An Option-Based Operational Risk Management Model for Pandemics

DOI10.1080/10920277.2009.10597540zbMath1483.91057OpenAlexW3124676984WikidataQ113278141 ScholiaQ113278141MaRDI QIDQ5029056

Hua Chen, S. H. jun. Cox

Publication date: 11 February 2022

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2009.10597540

Mathematics Subject Classification ID

Epidemiology (92D30) Dynamic programming (90C39) Derivative securities (option pricing, hedging, etc.) (91G20) Risk models (general) (91B05)

Related Items

Pandemic risk management: resources contingency planning and allocation, Epidemic risk and insurance coverage, Propagation of cyber incidents in an insurance portfolio: counting processes combined with compartmental epidemiological models

Uses Software

• CompEcon

Cites Work

• Mathematical models for the control of pests and infectious diseases: A survey
• Epidemic Modelling using Sars as a Case Study
• A Two-Stage Model for the Control of Epidemic Influenza
• Optimal Switching in an Economic Activity under Uncertainty
• The Distribution of Gene Frequencies Under Irreversible Mutation
• On the Theory of Dynamic Programming
• Stochastic differential equations. An introduction with applications.
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