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Volumn , Issue 1, 2009, Pages 38-62

Management of catastrophic risks considering the existence of early warning systems

Author keywords

Arrival process; Early warning system; Government; Risk reserve; Stochastic optimization

Indexed keywords


EID: 67849094329     PISSN: 03461238     EISSN: 16512030     Source Type: Journal    
DOI: 10.1080/03461230701862848     Document Type: Article
Times cited : (2)

References (13)
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    • (2004) Disasters and society -from hazard assessment to risk reduction , pp. 175-182
    • Bose, M.1    Mustafa, E.2    Wenzel, F.3
  • 2
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    • Centro de Instrumentacion y Registro Sísmico CIRES, Available at
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  • 3
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    • The variance-optimal martingale measure for continuous processes
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    • Delbaen, F.1    Schachermayer, W.2
  • 7
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    • Hedging of contingent claims under incomplete information
    • New York: Gordon and Breach Science Publishers
    • Föllmer, H. & Schweizer, M. (1991). Hedging of contingent claims under incomplete information. In: Stochastics monographs (Vol. 5). New York: Gordon and Breach Science Publishers.
    • (1991) Stochastics monographs , vol.5
    • Föllmer, H.1    Schweizer, M.2
  • 9
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    • Martingale and arbitrage in multiperiod securities markets
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    • Harrison, J.-M.1    Kreps, D.2
  • 10
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    • Plate, E.-J. & Merz, B. eds, Stuttgart, Germany: Schweizerbart
    • Plate, E.-J. & Merz, B. eds. (2001). Naturkatastrophen: Ursachen, Auswirkungen, Vorsorge. Stuttgart, Germany: Schweizerbart.
    • (2001) Naturkatastrophen: Ursachen, Auswirkungen, Vorsorge
  • 11
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    • A minimum variance result in continuous trading portfolio optimization
    • Richardson, H.-R. (1989). A minimum variance result in continuous trading portfolio optimization. Management Science, 35, 1045-1055.
    • (1989) Management Science , vol.35 , pp. 1045-1055
    • Richardson, H.-R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.