Pricing Rainfall Derivatives by Genetic Programming: A Case Study

Diana Barro (), Francesca Parpinel () and Claudio Pizzi ()
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Diana Barro: Ca’ Foscari University of Venice, Department of Economics
Francesca Parpinel: Ca’ Foscari University of Venice, Department of Economics
Claudio Pizzi: Ca’ Foscari University of Venice, Department of Economics

A chapter in Mathematical and Statistical Methods for Actuarial Sciences and Finance, 2022, pp 64-69 from Springer

Abstract: Abstract In this contribution we consider a genetic programming approach to price rainfall derivatives and we test it on a case study based on data collected from a meteorological station in a city in the northeast region of Friuli Venezia Giulia (Italy), characterized by a fairly abundant rainfall.

Keywords: Genetic programming; Rainfall derivatives (search for similar items in EconPapers)
Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-030-99638-3_11

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DOI: 10.1007/978-3-030-99638-3_11

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