@TECHREPORT {SFB649DP2017-005,
  AUTHOR={H\"{a}rdle, Wolfgang Karl and Osipenko, Maria},
  TITLE={{Dynamic Valuation of Weather Derivatives under Default Risk}},
  YEAR=2017,
  INSTITUTION={Sonderforschungsbereich 649, Humboldt Universit\"{a}t zu Berlin, Germany},
  TYPE={SFB 649 Discussion Paper},
  NOTE={available at http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2017-005.pdf},
  NUMBER={2017-005}
}