Impact of Climate Change on Heat Wave Risk
AbstractWe study a new risk measure inspired from risk theory with a heat wave risk analysis motivation. We show that this risk measure and its sensitivities can be computed in practice for relevant temperature stochastic processes. This is in particular useful for measuring the potential impact of climate change on heat wave risk. Numerical illustrations are given.
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Biard, R.; Blanchet-Scalliet, C.; Eyraud-Loisel, A.; Loisel, S. Impact of Climate Change on Heat Wave Risk. Risks 2013, 1, 176-191.
Biard R, Blanchet-Scalliet C, Eyraud-Loisel A, Loisel S. Impact of Climate Change on Heat Wave Risk. Risks. 2013; 1(3):176-191.Chicago/Turabian Style
Biard, Romain; Blanchet-Scalliet, Christophette; Eyraud-Loisel, Anne; Loisel, Stéphane. 2013. "Impact of Climate Change on Heat Wave Risk." Risks 1, no. 3: 176-191.