Catastrophic events, such as cyclones, floods, droughts, terrorism, or cybercrime, are astronomically on the increase the world over. These events disrupt businesses' smooth continuity leading to reputational digital data and financial losses among others. Zimbabwe's districts of Chimanimani and...

We introduce an ensemble learning method for dynamic portfolio valuation and risk management building on regression trees. We learn the dynamic value process of a derivative portfolio from a finite sample of its cumulative cash flow. The estimator is given in closed form. The method is fast and...

This compact but comprehensive exposé of the best international practical experience in catastrophe risk management at the country level outlines the key challenges involved in building national catastrophe insurance schemes. Clearly illustrates how countries exposed to natural disasters can...