Keywords: جمع آوری ریسک; (T)VaR bounds; Model uncertainty; Hierarchical clustering; Risk aggregation; Operational Risk; Market Risk; 62P05 (primary); 91G60; 91B30 (secondary),;
مقالات ISI جمع آوری ریسک (ترجمه نشده)
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Keywords: جمع آوری ریسک; Risk aggregation; Convex lower bound; Capital allocation; Approximation; Generalized Gamma distribution;
Keywords: جمع آوری ریسک; Risk aggregation; VaR-bounds; Model uncertainty; Positive dependence; Bottleneck assignment
Keywords: جمع آوری ریسک; 60F05; 60E15; Negative dependence; Variance reduction; Sums of random variables; Central limit theorem; Risk aggregation;
Keywords: جمع آوری ریسک; Fuzzy logic; Bow-Tie analysis; Risk management; Risk aggregation; Server manufacturing;
Keywords: جمع آوری ریسک; Risk aggregation; Log-normal risks; Exact asymptotics; Gaussian distribution; Product of random variables
Keywords: جمع آوری ریسک; Disability insurance; Stochastic intensities; Conditional independence; Risk aggregation; Stochastic claims reserving; Mimicking;
Keywords: جمع آوری ریسک; Risk aggregation; Tail asymptotics; Bernstein copula; Value-at-Risk; Pareto and exponential variables;
Keywords: جمع آوری ریسک; Risk aggregation; Monte Carlo simulation; Conditional probability; Slope stability;
Keywords: جمع آوری ریسک; G22; 60G70; 62G32; 62G20; 91B30; Random deflation; Value-at-Risk; Risk aggregation; Second-order regular variation; Estimation of tail probability;
Keywords: جمع آوری ریسک; 60G70; 62E20; 62H20; AC-product distribution; Sarmanov distribution; Random deflators; Risk aggregation; Ruin probability;
On some multivariate Sarmanov mixed Erlang reinsurance risks: Aggregation and capital allocation
Keywords: جمع آوری ریسک; Sarmanov distribution; Mixed Erlang distribution; Capital allocation; Risk aggregation; Stop-loss reinsurance; Dependency;
Towards a better understanding of renewable energy YieldCos
Keywords: جمع آوری ریسک; Pyramidal scheme; Synthetic financial instrument; Risk aggregation; Real options;
Extremes of aggregated Dirichlet risks
Keywords: جمع آوری ریسک; primary, 60F05; secondary, 60G70Dirichlet distribution; Gumbel max-domain of attraction; Weibull max-domain of attraction; Tail asymptotics; Risk aggregation; Davis–Resnick tail property
Copulas, diagonals, and tail dependence
Keywords: جمع آوری ریسک; Risk aggregation; Copulas; Diagonal section; Risk management; Tail dependence
STakeholder-Objective Risk Model (STORM): Determining the aggregated risk of multiple contaminant hazards in groundwater well catchments
Keywords: جمع آوری ریسک; Groundwater; Hazard prioritization; Regional risk assessment; Risk aggregation; Mass discharge; Failure probability;
Model uncertainty and VaR aggregation
Keywords: جمع آوری ریسک; 62P05; 91G60; 91B30; C6; Copula; Fréchet class; Model uncertainity; Operational Risk; Positive dependence; Rearrangement algorithm; Risk aggregation;
Exact tail asymptotics of aggregated parametrised risk
Keywords: جمع آوری ریسک; Risk aggregation; Log-elliptical distribution; Log-normal distribution; Rare-event simulation; Logarithmic efficiency
Asymptotics of random contractions
Keywords: جمع آوری ریسک; primary; 60F05; secondary; 60G70; Random contractions; Random scaling; Conditional tail expectation; Elliptical distributions; Spherical distributions; Subexponential distributions; Max-domain of attraction; Risk aggregation; Ruin probability;
Quantitative models for operational risk: Extremes, dependence and aggregation
Keywords: جمع آوری ریسک; C.14; G.10; G.21; Copula; Dependence; Fréchet class problems; Generalized Pareto distribution; Mass transportation; Operational risk; Peaks over threshold; Point process; Risk aggregation; Statistics of extremes;
Ambiguity aversion and the equity premium puzzle: A re-examination of experimental data on repeated gambles
Keywords: جمع آوری ریسک; D80; G11; Repeated gambles; Ambiguity aversion; Myopic loss aversion; Risk aggregation; Bounded rationality;