TY  - BOOK
AU  - Flores González, Claudia G.
AB  - 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.
DO  - 10.5445/KSP/1000004241
ID  - OAPEN ID: 34730
KW  - risk reserve
KW  - rain
KW  - government
KW  - arrival process
KW  - multifractal
KW  - stochastic optmization
KW  - IDAF functions
KW  - IDF curves
KW  - warning
KW  - actuarial science
L1  - https://www.ksp.kit.edu/3866440057
LA  - German
LK  - https://directory.doabooks.org/handle/20.500.12854/58516
PB  - KIT Scientific Publishing
PY  - 2006
SN  - 3866440057
TI  - Risk management of natural disasters. The example of Mexiconull
ER  - 
