Keyword: risk

Found 1845 papers in total
A probabilistic quantitative risk assessment model for fire in road tunnels with parameter uncertainty
A probabilistic quantitative risk assessment model for fire in road tunnels with parameter uncertainty
2011,
Fire in road tunnels can lead to catastrophic consequences in combination with tunnel...
Proactive detection of high collision concentration locations on highways
Proactive detection of high collision concentration locations on highways
2011,
In previous research, the potential of the continuous risk profile (CRP) to...
Modeling heterogeneous risk‐taking behavior in route choice: A stochastic dominance approach
Modeling heterogeneous risk‐taking behavior in route choice: A stochastic dominance approach
2011,
This paper proposes a unified approach to modeling heterogonous risk‐taking...
Inclusion of fatigue effects in human reliability analysis
Inclusion of fatigue effects in human reliability analysis
2011,
The effect of fatigue on human performance has been observed to be an important factor...
Risk‐based grouping for checked baggage screening systems
Risk‐based grouping for checked baggage screening systems
2011,
With millions of bags checked at over 7000 baggage screening locations in US daily,...
The use of a basic safety investment model in a practical risk management context
The use of a basic safety investment model in a practical risk management context
2011,
We consider a basic model in economic safety analysis: a firm is willing to invest an...
Estimation of risk‐neutral density surfaces
Estimation of risk‐neutral density surfaces
2011,
Option price data is often used to infer risk‐neutral densities for future...
Risk programming analysis with imperfect information
Risk programming analysis with imperfect information
2011,
A Monte Carlo procedure is used to demonstrate the dangers of basing (farm) risk...
Economic value of weather forecasting: the role of risk aversion
Economic value of weather forecasting: the role of risk aversion
2011,
Extreme meteorological events have increased over the last decades and it is widely...
Comparison of combined stochastic risk processes and its applications
Comparison of combined stochastic risk processes and its applications
2011,
In this article we compare combined stochastic risk processes and consider its...
Risk assessment techniques for civil aviation security
Risk assessment techniques for civil aviation security
2011,
The paper proposes a set of methodologies to qualitatively and quantitatively assess...
Fund Flows, Performance, Managerial Career Concerns, and Risk Taking
Fund Flows, Performance, Managerial Career Concerns, and Risk Taking
2011,
We develop a unified model of the interactions among investors, fund companies, and...
Stable solutions for optimal reinsurance problems involving risk measures
Stable solutions for optimal reinsurance problems involving risk measures
2011,
The optimal reinsurance problem is a classic topic in actuarial mathematics. Recent...
Risk analysis and port security: some contextual observations and considerations
Risk analysis and port security: some contextual observations and considerations
2011,
Using the literature and drawing upon several decades of experience in risk analysis,...
On a risk management analysis of oil spill risk using maritime transportation system simulation
On a risk management analysis of oil spill risk using maritime transportation system simulation
2011,
Is it safer for New Orleans river gambling boats to be underway than to be...
A Unified Framework for Dynamic Prediction Market Design
A Unified Framework for Dynamic Prediction Market Design
2011,
Recently, coinciding with and perhaps driving the increased popularity of prediction...
Selecting Optimal Alternatives and Risk Reduction Strategies in Decision Trees
Selecting Optimal Alternatives and Risk Reduction Strategies in Decision Trees
2011,
In this paper we conduct a quantitative analysis for a strategic risk management...
Efficient Resource Allocation via Efficiency Bootstraps: An Application to R&D Project Budgeting
Efficient Resource Allocation via Efficiency Bootstraps: An Application to R&D Project Budgeting
2011,
Resource allocation decisions are crucial for the success of an organization. This...
Decision‐making process for project portfolio management
Decision‐making process for project portfolio management
2011,
The purpose of this paper is a quantitative study of the risk surrounding the main...
Multivariate semi‐nonparametric distributions with dynamic conditional correlations
Multivariate semi‐nonparametric distributions with dynamic conditional correlations
2011,
This paper generalizes the Dynamic Conditional Correlation (DCC) model of ,...
Forecasting temperature to price CME temperature derivatives
Forecasting temperature to price CME temperature derivatives
2011,
This paper seeks to forecast temperatures in US cities in order to price temperature...
GARCH dependence in extreme value models with Bayesian inference
GARCH dependence in extreme value models with Bayesian inference
2011,
This study examines an alternative one stage approach, which makes parameter...
A study of Electrical Security Risk Assessment System based on Electricity Regulation
A study of Electrical Security Risk Assessment System based on Electricity Regulation
2011,
The Chinese government needs to strengthen the Electricity Regulation. Electrical...
Ruin theory with excess of loss reinsurance and reinstatements
Ruin theory with excess of loss reinsurance and reinstatements
2011,
The present paper studies the probability of ruin of an insurer, if excess of loss...
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