| 来源类型 | Article |
| 规范类型 | 其他 |
| DOI | 10.1023/A:1016798903215 |
| Optimization of catastrophic risk processes. | |
| Ermoliev YM; Ermolieva TY; MacDonald GJ; Norkin VI | |
| 发表日期 | 2001 |
| 出处 | Cybernetics and Systems Analysis 37 (2): 220-234 |
| 出版年 | 2001 |
| 语种 | 英语 |
| 摘要 | Risk processes with rare dependent claims are studied. Problems of estimation of the small probability of bankruptcy and selection of an optimal portfolio of insurance contracts are considered. The Monte Carlo method and stochastic optimization technique are applied for their solution. |
| 主题 | Risk, Modeling and Society (RMS) |
| 关键词 | insurance, catastrophic risk, Monte Carlo method, stochastic optimization technique |
| URL | http://pure.iiasa.ac.at/id/eprint/6317/ |
| 来源智库 | International Institute for Applied Systems Analysis (Austria) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/128025 |
| 推荐引用方式 GB/T 7714 | Ermoliev YM,Ermolieva TY,MacDonald GJ,et al. Optimization of catastrophic risk processes.. 2001. |
| 条目包含的文件 | 条目无相关文件。 | |||||
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