6790 8 70554 2 195339 document 70554 The Role of Financial Instruments in integrated catastrophic flood management.pdf application/pdf 2b0591bed8bb7ec8bf6ac8eb5f0fbc4d MD5 387139 2016-08-30 14:28:47 https://pure.iiasa.ac.at/id/eprint/6790/1/The%20Role%20of%20Financial%20Instruments%20in%20integrated%20catastrophic%20flood%20management.pdf 6790 1 1 application/pdf text en public cc_by

The Role of Financial Instruments in integrated catastrophic flood management.pdf

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/70554 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/70554 http://eprints.org/relation/isIndexCodesVersionOf https://pure.iiasa.ac.at/id/document/70554 archive 351 disk0/00/00/67/90 2016-01-15 02:15:01 2021-08-27 17:18:02 2016-01-15 02:15:01 article show 1 Ermolieva T. 7638 Ermoliev Y. 1445 Fischer G. 276 Galambos I. pub iis_ecn iis_rsk prog_rms flood risk, catastrophe modeling, insurance, stochastic optimization, insolvency, contingent credit, CvaR The main goal of this paper is to develop a flood management model that takes into account the specifics of catastrophic risk management: highly mutually dependent losses, the lack of information, the need for long-term perspectives and explicit analyses of spatial and temporal heterogeneities of various agents such as individuals, governments, and insurers. We use modified data from a pilot region of the Upper Tisza river, Hungary, to illustrate the evaluation of a public multipillar flood loss-spreading program involving partial compensation to flood victims by the central government, the pooling of risks through a mandatory public catastrophe insurance on the basis of location-specific exposures, and the demand for a contingent ex-ante credit to reinsure the insurances liabilities. GIS-based catastrophe models and stochastic optimization methods are used to guide policy analysis with respect to location-specific risk exposures. We use economically sound risk indicators leading to convex stochastic optimization problems strongly connected with nonconvex insolvency constraint, VaR and CVaR. 2003 published Multinational Finance Society http://www.mfsociety.org/modules/modDashboard/uploadFiles/journals/MJ~709~p16tfstv4c35r23j1o7m61v15mc4.pdf XJ-03-154 Multinational Finance Journal; 7(3&4):207-230 [2003] 83 338 89 public Multinational Finance Journal 7 3 & 4 207-230 TRUE 1096-1879 FALSE info:eu-repo/semantics/article