Keyword: risk

Found 1845 papers in total
Individual vs. couple behavior: an experimental investigation of risk preferences
Individual vs. couple behavior: an experimental investigation of risk preferences
2013,
In this article, we elicit both individuals’ and couples’ preferences...
External Risk Measures and Basel Accords
External Risk Measures and Basel Accords
2013,
Choosing a proper external risk measure is of great regulatory importance, as...
Company failure prediction with limited information: newly incorporated companies
Company failure prediction with limited information: newly incorporated companies
2014,
Developing ‘Internal Rating Systems’ (IRB) for corporate risk management...
Fuzzy FMEA model for risk evaluation of ship collisions in the Malacca Strait: based on AIS data
Fuzzy FMEA model for risk evaluation of ship collisions in the Malacca Strait: based on AIS data
2014,
Maritime safety in the Malacca Strait is an important issue. The Strait of Malacca is...
On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest
On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest
2014,
We consider a compound Poisson surplus process perturbed by diffusion with debit...
Importance measures in reliability and mathematical programming
Importance measures in reliability and mathematical programming
2014,
The importance measures have been a sensitivity analysis for a probabilistic system...
A note on allocation of portfolio shares of random assets with Archimedean copula
A note on allocation of portfolio shares of random assets with Archimedean copula
2014,
This paper further studies the single‐period portfolio allocation of risk...
Lifetime properties of a cumulative shock model with a cluster structure
Lifetime properties of a cumulative shock model with a cluster structure
2014,
This paper studies a generalized cumulative shock model with a cluster shock...
Dynamic mean‐variance and optimal reinsurance problems under the no‐bankruptcy constraint for an insurer
Dynamic mean‐variance and optimal reinsurance problems under the no‐bankruptcy constraint for an insurer
2014,
In this paper, we consider the optimal investment and optimal reinsurance problems for...
Identifying risk issues and research advancements in supply chain risk management
Identifying risk issues and research advancements in supply chain risk management
2011,
The purpose of this paper is to investigate the research development in supply chain...
Dual sourcing of a newsvendor with exponential utility of profit
Dual sourcing of a newsvendor with exponential utility of profit
2011,
Dual sourcing strategies supplement inflexible, low‐cost country sourcing with...
Negative default dependence in supplier networks
Negative default dependence in supplier networks
2011,
The financial defaults of suppliers in a supplier network are significant risks and...
Financial and operational decisions in the electricity sector: Contract portfolio optimization with the conditional value‐at‐risk criterion
Financial and operational decisions in the electricity sector: Contract portfolio optimization with the conditional value‐at‐risk criterion
2011,
The restructuring of electricity markets around the world have caused increased...
Building knowledge to improve enterprise performance from inventory simulation models
Building knowledge to improve enterprise performance from inventory simulation models
2011,
This paper describes the process of building knowledge to improve enterprise...
Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems
Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems
2013,
We take advantage of the interpretation of stochastic capacity expansion problems as...
Managing risk of liquidity: a new dimension of risk management
Managing risk of liquidity: a new dimension of risk management
2013,
Prudent liquidity risk management is a critical component of contemporary complex...
The correspondence analysis between the key indicators and events of operational risk: a case study of the insurance sector in Tunisia
The correspondence analysis between the key indicators and events of operational risk: a case study of the insurance sector in Tunisia
2013,
The purpose of this study is to examine the main origins of the emergence of...
Multivariate VaRs for operational risk capital computation: a vine structure approach
Multivariate VaRs for operational risk capital computation: a vine structure approach
2013,
The Basel advanced measurement approach requires financial institutions to compute...
The Role of Risk Preferences in Pay‐to‐Bid Auctions
The Role of Risk Preferences in Pay‐to‐Bid Auctions
2013,
We analyze a new auction format in which bidders pay a fee each time they increase the...
Is There One Unifying Concept of Utility? An Experimental Comparison of Utility Under Risk and Utility Over Time
Is There One Unifying Concept of Utility? An Experimental Comparison of Utility Under Risk and Utility Over Time
2013,
The nature of utility is controversial. Whereas decision theory commonly assumes that...
Tempus Fugit: Time Pressure in Risky Decisions
Tempus Fugit: Time Pressure in Risky Decisions
2013,
We study the effects of time pressure on risky decisions for pure gain prospects, pure...
Exploring how inter‐organizational relational benefits affect information sharing in supply chains
Exploring how inter‐organizational relational benefits affect information sharing in supply chains
2013,
This research explores how inter‐organizational relationship interacts with...
Designing and evaluating layered security
Designing and evaluating layered security
2013,
Following systems engineering principles, we introduce analytic means to qualitatively...
Optimal gainshare/painshare in alliance projects
Optimal gainshare/painshare in alliance projects
2013,
Alliances are popularly used in delivering infrastructure. However, discussion is...
Papers per page: