On measuring and profiling catastrophic risks

DOI10.1007/S10559-006-0124-1zbMATH Open1122.68611OpenAlexW2006747013MaRDI QIDQ2458097FDOQ2458097

Vladimir I. Norkin

Publication date: 31 October 2007

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-006-0124-1

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zbMATH Keywords

risk measuresdecision-makinginsurancecatastrophic riskinvestmentsrisk functionsindifference curvescatastrophic floodrisk profilingrisk zoning

Mathematics Subject Classification ID

Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.) (68T20)

Cites Work

• Coherent measures of risk
• Title not available (Why is that?)
• Optimization with Stochastic Dominance Constraints
• Title not available (Why is that?)
• On consistency of stochastic dominance and mean-semideviation models
• The class of polyhedral coherent risk measures
• Stochastic optimization of insurance portfolios for managing exposure to catastrophic risks
• Optimization of Convex Risk Functions
• Title not available (Why is that?)
• A system approach to management of catastrophic risks.
• Optimization methods for compound Poisson risk processes
• Optimization of risk processes
• Problems on insurance of catastrophic risks
• Title not available (Why is that?)
• Reliability analysis of systems described by fault trees with efficiency
• Title not available (Why is that?)
• Monte-Carlo estimate of the probability of ruin in a compound Poisson model of risk theory
• Mathematical models and methods of risk assessment in ecologically hazardous industries
• Catastrophic risk management: flood and seismic risks case studies
• Title not available (Why is that?)
• On some actual problems of estimating risk in complex systems under insufficient information

Cited In (10)

• Polyhedral coherent risk measures and investment portfolio optimization
• Risk averse decision making under catastrophic risk
• Self-insurance of investor under repeating catastrophic risks
• Modeling and analysis of decision making problem for mitigating natural disaster risks.
• Management of catastrophic risks considering the existence of early warning systems
• Decisions on calamity protection: their effectiveness
• Title not available (Why is that?)
• Facets of robust decisions
• A system approach to management of catastrophic risks.
• Multiple decision-making criteria in the transport and burial of hazardous and radioactive wastes

Uses Software

• HEC-FDA

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