On modelling of losses from extreme natural events
Vestnik Udmurtskogo universiteta. Matematika, mehanika, kompʹûternye nauki, no. 2 (2008), pp. 186-187
Citer cet article
Voir la notice de l'article provenant de la source Math-Net.Ru
Some aspects of mathematical modelling of losses from extreme natural events are discussed. A technique of modelling damage is suggested allowing for the nature of events, vulnerability of buildings to certain destructive influences and characteristics of the regions involved. A software package based on this technique and designed for adaptation in actuarial calculations is discussed.
[1] Digas B. V., Ermoliev Y. M., Kryazhimskii A. V., Guaranteed optimization in insurance of catastrophic risks, IIASA Interim Report IR-98-082, Laxenburg, Austria, 1998, 12 pp. | Zbl
[2] Baranov S., Digas B., Ermolieva T., Rozenberg V., Earthquake risk management: a scenario generator, IIASA Interim Report IR-02-025, Laxenburg, Austria, 2002, 22 pp.