Insurability of catastrophic risks: the stochastic optimization model

DOI10.1080/02331930008844480zbMATH Open1047.91541OpenAlexW1999600526MaRDI QIDQ4484945FDOQ4484945

Authors:

Publication date: 2000

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: http://pure.iiasa.ac.at/id/eprint/6252/1/RR-00-20.pdf

Recommendations

• Stochastic optimization of insurance portfolios for managing exposure to catastrophic risks
• Problems on insurance of catastrophic risks
• Decomposing catastrophic risk
• Catastrophic risk management: flood and seismic risks case studies
• A rational approach to pricing of catastrophe insurance

Mathematics Subject Classification ID

Stochastic programming (90C15)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• On nonsmooth and discontinuous problems of stochastic systems optimization

Cited In (22)

• Optimization and identification of stochastic systems
• Catastrophic risk management: flood and seismic risks case studies
• Title not available (Why is that?)
• The catastrophic effects of natural disasters on insurance markets
• Self-insurance of investor under repeating catastrophic risks
• Title not available (Why is that?)
• Stochastic optimization of insurance portfolios for managing exposure to catastrophic risks
• Statutory regulation of casualty insurance companies: An example from Norway with stochastic programming analysis
• Some scientific results of Yu. M. Ermoliev and his school in modern stochastic optimization theory
• Valuing multirisk catastrophe reinsurance based on the Cox-Ingersoll-Ross (CIR) model
• Aspects of the theory of financial risk management for natural disasters
• A biased-randomized algorithm for optimizing efficiency in parametric earthquake (re) insurance solutions
• Mathematical modeling of distributed catastrophic and terrorist risks
• Stochastic successive approximation method for assessing the insolvency risk of an insurance company
• The influence of non-linear dependencies on the basis risk of industry loss warranties
• Problems on insurance of catastrophic risks
• Livestock mortality catastrophe insurance using fatal shock process
• A system approach to management of catastrophic risks.
• Active stabilization policy and uninsurable risks
• Title not available (Why is that?)
• An Econometric Model Based on the Maxmin Expected Utility Model: An Application to Earthquake Insurance
• Catastrophe risk management for sustainable development of regions under risks of natural disasters

This page was built for publication: Insurability of catastrophic risks: the stochastic optimization model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4484945)