González de Salceda Ruiz, Luis ManuelLuis Manuel González de Salceda Ruiz2018-05-102018-05-102015http://hdl.handle.net/11285/629405To measure the risk of an assets portfolio, exposed to catastrophic losses product of adverse natural phenomena, and estimate its maximum expected economic loss, it is necessary to have a wide range of scenarios, so the strong historical deviations in natural variables as extreme precipitation or the lack of it, very high or low temperatures are captured. These infrequent scenarios can be obtained through simulations based on historical data, but, in contrast with simulations made for portfolios with only financial instruments, it is not possible to assume neither statistical independence nor parametric distributions for the data. To assume no correlation and parametric distributions for the historical observations used to obtain the simulations, will result in an underestimation of the possible losses of the portfolio. --Abstract .info:eu-repo/semantics/openAccesshttp://creativecommons.org/licenses/by-nc-nd/4.0Corn--Risk management--Statistical methods--MexicoPortfolios management--Statistical methods--MexicoMonte Carlo methodFinancial futures--MexicoMaíz--Administración de riesgos--MéxicoAdministración de portafolios--Métodos estadísticos--MéxicoMétodo de MontecarloFuturos financieros--MéxicoAdministración de riesgos--México5 CIENCIAS SOCIALESTesis de doctorado