Modeling volatility of disaster-affected populations: a non-homogeneous geometric-skew Brownian motion approach

DOI10.1016/j.cnsns.2023.107761arXiv2309.09287OpenAlexW4389373336MaRDI QIDQ6143055

Giuseppe Orlando, Giacomo Ascione, Michele Bufalo

Publication date: 23 January 2024

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2309.09287

zbMATH Keywords

skew Brownian motionnatural disasterstime dependency

Mathematics Subject Classification ID

Brownian motion (60J65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Risk models (general) (91B05)

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