Tatiana Ermolieva
Research Scholar
Cooperation and Transformative Governance Research Group
Advancing Systems Analysis Program
Research Scholar
Integrated Biosphere Futures Research Group
Biodiversity and Natural Resources Program
Biography
Dr. Tatiana Ermolieva is a Research Scholar with IIASA’s Ecosystems Services & Management Program (ESM). She holds the Kjell Gunnarson's Risk Management Prize (Swedish Insurance Society) and an IIASA Peccei Award for her work on optimal decisions for coping with dependent catastrophic risks.Dr. Ermolieva has a master's degree in applied mathematics with specialization in statistics, optimization, and economics from Kiev State University, Ukraine, and a PhD on spatio-temporal estimation and optimization of heterogeneous values and flows in complex dynamic and stochastic systems. Her main research interests are analysis and modeling of complex socioeconomic, agricultural, environmental, and financial systems with explicit treatment of uncertainties, risks, extreme events, and spatial and temporal heterogeneities of regions and agents. She develops quantitative models and methods, including software and practical applications, for designing strategies ensuring robust system performance in the presence of uncertainties and risks, in particular of extreme catastrophic nature.
Dr. Ermolieva's activities with ESM concern GIS-based modeling and optimization of regional developments, methodologies for robust downscaling of land use (including agricultural) valuesfrom incomplete, uncertain, aggregate information; non-parametric approaches to data estimation and recovering. Recent practical studies cover topics of global food security and adaptation under climatic uncertainties and risks; fusion of downscaling within the framework of ESM's GLOBIOM model; treatment of systemic risks with a stochastic version of GLOBIOM; design of robust insurance programs (including cat bonds, contingent credits, mutual funds) against climatic disasters, e.g., floods; analysis of robust economic instruments (emission trading markets) under uncertainties; and discounting under catastrophic risks. She applies her skills in several EU projects, in collaborative research with colleagues from various IIASA programs, joint research with IIASA NMOs and other institutions.
Last update: 26 APR 2016
Publications
Fischer, G., Ermolieva, T., & Ermoliev, Y. (2006). Land use, vulnerability and catastrophes. In: Proceedings of the 3rd International Symposium on Systems & Human Science: Complex Systems Approaches for Safety, Security and Reliability (SSR 2006), 6-8 March 2006.
Fischer, G., Ermolieva, T., Ermoliev, Y., & van Velthuizen, H.T. (2006). Sequential downscaling methods for estimation from aggregate data. In: Coping with Uncertainty, Modeling and Policy Issues. Eds. Marti, K., Ermoliev, Y., Makowski, M. , & Pflug, G. , Berlin: Springer-Verlag. ISBN 978-3-540-35258-7 10.1007/3-540-35262-7_9.
Fischer, G., Ermolieva, T., Ermoliev, Y., & van Velthuizen, H.T. (2006). Spatial recovering of agricultural values from aggregate information: Sequential downscaling methods. International Journal of Knowledge and Systems Sciences 3 (1)
Ermolieva, T. (2005). Simulation-based optimization of social security systems under uncertainty. European Journal of Operations Research 166 (3) 782-793. 10.1016/j.ejor.2004.03.044.
Ermolieva, T. & Ermoliev, Y. (2005). Catastrophic Risk Management: Flood and Seismic Risks Case Studies. IIASA Research Report (Reprint). IIASA, Laxenburg, Austria: RP-05-007. Reprinted from Applications of Stochastic Programming, S.W. Wallace, S.T. Ziemba (eds) MOS-SIAM Series on Optimization 5:425-444 (2005).