این سایت در حال حاضر پشتیبانی نمی شود و امکان دارد داده های نشریات بروز نباشند
International Journal of Industrial Engineering and Productional Research-، جلد ۲۹، شماره ۳، صفحات ۰-۰
عنوان فارسی
چکیده فارسی مقاله
کلیدواژه‌های فارسی مقاله
عنوان انگلیسی External process risk management for production and service industry using a framework for indemnity pricing
چکیده انگلیسی مقاله Abstract Production and services industries such as agriculture and tourism are exposed to many uncontrollable external risks e.g. weather-related risks. Current traditional insurance model which is based on assessing the damage after its occurrence is costly and not scalable. For weather-related risk, weather derivatives were introduced as an alternative. However the current common weather derivatives cannot capture the complexity of the relationship between the weather and the risk to investment. This paper presents a general framework for modeling this complex relationship by introducing indemnity functions with the external series (e.g. minimum temperature) as an input and indemnity as output. This framework allows for the indemnity to vary based on time and many relevant properties of the series. As an example the framework allows for higher indemnity for pistachio frost risk if the preceding period to a frost day is warmer than usual. We apply the methods developed in this paper to pistachio production's weather risk in Kerman Province of Iran.
کلیدواژه‌های انگلیسی مقاله
نویسندگان مقاله | Yahia Zare Mehrjerdi
Professor


| Alireza Hosseini
Student


| Mohammad Hossein Abooei
Assistant Professor
نشانی اینترنتی http://ijiepr.iust.ac.ir/browse.php?a_code=A-10-137-41&slc_lang=en&sid=1
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زبان مقاله منتشر شده en
موضوعات مقاله منتشر شده مدیریت ریسک و ایمنی
نوع مقاله منتشر شده پژوهشی
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