Catastrophic risk management: flood and seismic risks case studies

MaRDI QIDQ3372275zbMATH OpenFDO

Authors Tatiana Y. Ermolieva, Yuri M. Ermoliev

Publication date 20 February 2006

zbMATH Keywords

risk managementcatastrophesnatural disastersstochastic decision model

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Stochastic programming (90C15)

Recommendations

• Catastrophe risk management for sustainable development of regions under risks of natural disasters
• Insurability of catastrophic risks: the stochastic optimization model
• Stochastic optimization of insurance portfolios for managing exposure to catastrophic risks
• A system approach to management of catastrophic risks.
• Aspects of the theory of financial risk management for natural disasters

Cited in

(18)

• Polyhedral coherent risk measures and investment portfolio optimization
• Systemic risk and security management
• Discounting, catastrophic risks management and vulnerability modeling
• Aspects of the theory of financial risk management for natural disasters
• Catastrophe risk management for sustainable development of regions under risks of natural disasters
• On measuring and profiling catastrophic risks
• Differential dynamic evolutionary model of emergency financial service supply chain in natural disaster risk management
• Modeling volatility of disaster-affected populations: a non-homogeneous geometric-skew Brownian motion approach
• Valuing catastrophe bonds involving correlation and CIR interest rate model
• Mathematical modeling of distributed catastrophic and terrorist risks
• Stochastic optimization of insurance portfolios for managing exposure to catastrophic risks
• Stochastic assessment of seismic risk using faults to address the incomplete information in historical catalogues
• Evaluation of portfolio of financial and insurance instruments: simulation of uncertainty
• Robust food-energy-water-environmental security management: Stochastic quasigradient procedure for linkage of distributed optimization models under asymmetric information and uncertainty
• A system approach to management of catastrophic risks.
• Extreme events, discounting and stochastic optimization
• Research on innovation and pricing of flood catastrophic bonds
• Optimal investment and location decisions of a firm in a flood risk area using impulse control theory

This page was built for publication: Catastrophic risk management: flood and seismic risks case studies

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3372275)