发明名称 Method and a Computer System for Forecasting the Value of a Structured Financial Product
摘要 A method and system for forecasting the value of a structured financial product, which can be a weather-based structured financial product. The method and system calculate a forecast value based on forecasted weather data for a defined time period in a defined geographical area, calculate reference weather data from historical data for the defined time, and the defined geographical area, and calculate a quality indicator, indicative of a forecasting quality associated with the forecasted weather data, based on the forecasted weather data and the reference weather data.
申请公布号 US2008288417(A1) 申请公布日期 2008.11.20
申请号 US20080092085 申请日期 2008.08.06
申请人 SWISS REINSURANCE COMPANY 发明人 LUESSI ADRIAN;TRUEB JUERG
分类号 G06Q40/00 主分类号 G06Q40/00
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