Modeling catastrophe risk for designing insurance systems

  • Ermolieva T
  • Ermoliev Y
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Author-supplied keywords

  • Catastrophe modeling
  • Catastrophic insurance
  • Contingent credit
  • Flood and seismic risk
  • Risk measures
  • Safety constraints
  • Stochastic optimization

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Authors

  • Tatiana Ermolieva

  • Yuri Ermoliev

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