Insurability of catastrophic risks: the stochastic optimization model

DOI10.1080/02331930008844480zbMath1047.91541OpenAlexW1999600526MaRDI QIDQ4484945

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Publication date: 2000

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: http://pure.iiasa.ac.at/id/eprint/6252/1/RR-00-20.pdf

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (3)

Optimization and identification of stochastic systems ⋮ Some scientific results of Yu. M. Ermoliev and his school in modern stochastic optimization theory ⋮ Catastrophe risk management for sustainable development of regions under risks of natural disasters

Cites Work

• On nonsmooth and discontinuous problems of stochastic systems optimization
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