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Claudia G. Flores González

Risk management of natural disasters. The example of Mexico

AutorFlores González, Claudia G.

VerlagUniversitätsverlag Karlsruhe, Karlsruhe

ISBN3866440057

Veröffentlicht
am:
22.03.2006

Erscheinungs-
jahr
2006

VerfügbarkeitAktiv

Downloads:

Für Zitate bitte die folgende URL verwenden:
http://dx.doi.org/10.5445/KSP/1000004241

Abstract

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.