نتایج جستجو برای: risk analysis
تعداد نتایج: 3550855 فیلتر نتایج به سال:
* Marco Tarenghi contributed to the numerical part on the Equity Return Swap example. We are grateful to Aurelien Alfonsi, Eymen Errais and Massimo Morini for comments and suggestions. Umberto Cherubini helped us with references and further suggestions.
There is paucity of data on magnitude and risk factors associated with asthma in developing countries like India. The study aims to assess the prevalence and factors associated with asthma. A cross sectional study was conducted among 275 school children aged 12-15 years age group using modified International study on Allergy and Asthma in childhood (ISAAC) questionnaire in rural Puducherry. Dat...
In this paper, we consider a continuous time risk model involving two types of dependent claims, namely main claims and by-claims. The by-claim is induced by the main claim and the occurrence of byclaim may be delayed depending on associated main claim amount. Using Rouché’s theorem, we first derive the closed-form solution for the Laplace transform of the survival probability in the dependent ...
Abstract: To evaluate train-running safety during seismicity on an entire railway line quantitatively, we should use risk analysis method. A lot of studies for seismic risk management were widely performed in various kinds of research fields. However, the study for fragility curve of train-running safety has not been conducted and its basic characteristics have not been obtained. Through this s...
I this paper we roughly quantify the degree of risk aversion induced by three rationales for corporate risk management: the cost of financial distress, costly external finance, and the principal-agent relationship between shareholders and management. In so doing, we provide a foundation for the use of corporate utility functions. However, we are unable to fully support the degree of risk aversi...
Given a collection of accepted risks with corresponding impacts and probabilities over the life of a project (or a relevant portion), a method to estimate the total potential impact at a given certainty is presented. Project sponsors and managers can decide their risk tolerance and set aside corresponding contingency funds. This analytic method uses a binomial distribution with a probability eq...
The power grid, on which most economic activities rely, is a critical infrastructure that must be protected against potential threats. Advanced monitoring technologies at the center of smart grid evolution increase its efficiency but also make it more susceptible to malicious attacks such as false data injection. This paper develops a game-theoretic approach to smart grid security by combining ...
prostate cancer is a major cause of morbidity and mortality in iran, yet there are few studies examining risk factors specific to the iranian context. we conducted a case-control study to explore risk factors for prostate cancer in mazandaran, iran from 2005 to 2008. the cases were 137 men with clinicopathologically confirmed prostate cancer. controls were 137 neighborhood and age match men wit...
Risks and losses arising from system failure, unauthorized activity, fraud and other operational errors are postulated to be one of the primary banking risks. Expert-based scenario analysis aims at describing the frequency and severity of extreme operational losses. Experts are not exact in predicting quantitative estimates for a distant future. The predicted scenarios are described by range es...
In this paper we propose a novel Bayesian methodology for Value-at-Risk computation based on parametric Product Partition Models. Value-at-Risk is a standard tool to measure and control the market risk of an asset or a portfolio, and it is also required for regulatory purposes. Its popularity is partly due to the fact that it is an easily understood measure of risk. The use of Product Partition...
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