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Extreme events, discounting and stochastic optimization - MaRDI portal

Extreme events, discounting and stochastic optimization (Q1958615)

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scientific article; zbMATH DE number 5795193
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English
Extreme events, discounting and stochastic optimization
scientific article; zbMATH DE number 5795193

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    Extreme events, discounting and stochastic optimization (English)
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    4 October 2010
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    stopping time
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    catastrophic risks
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    investments
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