Spatial risk measures and rate of spatial diversification

@inproceedings{Koch2018SpatialRM,
  title={Spatial risk measures and rate of spatial diversification},
  author={Edmund Koch},
  year={2018}
}
An accurate assessment of the risk of extreme environmental events is of great importance for populations, authorities and the banking/insurance industry. Koch (2017) introduced a notion of spatial risk measure and a corresponding set of axioms which are well suited to analyze the risk due to events having a spatial extent, precisely such as environmental phenomena. The axiom of asymptotic spatial homogeneity is of particular interest since it allows one to quantify the rate of spatial… CONTINUE READING

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