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...
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| Format: | Electronic Book Chapter |
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KIT Scientific Publishing
2006
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| Online Access: | DOAB: download the publication DOAB: description of the publication |
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| 100 | 1 | |a Flores González, Claudia G. |4 auth | |
| 245 | 1 | 0 | |a Risk management of natural disasters. The example of Mexico |
| 260 | |b KIT Scientific Publishing |c 2006 | ||
| 300 | |a 1 electronic resource (XV, 153 p. p.) | ||
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| 520 | |a 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. | ||
| 540 | |a Creative Commons |f https://creativecommons.org/licenses/by-nc-nd/4.0/ |2 cc |4 https://creativecommons.org/licenses/by-nc-nd/4.0/ | ||
| 546 | |a German | ||
| 653 | |a risk reserve | ||
| 653 | |a rain | ||
| 653 | |a government | ||
| 653 | |a arrival process | ||
| 653 | |a multifractal | ||
| 653 | |a stochastic optmization | ||
| 653 | |a IDAF functions | ||
| 653 | |a IDF curves | ||
| 653 | |a warning | ||
| 653 | |a actuarial science | ||
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| 856 | 4 | 0 | |a www.oapen.org |u https://directory.doabooks.org/handle/20.500.12854/58516 |7 0 |z DOAB: description of the publication |