Stephen Jewson

发表

Decide Now or Wait for the Next Forecast? A Decision Framework Based on an Extension of the Cost-Loss Model

Sebastian Scher, Gabriele Messori, Stephen Jewson, 2020 .

A new parametric model for the assessment and calibration of medium‐range ensemble temperature forecasts

Christine Ziehmann, Anders Brix, Stephen Jewson, 2004 .

Closed Form Expressions for the Uncertainty from Linear Detrending, and the Pricing of Weather Derivatives

Jeremy Penzer, Stephen Jewson, Jeremy Penzer, 2004 .

Weather Derivative Valuation: Greeks for normally distributed indices

Christine Ziehmann, Anders Brix, Stephen Jewson, 2005 .

Weather Derivative Pricing and the Detrending of Meteorological Data: Three Alternative Representations of Damped Linear Detrending

Jeremy Penzer, Stephen Jewson, Jeremy Penzer, 2005 .

Improving the Potential Accuracy and Usability of EURO-CORDEX Estimates of Future Rainfall Climate using Mean Squared Error Model Averaging

Paola Mercogliano, Jaroslav Mysiak, Maximiliano Sassi, 2021 .

Presenting Climate Projection Ensembles as Mean and Reasonable Worst Case, with Application to EURO-CORDEX Precipitation

Paola Mercogliano, Jaroslav Mysiak, Maximiliano Sassi, 2021 .

Statistical modelling of tropical cyclone tracks: modelling cyclone lysis

Stephen Jewson, Tim Hall, 2005 .

Weather Derivative Valuation: List of tables

Christine Ziehmann, Anders Brix, Stephen Jewson, 2005 .

The use of weather forecasts in the pricing of weather derivatives

Stephen Jewson, S. Jewson, R. Caballero, 2002 .

A framework for modeling clustering in natural hazard catastrophe risk management and the implications for re/insurance loss perspectives

Stephen Jewson, A. Bonazzi, C. Mitas, 2014 .

The spatial structure of European wind storms as characterized by bivariate extreme-value Copulas

Stephen Jewson, A. Bonazzi, C. Mitas, 2012 .

Modelling clustering of natural hazard phenomena and the effect on re/insurance loss perspectives

Stephen Jewson, A. Bonazzi, C. Mitas, 2015 .

Weather Derivative Valuation: The Meteorological, Statistical, Financial and Mathematical Foundations

Christine Ziehmann, Anders Brix, Stephen Jewson, 2005 .

Weather Derivative Valuation

Stephen Jewson, S. Jewson, 2005 .

Probabilistic forecasting of temperature: comments on the Bayesian Model Averaging approach

Stephen Jewson, 2004 .

On the modelling of over‐ocean hurricane surface winds and their uncertainty

Stephen Jewson, A. Bonazzi, Shree Khare, 2009 .

A Preliminary Assessment of the Utility of Seasonal Forecasts for the Pricing of U.S. Temperature Based Weather Derivatives

Stephen Jewson, S. Jewson, 2004 .

Use of the likelihood for measuring the skill of probabilistic forecasts

Stephen Jewson, 2008 .

The problem with the Brier score

Stephen Jewson, 2004 .

Weather Derivative Modelling and Valuation: A Statistical Perspective

Christine Ziehmann, Anders Brix, Stephen Jewson, 2002 .

Quantifying the sources of simulation uncertainty in natural catastrophe models

Stephen Jewson, Jo Kaczmarska, Enrica Bellone, 2017, Stochastic Environmental Research and Risk Assessment.