Risk management of natural disasters. The example of Mexico

Dublin Core

Title

Risk management of natural disasters. The example of Mexico

Subject

Disaster, Business

Description

The focuses are on the study of risk management of natural disasters from the perspective of complex systems, using the example of Mexico. It develops the theory of an arrival process taking into account an early warning system and we use it to create appropriate actuarial models. Then, it formulates a stochastic optimization problem to find an investment strategy for the management of a fund from the perspective of a risk-averse government. The solution is given with the use of the Föllmer-Schweizer strategy.

Creator

Flores González, Claudia G.

Source


https://www.ksp.kit.edu/3866440057

Publisher

KIT Scientific Publishing

Date

2006

Contributor

Baihaqi

Rights

Creative Commons

Format

PDF

Language

English

Type

Textbooks

Files

Citation

Flores González, Claudia G., “Risk management of natural disasters. The example of Mexico,” Open Educational Resource (OER) - USK Library, accessed February 29, 2024, http://uilis.usk.ac.id/oer/items/show/3789.

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