The Design of Optimal Insurance Decisions in the Presence of Catastrophic Risks
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References listed on IDEAS
- Mayers, David & Smith, Clifford W, Jr, 1983. "The Interdependence of Individual Portfolio Decisions and the Demand for Insurance," Journal of Political Economy, University of Chicago Press, vol. 91(2), pages 304-311, April.
- Ermoliev, Yuri M. & Norkin, Vladimir I., 1997. "On nonsmooth and discontinuous problems of stochastic systems optimization," European Journal of Operational Research, Elsevier, vol. 101(2), pages 230-244, September.
- Philip J. Cook & Daniel A. Graham, 1977. "The Demand for Insurance and Protection: The Case of Irreplaceable Commodities," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 91(1), pages 143-156.
- Y.M. Ermoliev & V.I. Norkin, 1997. "Stochastic Generalized Gradient Method with Application to Insurance Risk Management," Working Papers ir97021, International Institute for Applied Systems Analysis.
- T.Y. Ermolieva & Y.M. Ermoliev & V.I. Norkin, 1997. "Spatial Stochastic Model for Optimization Capacity of Insurance Networks Under Dependent Catastrophic Risks: Numerical Experiments," Working Papers ir97028, International Institute for Applied Systems Analysis.
- Tucker, Michael, 1997. "Climate change and the insurance industry: the cost of increased risk and the impetus for action," Ecological Economics, Elsevier, vol. 22(2), pages 85-96, August.
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- Y.M. Ermoliev & T.Y. Ermolieva & G.J. MacDonald & V.I. Norkin, 1998. "On the Design of Catastrophic Risk Portfolios," Working Papers ir98056, International Institute for Applied Systems Analysis.
- Ermoliev, Y. & Ermolieva, T. & Fischer, G. & Makowski, M. & Nilsson, S. & Obersteiner, M., 2008. "Discounting, catastrophic risks management and vulnerability modeling," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(4), pages 917-924.
- Y.M. Ermoliev & V.I. Norkin, 1998. "Monte Carlo Optimization and Path Dependent Nonstationary Laws of Large Numbers," Working Papers ir98009, International Institute for Applied Systems Analysis.
- Yuri Ermoliev & Tatiana Ermolieva & Guenther Fischer & Marek Makowski, 2010. "Extreme events, discounting and stochastic optimization," Annals of Operations Research, Springer, vol. 177(1), pages 9-19, June.
- Tatiana Ermolieva & Yuri Ermoliev & Guenther Fischer & Istvan Galambos, 2003. "The Role of Financial Instruments in Integrated Catastrophic Flood Management," Multinational Finance Journal, Multinational Finance Journal, vol. 7(3-4), pages 207-230, September.
- Ermoliev, Yuri M. & Ermolieva, Tatiana Y. & MacDonald, Gordon J. & Norkin, Vladimir I. & Amendola, Aniello, 2000. "A system approach to management of catastrophic risks," European Journal of Operational Research, Elsevier, vol. 122(2), pages 452-460, April.
- L.A. Korf, 1998. "Insurer's Portfolios of Risks: Approximating Infinite Horizon Stochastic Dynamic Optimization Problems," Working Papers ir98061, International Institute for Applied Systems Analysis.
- B.V. Digas & Y.M. Ermoliev & A.V. Kryazhimskii, 1998. "Guaranteed Optimization in Insurance of Catastrophic Risks," Working Papers ir98082, International Institute for Applied Systems Analysis.
- Karin Hansson & Aron Larsson & Mats Danielson & Love Ekenberg, 2011. "Coping with Complex Environmental and Societal Flood Risk Management Decisions: An Integrated Multi-criteria Framework," Sustainability, MDPI, vol. 3(9), pages 1-24, August.
- H. Albrecher, 1998. "Dependent Risks and Ruin Probabilities in Insurance," Working Papers ir98072, International Institute for Applied Systems Analysis.
- A. Amendola & Y. Ermoliev & T. Ermolieva & V. Gitis & G. Koff & J. Linnerooth-Bayer, 2000. "A Systems Approach to Modeling Catastrophic Risk and Insurability," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 21(2), pages 381-393, May.
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