
current
Florida Public Hurricane Loss Model and catastrophe bond pricing
Catastrophe-bond pricing design built on FPHLM, the public hurricane catastrophe model based at FIU.
Current work comes first. Each project has its own page, and a page can point at a repository in the erfl-fiu organization when that code is public.

current
Catastrophe-bond pricing design built on FPHLM, the public hurricane catastrophe model based at FIU.

current
How hurricane wind and flood hazard become losses for farms, and how that risk might be financed.
previous
Using water futures to transfer the financial risk that drought creates for water suppliers.
previous
Risk transfer for irrigation districts when drought interrupts deliveries and revenue.
previous
Decision making for a water utility when supply risk and financial risk are both uncertain.
previous
Causal machine learning estimates of whether municipal green-bond issuance is followed by lower local carbon emissions.
previous
How coastal flood, riverine flood, and drought risk showed up in the cost of municipal water bonds.
previous
How ESG ratings, and ESG disclosure, relate to the credit spreads on U.S. corporate bonds.