Optimization of catastrophic risk portfolios

Ermoliev, Y.M., Ermolieva, T.Y., MacDonald, G.J., & Norkin, V.I. (1999). Optimization of catastrophic risk portfolios. In: Proceedings of the 24th Meeting of the EURO Working Group on Financial Modeling, 8-10 April 1999.

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Item Type: Conference or Workshop Item (UNSPECIFIED)
Research Programs: Social Security Reform (SSR)
Risk, Modeling, Policy (RMP)
Directorate (DIR)
Bibliographic Reference: In:; Proceedings of the 24th Meeting of the EURO Working Group on Financial Modeling; 8-10 April 1999, Valencia, Spain, pp. 251-271 [1999]
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 02:11
Last Modified: 27 Aug 2021 17:37
URI: https://pure.iiasa.ac.at/5852

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