A system approach to management of catastrophic risks.

DOI10.1016/S0377-2217(99)00246-5zbMath1068.91524MaRDI QIDQ1582218

Tatiana Y. Ermolieva, Gordon J. MacDonald, Vladimir I. Norkin, Aniello Amendola, Yury M. Ermoliev

Publication date: 2000

Published in: European Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

RiskStochastic optimizationInsuranceCatastrophe modeling

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (4)

It's not now or never: implications of investment timing and risk aversion on climate adaptation to extreme events ⋮ Application of regional earthquake mitigation optimization ⋮ On measuring and profiling catastrophic risks ⋮ Polyhedral coherent risk measures and investment portfolio optimization

Cites Work

• On nonsmooth and discontinuous problems of stochastic systems optimization
• Challenges in stochastic programming
• A Gradient Technique of Adaptive Monte Carlo
• Stochastic optimization of insurance portfolios for managing exposure to catastrophic risks
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