Financial Hedging the Risk of Hurricanes

Yuepeng Cui; Bradley Ewing; Daan Liang

doi:10.1515/jbvela-2015-0009

Financial Hedging the Risk of Hurricanes

Yuepeng Cui, Bradley Ewing, Daan Liang

Research output: Contribution to journal › Article › peer-review

Abstract

Each year, hurricanes cause massive amounts of damage around the world. The losses caused by hurricane exceed insurance company's capacity. This paper focused on analyzing the current financial product in the market which could help transfer the hurricane risk. At the last, the author proposed to develop Hurricane Resiliency Index, it could serve as a key basis to measure the capacity of a community to withstand, respond to, and recover from hurricanes.

Original language	English
Pages (from-to)	37-43
Number of pages	7
Journal	Journal of Business Valuation and Economic Loss Analysis
Volume	11
Issue number	1
DOIs	https://doi.org/10.1515/jbvela-2015-0009
State	Published - Jun 1 2016

Keywords

hedge risk
hurricane Risk
hurricane futures and options
hurricane resiliency index

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10.1515/jbvela-2015-0009

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