刊名:Physica A: Statistical Mechanics and its Applications
出版年:2017
出版时间:1 February 2017
年:2017
卷:467
期:Complete
页码:542-553
全文大小:705 K
卷排序:467
文摘
We propose a new insurance contract for a wind farm. We compute the price of the introduced insurance contract. The wind speed process is modeled as an indexed semi-Markov chain.