Cybern Syst Anal
 2006
DOI: 10.1007/s10559-006-0124-1
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On measuring and profiling catastrophic risks

V. I. Norkin
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Cited by 5 publications
(1 citation statement)
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“…Other risk measures, defined on the tail of loss distribution [3] can be used in this case. In particular, the idea of profiling single catastrophic risks as risk control means is employed in [4].…”
Section: Introductionmentioning
confidence: 99%

Self-insurance of investor under repeating catastrophic risks

Norkin
1
2007
Cybern Syst Anal
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“…Other risk measures, defined on the tail of loss distribution [3] can be used in this case. In particular, the idea of profiling single catastrophic risks as risk control means is employed in [4].…”
Section: Introductionmentioning
confidence: 99%

Self-insurance of investor under repeating catastrophic risks

Norkin
1
2007
Cybern Syst Anal
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Polyhedral coherent risk measures and investment portfolio optimization

Kirilyuk
1
2008
Cybern Syst Anal
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Risk averse decision making under catastrophic risk

Grechuk
1
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Zabarankin
2
2014
European Journal of Operational Research
29
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7
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