Catastrophic risk management: flood and seismic risks case studies

zbMATH Open1103.91043MaRDI QIDQ3372275FDOQ3372275

Authors: Tatiana Y. Ermolieva, Yuri M. Ermoliev 

Publication date: 20 February 2006

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

zbMATH Keywords

risk managementcatastrophesnatural disastersstochastic decision model

Mathematics Subject Classification ID

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

Cited In (16)

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

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)