Discounting, catastrophic risks management and vulnerability modeling

DOI10.1016/J.MATCOM.2008.02.004zbMath1158.91395OpenAlexW1994361722MaRDI QIDQ1010001

J. Martínez

Publication date: 3 April 2009

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2008.02.004

zbMATH Keywords

stochastic optimizationdiscountingcatastrophic risks

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (1)

Stochastic optimal control of risk processes with Lipschitz payoff functions

Cites Work

• Unnamed Item
• On nonsmooth and discontinuous problems of stochastic systems optimization
• Stochastic optimization of insurance portfolios for managing exposure to catastrophic risks

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