Results 11 to 20 of about 3,666,543 (317)
Development of a global seismic risk model [PDF]
, 2021 Since 2015, the Global Earthquake Model (GEM) Foundation and its partners have been supporting regional programs and bilateral collaborations to develop an open global earthquake risk model.
GFZ Potsdam +25 more
core +1 more source
Model Risk of Risk Models [PDF]
SSRN Electronic Journal, 2014 This paper evaluates the model risk of models used for forecasting systemic and market risk. Model risk, which is the potential for different models to provide inconsistent outcomes, is shown to be increasing with and caused by market uncertainty. During calm periods, the underlying risk forecast models produce similar risk readings, hence, model risk ...
Ilknur Zer +3 more
openaire +3 more sources
ANFIS for risk estimation in risk-based access control model for smart homes [PDF]
, 2022 The risk-based access control model is one of the dynamic models that use the security risk as a criterion to decide the access decision for each access request.
Gary B. Wills +3 more
core +1 more source
Model risk on credit risk [PDF]
Risk and Decision Analysis, 2016 This paper develops the Jungle model in a credit portfolio framework. The Jungle model is able to model credit contagion, produce doubly-peaked probability distributions for the total default loss and endogenously generate quasi phase transitions, potentially leading to systemic credit events which happen unexpectedly and without an underlying single ...
J. Molins, Eduard Vives
openaire +4 more sources
Modelling environmental risk [PDF]
Environmental Modelling & Software, 2005 As environmental issues have become increasingly important in economic research and policy for sustainable development, firms in the private sector have introduced environmental and social issues in conducting their business activities. Such behaviour is tracked by the Dow Jones Sustainable Indexes (DJSI) through financial market indexes that are ...
Suhejla Hoti +2 more
openaire +2 more sources
OpenDRR/seismic-risk-model: First public launch of CanadaSRM1 [PDF]
, 2022 Official public release of Canada's Seismic Risk Model, generation 1 (CanadaSRM1). For more information about this release or attribution please consult: Hobbs, T.E., Journeay, J.M., Rao, A.S., Kolaj, M., Martins, L., Simionato, M., Silva, V., Pagani, M.
Damon Ulmi +6 more
core +1 more source
A Risk Management Model for Merger and Acquisitio [PDF]
, 2011 In this paper, a merger and acquisition risk management model is proposed for considering risk factors in the merger and acquisition activities. The proposed model aims to maximize the probability of success in merger and acquisition activities ...
Chui, B. S., B. S. Chui
core +2 more sources
MODEL REPORT: INFORM Risk Index [PDF]
, 2023 This document summarizes the documentation and findings of the peer review of the INFORM Risk Index. The INFORM Risk Index is a global, open-source risk assessment for humanitarian crises and disasters.
Specht, D.
core
Mathematical Finance, 2019 AbstractWe provide sharp analytical upper and lower bounds for value‐at‐risk (VaR) and sharp bounds for expected shortfall (ES) of portfolios of any dimension subject to default risk. To do so, the main methodological contribution of the paper consists in analytically finding the convex hull generators for the class of exchangeable Bernoulli variables ...
Fontana R., Luciano E., Semeraro P.
openaire +4 more sources
Modeling of Bank Credit Risk Management Using the Cost Risk Model [PDF]
, 2021 This article deals with the issue of managing bank credit risk using a cost risk model. Modeling of bank credit risk management was proposed based on neural-cell technologies, which expand the possibilities of modeling complex objects and processes and ...
Andrii Zavhorodnii +9 more
core +1 more source