英文文献：The Value of Long-Term Climate Forecast Information in Weather Index Insurance-长期气候预报信息在天气指数保险中的价值
英文文献作者：Nadolnyak, Denis A.,Vedenov, Dmitry V.
英文文献摘要：
In the paper, preliminary results of the analysis of potential use of climate forecast information in designing rainfall index insurance in the southeastern region of the U.S. are reported. Joint distributions of bi-monthly rainfall and El Nino Southern Oscillation (ENSO) indexes are estimated using copula analysis of historical data. The risk reducing effectiveness of introducing premiums conditional on ENSO forecast is evaluated. The results indicate some dependence of the downward volatility of rainfall on the lagged ENSO (forecast) index, particularly in the coastal areas and in the late winter and spring.

本文报告了气候预报信息在美国东南地区设计降雨指数保险中的潜在应用分析的初步结果。利用对历史资料的copula分析，估计了双月降水和厄尔尼诺南涛动(ENSO)指数的联合分布。评估了引入以ENSO预测为条件的保费降低风险的有效性。结果表明，降雨的下降波动率与滞后的ENSO(预报)指数有一定的相关性，特别是在沿海地区和冬末和春末。