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
Collection
Citation
Flores González, Claudia G., “Risk management of natural disasters. The example of Mexico,” Open Educational Resource (OER) - USK Library, accessed October 14, 2024, http://uilis.usk.ac.id/oer/items/show/3789.