Journal of Environmental Engineering (Transactions of AIJ)
Online ISSN : 1881-817X
Print ISSN : 1348-0685
ISSN-L : 1348-0685
A STUDY ON PORTFOLIO BASED ON MEAN-STANDARD DEVIATION DIAGRAM FOR CYCLONE RISK
Hiroyuki WATABEHarumi YASHIROSei'ichiro FUKUSHIMA
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2015 Volume 80 Issue 714 Pages 665-671

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Abstract

 As for the studying risk financing for natural disaster, it is necessary to evaluate characteristics of given portfolio composed by building assets using mean-standard deviation diagram as well as financial market. By the previous developed cyclone wind damage modeling for Gujaratstate in India, expected loss (mean) and standard deviation diagram was obtained by cyclone wind damage for 10000 randomly generated portfolio composed by building assets. Using the diagram, risk taker understands their current portfolio location on the diagramand the possibility to improve their portfolio. And the portfolio index was proposed to easily understand the characteristics of portfolio. The portfolio having high portfolio index value tends to locate near the upper boundary of plots on mean-standard deviation diagram.

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© 2015 Architectural Institute of Japan
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