全球智库信息集成服务系统(G2TT): Optimizing public private risk transfer systems for flood risk management in the Upper Tisza Region.

G2TT

来源类型	Book Section
DOI	10.1007/978-94-007-2226-2_15
	Optimizing public private risk transfer systems for flood risk management in the Upper Tisza Region.
	Ermoliev Y; Ermolieva T; Galambos I; Amendola, A; Ermolieva, T; Linnerooth-Bayer, J; Mechler, R
发表日期	2013
出处	Integrated Catastrophe Risk Modeling: Supporting Policy Processes. Eds. Amendola, A , Ermolieva, T , Linnerooth-Bayer, J & Mechler, R , Dordrecht: Springer. DOI: 10.1007/978-94-007-2226-2_15 .
出版年	2013
语种	英语
摘要	This chapter summarizes studies on the development of a financial risk management model for floods in the Upper Tisza river region, Hungary. We focus on the evaluation of a multi-pillar flood loss-spreading program involving partial compensation to flood victims by the central government, the pooling of risks through a mandatory public-private insurance on the basis of location-specific exposures, and a contingent ex-ante credit to reinsure the pool's liabilities. Policy analysis is guided by GIS-based catastrophe models and stochastic optimization methods with respect to location-specific risk exposures. We use economically sound risk indicators leading to convex stochastic optimization problems strongly connected with non-convex insolvency constraint and Conditional Value-at-Risk (CVaR).
主题	Advanced Systems Analysis (ASA) ; Ecosystems Services and Management (ESM)
关键词	Flood risk Catastrophe modeling Natural risk insurance Stochastic optimization Contingent credit CVaR
URL	http://pure.iiasa.ac.at/id/eprint/10599/
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/134291
推荐引用方式 GB/T 7714	Ermoliev Y,Ermolieva T,Galambos I,et al. Optimizing public private risk transfer systems for flood risk management in the Upper Tisza Region.. 2013.