Risk management of natural disasters. The example of Mexico
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 formulate...
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| Formato: | Online |
| Idioma: | alemão |
| Publicado em: |
KIT Scientific Publishing
2021
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| Assuntos: | |
| Acesso em linha: | 34730 |
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| _version_ | 1869522405019353088 |
|---|---|
| author | Flores González, Claudia G. |
| author_browse | Flores González, Claudia G. |
| author_facet | Flores González, Claudia G. |
| author_sort | Flores González, Claudia G. |
| collection | Directory of Open Access Books |
| 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. |
| format | Online |
| id | doab-20.500.12854ir-58516 |
| institution | Directory of Open Access Books |
| language | ger |
| publishDate | 2021 |
| publishDateRange | 2021 |
| publishDateSort | 2021 |
| publisher | KIT Scientific Publishing |
| publisherStr | KIT Scientific Publishing |
| record_format | ojs |
| spelling | doab-20.500.12854ir-585162023-12-20T15:54:12Z Risk management of natural disasters. The example of Mexico Flores González, Claudia G. HF5001-6182 risk reserve rain government arrival process multifractal stochastic optmization IDAF functions IDF curves warning actuarial science bic Book Industry Communication::K Economics, finance, business & management::KJ Business & management::KJC Business strategy 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. 2021-02-12T02:21:00Z 2021-02-12T02:21:00Z 2019-07-30 20:01:59 2006 book 34730 3866440057 https://directory.doabooks.org/handle/20.500.12854/58516 ger image/jpeg Attribution-NonCommercial-NoDerivatives 4.0 International https://www.ksp.kit.edu/3866440057 KIT Scientific Publishing 10.5445/KSP/1000004241 10.5445/KSP/1000004241 68fffc18-8f7b-44fa-ac7e-0b7d7d979bd2 3866440057 XV, 153 p. open access |
| spellingShingle | HF5001-6182 risk reserve rain government arrival process multifractal stochastic optmization IDAF functions IDF curves warning actuarial science bic Book Industry Communication::K Economics, finance, business & management::KJ Business & management::KJC Business strategy Flores González, Claudia G. Risk management of natural disasters. The example of Mexico |
| title | Risk management of natural disasters. The example of Mexico |
| title_full | Risk management of natural disasters. The example of Mexico |
| title_fullStr | Risk management of natural disasters. The example of Mexico |
| title_full_unstemmed | Risk management of natural disasters. The example of Mexico |
| title_short | Risk management of natural disasters. The example of Mexico |
| title_sort | risk management of natural disasters the example of mexico |
| topic | HF5001-6182 risk reserve rain government arrival process multifractal stochastic optmization IDAF functions IDF curves warning actuarial science bic Book Industry Communication::K Economics, finance, business & management::KJ Business & management::KJC Business strategy |
| topic_facet | HF5001-6182 risk reserve rain government arrival process multifractal stochastic optmization IDAF functions IDF curves warning actuarial science bic Book Industry Communication::K Economics, finance, business & management::KJ Business & management::KJC Business strategy |
| url | 34730 |
| work_keys_str_mv | AT floresgonzalezclaudiag riskmanagementofnaturaldisasterstheexampleofmexico |