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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Autor principal: Flores González, Claudia G.
Formato: Online
Idioma:alemão
Publicado em: KIT Scientific Publishing 2021
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Acesso em linha:34730
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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
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institution Directory of Open Access Books
language ger
publishDate 2021
publishDateRange 2021
publishDateSort 2021
publisher KIT Scientific Publishing
publisherStr KIT Scientific Publishing
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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