Spatial Stochastic Model for Optimization Capacity of Insurance Networks Under Dependent Catastrophic Risks: Numerical Experiments
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- B.V. Digas, 1998. "Generators of Seismic Events and Losses: Scenario-based Insurance Optimization," Working Papers ir98079, International Institute for Applied Systems Analysis.
- 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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- 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.
- 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.
- 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.
- T.Y. Ermolieva, 1997. "The Design of Optimal Insurance Decisions in the Presence of Catastrophic Risks," Working Papers ir97068, International Institute for Applied Systems Analysis.
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