Sind „ineffektive“ Wetterderivate effiziente Risikomanagementinstrumente?
| dc.contributor.author | Mußhoff, Oliver | |
| dc.contributor.author | Hirschauer, Norbert | |
| dc.contributor.editor | Müller, Rolf A. E. | |
| dc.contributor.editor | Sundermeier, Hans-H. | |
| dc.contributor.editor | Theuvsen, Ludwig | |
| dc.contributor.editor | Schütze, Stephanie | |
| dc.contributor.editor | Morgenstern, Marlies | |
| dc.date.accessioned | 2019-05-06T11:33:21Z | |
| dc.date.available | 2019-05-06T11:33:21Z | |
| dc.date.issued | 2008 | |
| dc.description.abstract | We describe a risk programming model that can be used to determine farmers’ willingness-to-pay for weather derivatives. Applying it to a Brandenburg farm reveals that even a highly standardized contract based on accumulated rainfall generates a relevant willingness-to-pay. We find that an underwriter could even add a loading (on the actuarially fair price) which exceeds the level of traditional insurances. Since transaction costs are low compared to insurances, this indicates a relevant trading potential. | de |
| dc.identifier.isbn | 978-3-88579-219-2 | |
| dc.identifier.pissn | 1617-5468 | |
| dc.identifier.uri | https://dl.gi.de/handle/20.500.12116/22298 | |
| dc.language.iso | de | |
| dc.publisher | Gesellschaft für Informatik e. V. | |
| dc.relation.ispartof | Unternehmens-IT: Führungsinstrument oder Verwaltungsbürde? Referate der 28. GIL Jahrestagung | |
| dc.relation.ispartofseries | Lecture Notes in Informatics (LNI) - Proceedings, Volume P-125 | |
| dc.title | Sind „ineffektive“ Wetterderivate effiziente Risikomanagementinstrumente? | de |
| dc.type | Text/Conference Paper | |
| gi.citation.endPage | 108 | |
| gi.citation.publisherPlace | Bonn | |
| gi.citation.startPage | 105 | |
| gi.conference.date | 10.-11. März 2008 | |
| gi.conference.location | Kiel | |
| gi.conference.sessiontitle | Regular Research Papers |
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