On measuring and profiling catastrophic risks

DOI10.1007/s10559-006-0124-1zbMath1122.68611OpenAlexW2006747013MaRDI QIDQ2458097

Vladimir I. Norkin

Publication date: 31 October 2007

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-006-0124-1

zbMATH Keywords

insurancerisk measuresdecision-makingcatastrophic riskinvestmentsrisk functionsindifference curvescatastrophic floodrisk profilingrisk zoning

Mathematics Subject Classification ID

Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.) (68T20)

Related Items (3)

Risk averse decision making under catastrophic risk ⋮ Polyhedral coherent risk measures and investment portfolio optimization ⋮ Self-insurance of investor under repeating catastrophic risks

Uses Software

• HEC-FDA

Cites Work

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• Optimization with Stochastic Dominance Constraints
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• Stochastic optimization of insurance portfolios for managing exposure to catastrophic risks
• On consistency of stochastic dominance and mean-semideviation models

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