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Volumn 122, Issue 2, 2000, Pages 452-460

System approach to management of catastrophic risks

Author keywords

[No Author keywords available]

Indexed keywords

DECISION SUPPORT SYSTEMS; INDUSTRIAL INSURANCE; MATHEMATICAL MODELS; OPTIMIZATION; RANDOM PROCESSES; RISK MANAGEMENT; STRATEGIC PLANNING;

EID: 0033895073     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0377-2217(99)00246-5     Document Type: Article
Times cited : (46)

References (20)
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    • Arrow K.J. The theory of risk-bearing: Small and great risks. Journal of Risk and Uncertainty. 12:1996;103-111.
    • (1996) Journal of Risk and Uncertainty , vol.12 , pp. 103-111
    • Arrow, K.J.1
  • 2
    • 84950329747 scopus 로고    scopus 로고
    • Can insurers pay for the "big One"?
    • Working Paper, Wharton Risk Management and Decision Processes Center, University of Pennsylvania, Philadelphia, PA
    • J.D. Cummins, N. Doherty, Can insurers pay for the "Big One"? Measuring capacity of an insurance market to respond to catastrophic losses, Working Paper, Wharton Risk Management and Decision Processes Center, University of Pennsylvania, Philadelphia, PA, 1996.
    • (1996) Measuring Capacity of An Insurance Market to Respond to Catastrophic Losses
    • Cummins, J.D.1    Doherty, N.2
  • 3
    • 0342843357 scopus 로고
    • The Role of Models in Determining Policy for Transition to a More Resilient Technological Society
    • G.B. Dantzig, The Role of Models in Determining Policy for Transition to a More Resilient Technological Society, IIASA Distinguished Lecture Series, vol. 1, 1979.
    • (1979) IIASA Distinguished Lecture Series , vol.1
    • Dantzig, G.B.1
  • 6
    • 0343278149 scopus 로고    scopus 로고
    • Spatial stochastic model for optimization capacity of insurance networks under dependent catastrophic risks: Numerical experiments
    • T. Ermolieva, Y. Ermoliev, V. Norkin, Spatial stochastic model for optimization capacity of insurance networks under dependent catastrophic risks: Numerical experiments, IIASA Interim Report IR-97-028, 1997.
    • (1997) IIASA Interim Report IR-97-028
    • Ermolieva, T.1    Ermoliev, Y.2    Norkin, V.3
  • 7
    • 0041739864 scopus 로고    scopus 로고
    • The design of optimal insurance decisions in the presence of catastrophic risks
    • T. Ermolieva, The design of optimal insurance decisions in the presence of catastrophic risks, IIASA Interim Report IR-97-068, 1997.
    • (1997) IIASA Interim Report IR-97-068
    • Ermolieva, T.1
  • 11
    • 0004243930 scopus 로고
    • Springer Series in Statistics, Springer, Berlin
    • J. Grandell, Aspects of Risk Theory, Springer Series in Statistics, Springer, Berlin, 1992.
    • (1992) Aspects of Risk Theory
    • Grandell, J.1
  • 13
  • 14
    • 85031591534 scopus 로고    scopus 로고
    • JSR-91-340, The MITRE Cooperation, McLean, VA, 22102-3481
    • G.J. MacDonald, Persistence in Climate, JSR-91-340, The MITRE Cooperation, McLean, VA, 22102-3481.
    • Persistence in Climate
    • MacDonald, G.J.1
  • 16
    • 0343713681 scopus 로고    scopus 로고
    • From stochastic dominance to mean-risk models: Semideviations as risk measures
    • W. Ogryczaki, A. Ruszczynski, From stochastic dominance to mean-risk models: Semideviations as risk measures, IIASA Interim Report 97-027, 1997.
    • (1997) IIASA Interim Report 97-027
    • Ogryczaki, W.1    Ruszczynski, A.2
  • 18
    • 0042741358 scopus 로고
    • A gradient technique of adaptive Monte Carlo
    • E.L. Pugh, A gradient technique of adaptive Monte Carlo, SIAM Review 8 (3) (1966).
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    • Pugh, E.L.1
  • 20
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    • Challenges in stochastic programming
    • Wets R.J.-B. Challenges in stochastic programming. Mathematical Programming. 75:1996;115-135.
    • (1996) Mathematical Programming , vol.75 , pp. 115-135
    • Wets, R.J.-B.1


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