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Filtered Historical SimulationValue at Risk for Options : A Dimension Reduction Approach to Model the VolatilitySurface Shifts

, 2019
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The impact of real options on willingness to pay for mortality risk reductions

Journal of Health Economics, 2009
Public investments are dynamic in nature, and decision making must account for the uncertainty, irreversibility and potential for future learning. In this paper we adapt the theory for investment under uncertainty for a public referendum setting and perform the first empirical test to show that estimates of the value of a statistical life (VSL) from ...
Niclas A, Krüger, Mikael, Svensson
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RISK REDUCTION IN CORN PRODUCTION WITH WEATHER PUT OPTION

2012
Since the late 1990s scientists have discussed the use of weather derivatives to hedge weather conditioned yield volatility in the agricultural sector. The hedging efficiency is depending on the contract design (Weather-Index, Strike-Level, Tick-Size).
Markovic, Todor, Martinovska-Stojcheska, Aleksandra, Ivanovic, Sanjin   +2 more
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Reduction of Interim Risk Through Options: An Analysis of Maximum Drawdown

SSRN Electronic Journal, 2012
Traditional risk measures such as standard deviation and CVaR are properties of the distribution of returns over a specified investment horizon. Because such fixed holding period analysis is relatively easy, and because derivative contracts are fixed-term products, the analysis of derivative strategies is normally conducted for a fixed horizon ...
Anthony Seymour, Florence Chikurunhe, Emlyn James Flint   +2 more
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Predictors of BRCA-positive parents' disclosure of cancer risk and risk reduction options to offspring.

Journal of Clinical Oncology, 2010
6074 Background: Many BRCA mutation carriers (BRCA+) report discussing their genetic test results with offspring < 25 YO.
L. J. Patrick-Miller, B. Egleston, O. I. Olopade, M. B. Daly, C. Daugherty, C. B. Sands, H. Schmidheiser, C. Gulden, K. Pawlowski, A. R. Bradbury   +9 more
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Real Options and Reduction of Basic Risk of Index‐Based Climate Agricultural Insurance

Applied Economic Perspectives and Policy, 2020
AbstractThis article is a discussion of the concept of index‐based agricultural insurance and the possible role of real options to reduce the basic risk. Indeed, to address the consequences of variability of weather within climate, experiments based on indexed agricultural insurance have been implemented in recent years.
Le Fur, Eric, Outreville, Jean-Francois
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