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Sind „ineffektive“ Wetterderivate effiziente Risikomanagementinstrumente?

dc.contributor.authorMußhoff, Oliver
dc.contributor.authorHirschauer, Norbert
dc.contributor.editorMüller, Rolf A. E.
dc.contributor.editorSundermeier, Hans-H.
dc.contributor.editorTheuvsen, Ludwig
dc.contributor.editorSchütze, Stephanie
dc.contributor.editorMorgenstern, Marlies
dc.date.accessioned2019-05-06T11:33:21Z
dc.date.available2019-05-06T11:33:21Z
dc.date.issued2008
dc.description.abstractWe 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.isbn978-3-88579-219-2
dc.identifier.pissn1617-5468
dc.identifier.urihttps://dl.gi.de/handle/20.500.12116/22298
dc.language.isode
dc.publisherGesellschaft für Informatik e. V.
dc.relation.ispartofUnternehmens-IT: Führungsinstrument oder Verwaltungsbürde? Referate der 28. GIL Jahrestagung
dc.relation.ispartofseriesLecture Notes in Informatics (LNI) - Proceedings, Volume P-125
dc.titleSind „ineffektive“ Wetterderivate effiziente Risikomanagementinstrumente?de
dc.typeText/Conference Paper
gi.citation.endPage108
gi.citation.publisherPlaceBonn
gi.citation.startPage105
gi.conference.date10.-11. März 2008
gi.conference.locationKiel
gi.conference.sessiontitleRegular Research Papers

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