Beeld op de omslag

Risk management of natural disasters. The example of Mexico

The focuses are on the study of risk management of natural disasters from the perspective of complex systems, using the example of Mexico. It develops the theory of an arrival process taking into account an early warning system and we use it to create appropriate actuarial models. Then, it formulate...

Volledige beschrijving

Bewaard in:
Bibliografische gegevens
Hoofdauteur: Flores González, Claudia G. (auth)
Formaat: Elektronisch Hoofdstuk
Gepubliceerd in: KIT Scientific Publishing 2006
Onderwerpen:
risk reserve
rain
government
arrival process
multifractal
stochastic optmization
IDAF functions
IDF curves
warning
actuarial science
Online toegang:DOAB: download the publication
DOAB: description of the publication
Tags: Voeg label toe
Geen labels, Wees de eerste die dit record labelt!
Omschrijving
Samenvatting:The focuses are on the study of risk management of natural disasters from the perspective of complex systems, using the example of Mexico. It develops the theory of an arrival process taking into account an early warning system and we use it to create appropriate actuarial models. Then, it formulates a stochastic optimization problem to find an investment strategy for the management of a fund from the perspective of a risk-averse government. The solution is given with the use of the Föllmer-Schweizer strategy.
Fysieke beschrijving:1 electronic resource (XV, 153 p. p.)
ISBN:KSP/1000004241
3866440057
Toegang:Open Access

Gelijkaardige items