On measuring and profiling catastrophic risks

DOI10.1007/S10559-006-0124-1MaRDI QIDQ2458097zbMATH OpenOpenAlexFDO

Authors 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

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)

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Cites work

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• On some actual problems of estimating risk in complex systems under insufficient information
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• Optimization with Stochastic Dominance Constraints
• Problems on insurance of catastrophic risks
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• Stochastic optimization of insurance portfolios for managing exposure to catastrophic risks
• The class of polyhedral coherent risk measures

Cited in

(11)

• Value of global catastrophic risk (GCR) information: cost-effectiveness-based approach for GCR reduction
• 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
• scientific article; zbMATH DE number 2063806 (Why is no real title available?)
• A system approach to management of catastrophic risks.
• Facets of robust decisions
• Multiple decision-making criteria in the transport and burial of hazardous and radioactive wastes

Describes a project that uses

Uses Software

• HEC-FDA

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