Managing risks from climate impacted hazards -- the value of investment flexibility under uncertainty
type: Item
instance of: scholarly article
title: Managing risks from climate impacted hazards -- the value of investment flexibility under uncertainty
zbMATH Open document ID: 1431.91282
author: Chi Truong
author: Stefan Trück
author: Supriya Mathew
published in: European Journal of Operational Research
publication date: 2018-04-23T00:00:00Z
Mathematics Subject Classification ID: 91B76
Mathematics Subject Classification ID: 91G50
zbMATH DE Number: 6863340
zbMATH Keywords: cost benefit analysis
zbMATH Keywords: climate change adaptation
zbMATH Keywords: investment under uncertainty
zbMATH Keywords: catastrophic risk
zbMATH Keywords: real option
MaRDI profile type: Publication
full work available at URL: j.ejor.2017.07.012
OpenAlex ID: W2726491368
cites work: Climate change and optimal energy technology R\&D policy
cites work: A theory of the term structure of interest rates
cites work: Irreversible investment in alternative projects
cites work: Decision-making under scientific uncertainty: The economics of the precautionary principle
cites work: Martingales and arbitrage in multiperiod securities markets
cites work: A stochastic calculus model of continuous trading: Complete markets
cites work: Arbitrage-free premium calculation for extreme losses using the shot noise process and the Esscher transform
cites work: DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS
cites work: The valuation of contingent capital with catastrophe risks
cites work: Q4905685
cites work: Optimal timing problems in environmental economics.
cites work: It's not now or never: implications of investment timing and risk aversion on climate adaptation to extreme events
DOI: 10.1016/J.EJOR.2017.07.012
description: scientific article; zbMATH DE number 6863340