Nowadays, logistics and supply chain management (SCM) is critical to compete in the current turbulent markets. In addition, in the global context, there are many uncertainties which affect on the market. One of the most important risks is supplier disruption. The first step to cope with these uncertainties is quantifying them. In this regard many researches have focused on the problem but measu...

financial companies are constantly exposed to the dangers of risk. in the last few years for various reasons, measuring value at risk (var) has become increasingly important for financial firms. the study of multiple measures of risk, var measure with a new approach provides the ground for calculation of market risk. common approaches to risk measurement due to complicated, nonlinear and changi...

Risk measurement provides fundamental support to decision making within the insurance industry. In spite of this, the limitations of the common measures are not well appreciated and there is little nonspecialist awareness of the more powerful techniques. The published material on risk measurement is strong and has developed significantly in recent years. However, it is fragmented and is not alw...

EReeRisk (Efficient Reengineering Risk) is a risk impact measurement tool which automatically identifies and measure impact of various risk components involve in reengineering process of legacy software system. EReeRisk takes data directly from users of legacy system and establishes various risk measurement metrics according to different risk measurement scheme of ReeRisk framework [1]. Further...

Measuring the risk of a financial portfolio involves two steps: estimating the loss distribution of the portfolio from available observations and computing a “risk measure” which summarizes the risk of the portfolio. We define the notion of “risk measurement procedure”, which includes both of these steps and study the robustness of risk measurement procedures and their sensitivity to a change i...