Insurability of catastrophic risks: the stochastic optimization model

DOI10.1080/02331930008844480MaRDI QIDQ4484945zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

Stochastic programming (90C15)

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Cites work

• scientific article; zbMATH DE number 51121 (Why is no real title available?)
• scientific article; zbMATH DE number 1005357 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 44317 (Why is no real title available?)
• The catastrophic effects of natural disasters on insurance markets
• Self-insurance of investor under repeating catastrophic risks
• Statutory regulation of casualty insurance companies: An example from Norway with stochastic programming analysis
• scientific article; zbMATH DE number 2062327 (Why is no real title available?)
• Stochastic optimization of insurance portfolios for managing exposure to catastrophic risks
• 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
• Mathematical modeling of distributed catastrophic and terrorist risks
• A biased-randomized algorithm for optimizing efficiency in parametric earthquake (re) insurance solutions
• Aspects of the theory of financial risk management for natural disasters
• 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
• scientific article; zbMATH DE number 4113817 (Why is no real title available?)
• Catastrophe risk management for sustainable development of regions under risks of natural disasters
• An Econometric Model Based on the Maxmin Expected Utility Model: An Application to Earthquake Insurance

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