Art&Wd

Alternative Risk Transfer and the Weather Market Shiva Pillai Rajesh Bangera Harish Narula

Contents of Presentation ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Background ,[object Object],[object Object],[object Object],[object Object]

Weather & Climate Forecasts ,[object Object],[object Object],[object Object],[object Object]

Industry Risk ,[object Object],[object Object],[object Object]

Agricultural Risk ,[object Object],[object Object],[object Object]

Should Companies Worry? ,[object Object],[object Object],[object Object],[object Object],[object Object]

What is ART? ,[object Object],[object Object]

The Weather Market - Growth. ,[object Object],[object Object],[object Object],[object Object],[object Object]

Weather-linked Securities ,[object Object],[object Object],[object Object],[object Object]

Securitisation ,[object Object],[object Object],[object Object],[object Object],[object Object]

Catastrophe Bonds ,[object Object],[object Object],[object Object],[object Object],[object Object]

Catastrophe Swaps ,[object Object],[object Object],[object Object],[object Object]

Weather Derivatives ,[object Object],[object Object],[object Object]

A Weather-linked Option ,[object Object],[object Object],[object Object],[object Object]

Pay-off Chart for the CDD Call Option

Pricing Methodologies ,[object Object],[object Object],[object Object]

Impact of Forecasts ,[object Object],[object Object],[object Object]

Impact of Forecast Accuracy ,[object Object],[object Object]

Using Forecast Verification Data ,[object Object],[object Object],[object Object],[object Object],[object Object]

Pay-off Chart: 38 deg C Call Option

Determining the Price of the 38 deg C Call Option ,[object Object],[object Object]

Historical Distribution of Outcomes

Evaluating the 38 deg C Call Option (Part 1) ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Evaluating the 38 deg C Call Option (Part 2) ,[object Object],[object Object],[object Object]

Ensemble Forecasting ,[object Object],[object Object],[object Object],[object Object]

Some Important Issues ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Concluding Remarks ,[object Object],[object Object],[object Object]

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