, Miren
    Fernandez, Roberto
    INTERNATIONAL JOURNAL OF ELECTRICAL POWER & ENERGY SYSTEMS, 2021, 133
  • [33] Evacuation paths in historic city centres: A holistic methodology for assessing their seismic risk
    Quagliarini, Enrico
    Bernardini, Gabriele
    Santarelli, Silvia
    Lucesoli, Michele
    INTERNATIONAL JOURNAL OF DISASTER RISK REDUCTION, 2018, 31 : 698 - 710
  • [34] A methodology for assessing underground coal mines for high safety-related risk
    Kinilakodi, Harisha
    Grayson, R. Larry
    SAFETY SCIENCE, 2011, 49 (06) : 906 - 911
  • [35] A benchmarking-scoring methodology for assessing the water risk disclosures of water utilities
    Tsalis, Thomas A.
    Nikolaou, Ioannis E.
    Tsagarakis, Konstantinos P.
    ENVIRONMENT DEVELOPMENT AND SUSTAINABILITY, 2020, 22 (07) : 6473 - 6493
  • [36] Assessing sarcopenic prevalence and risk factors in residential aged care: methodology and feasibility
    Henwood, Timothy R.
    Keogh, Justin W.
    Reid, Natasha
    Jordan, Will
    Senior, Hugh E.
    JOURNAL OF CACHEXIA SARCOPENIA AND MUSCLE, 2014, 5 (03) : 229 - 236
  • [37] A methodology for assessing model risk and its application to the implied volatility function model
    Hull, J
    Suo, WL
    JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 2002, 37 (02) : 297 - 318
  • [38] METHODOLOGY OF ASSESSING RISK OF A CLIENT USING BANK'S SERVICES FOR MONEY LAUNDERING
    Khudokormova, M. I.
    ACTUAL PROBLEMS OF ECONOMICS, 2012, (132): : 283 - 289
  • [39] An improved methodology for assessing risk in aircraft operations at airports, applied to runway overruns
    Kirkland, IDL
    Caves, RE
    Humphreys, IM
    Pitfield, DE
    SAFETY SCIENCE, 2004, 42 (10) : 891 - 905
  • [40] A spatially-evaluated methodology for assessing risk to a population from contaminated land
    Gay, J. Rebecca
    Korre, Anna
    ENVIRONMENTAL POLLUTION, 2006, 142 (02) : 227 - 234
12345