| 来源类型 | Article |
| 规范类型 | 其他 |
| Problems of catastrophic risks insurance. | |
| Ermoliev Y; Ermolieva T; MacDonald GJ; Norkin VI | |
| 发表日期 | 2001 |
| 出处 | Kibernetika I Systemny Analiz : 99-110. |
| 出版年 | 2001 |
| 语种 | 英语 |
| 摘要 | Risk process with rare dependent catastrophic claims are studied. Problems of estimation of small probability of ruin and selection of optimal portfolio of insurance contracts are considered. Monte Carlo method and stochastic optimization technique are applied for their solution. |
| 主题 | Risk, Modeling and Society (RMS) |
| URL | http://pure.iiasa.ac.at/id/eprint/6264/ |
| 来源智库 | International Institute for Applied Systems Analysis (Austria) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/127980 |
| 推荐引用方式 GB/T 7714 | Ermoliev Y,Ermolieva T,MacDonald GJ,et al. Problems of catastrophic risks insurance.. 2001. |
| 条目包含的文件 | 条目无相关文件。 | |||||
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