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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 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.

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Detail Information
Series Title
-
Call Number
624 GON
Publisher
: KIT Scientific Publishing.,
Collation
-
Language
English
ISBN/ISSN
3-86644-005-7
Classification
624
Content Type
text
Media Type
computer
Carrier Type
online resource
Edition
-
Subject(s)
Disaster, Business
Specific Detail Info
-
Statement of Responsibility
Other Information
Cataloger
umi
Source
-
Validator
maya
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No other version available

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