Pricing Rainfall Derivatives by Genetic Programming: A Case Study

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@InProceedings{barro:2022:MSMASF,

• author = "Diana Barro and Francesca Parpinel and Claudio Pizzi",
• title = "Pricing Rainfall Derivatives by Genetic Programming: A Case Study",
• booktitle = "Mathematical and Statistical Methods for Actuarial Sciences and Finance",
• year = "2022",
• editor = "Marco Corazza and Cira Perna and Claudio Pizzi and Marilena Sibillo",
• pages = "64--69",
• publisher = "Springer",
• keywords = "genetic algorithms, genetic programming",
• isbn13 = "978-3-030-99638-3",
• URL = "http://link.springer.com/chapter/10.1007/978-3-030-99638-3_11",
• DOI = "doi:10.1007/978-3-030-99638-3_11",
• abstract = "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.",

}

Genetic Programming entries for Diana Barro Francesca Parpinel Claudio Pizzi

Citations