Guaranteed Optimization in Insurance of Catastrophic Risks

5569 17 4466 2 10035 document 4466 IR-98-082.pdf application/pdf f3102807c1a1bd2aa1631c3c33a120dd MD5 164610 2016-01-15 02:10:10 https://pure.iiasa.ac.at/id/eprint/5569/1/IR-98-082.pdf 5569 1 1 text en public

IR-98-082.pdf

15 8231 1 16232 document 8231 indexcodes.txt text/x-pascal ec7443cb191a8d94c745e323464eb955 MD5 4968 2016-01-15 04:48:20 https://pure.iiasa.ac.at/id/eprint/5569/2/indexcodes.txt 5569 2 2 text/x-pascal other Generate index codes conversion from text to indexcodes en public

indexcodes.txt

http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/4466 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/4466 http://eprints.org/relation/isIndexCodesVersionOf https://pure.iiasa.ac.at/id/document/4466 8232 2 16233 document 8232 lightbox.jpg image/png 157b1201ef62c1c95c8a5661367b25b2 MD5 19076 2016-01-15 04:48:22 https://pure.iiasa.ac.at/id/eprint/5569/3/lightbox.jpg 5569 3 3 image/png other Thumbnails conversion from text to thumbnail_lightbox en public

lightbox.jpg

http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/4466 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/4466 http://eprints.org/relation/islightboxThumbnailVersionOf https://pure.iiasa.ac.at/id/document/4466 8233 2 16234 document 8233 preview.jpg image/png 9bef3571f9dd69abfa30236b774caf33 MD5 8457 2016-01-15 04:48:23 https://pure.iiasa.ac.at/id/eprint/5569/4/preview.jpg 5569 4 4 image/png other Thumbnails conversion from text to thumbnail_preview en public

preview.jpg

http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/4466 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/4466 http://eprints.org/relation/ispreviewThumbnailVersionOf https://pure.iiasa.ac.at/id/document/4466 8234 2 16235 document 8234 medium.jpg image/png c269ae61c0e0ab7d8a615c862b541f4f MD5 2958 2016-01-15 04:48:24 https://pure.iiasa.ac.at/id/eprint/5569/5/medium.jpg 5569 5 5 image/png other Thumbnails conversion from text to thumbnail_medium en public

medium.jpg

http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/4466 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/4466 http://eprints.org/relation/ismediumThumbnailVersionOf https://pure.iiasa.ac.at/id/document/4466 8235 2 16236 document 8235 small.jpg image/png 6de1808e17ea9abdc1d6dd0416c59ba1 MD5 1059 2016-01-15 04:48:24 https://pure.iiasa.ac.at/id/eprint/5569/6/small.jpg 5569 6 6 image/png other Thumbnails conversion from text to thumbnail_small en public

small.jpg

http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/4466 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/4466 http://eprints.org/relation/issmallThumbnailVersionOf https://pure.iiasa.ac.at/id/document/4466 73566 2 202575 document 73566 IR-98-082.pdf application/pdf 37eaffabd42d7ad041c9c774b5be28d3 MD5 243474 2016-11-10 19:53:49 https://pure.iiasa.ac.at/id/eprint/5569/7/IR-98-082.pdf 5569 7 7 application/pdf other Coversheet Pages conversion from text to application/pdf en public

IR-98-082.pdf

http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/4466 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/4466 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/4466 archive 351 disk0/00/00/55/69 2016-01-15 02:10:10 2021-08-27 17:16:24 2016-01-15 02:10:10 monograph show 2 Digas B.V. 7671 Ermoliev Y.M. 1445 Kryazhimskiy A.V. 1514 Guaranteed Optimization in Insurance of Catastrophic Risks pub iis_ecn iis_rsk prog_dyn The proposed approach to the insurance of regionally distributed property against risk catastrophes is based on finding statistically robust coverages of the insurance companies. Such coverages guarantee that all companies survive no matter what scenario of the catastrophe from a given scenarios takes place. We describe a sequential algorithm that computed the minimum of the companies' premiums and finds optimal coverages. A step of the algorithm is interpreted as searching a minimum-premium coverage that eliminates a current aggregate risk. The latter aggregates the risks of all companies with respect to all admissible catastrophe scenarios in a "fair" manner: the higher is the individual risk, the greater is its contribution to the aggregate risk. To justify the convergence of the algorithm we suggest a new global optimization procedure for a class of nonconvex minimization problems. 1998-09 published IR-98-082 IR-98-082 1212 338 1393 public interim_report IIASA, Laxenburg, Austria 16 FALSE info:eu-repo/semantics/book