Results 21 to 30 of about 1,839,327 (268)
, 2011 This paper gives an overview of the theory of dynamic convex risk measures for random variables in discrete time setting. We summarize robust representation results of conditional convex risk measures, and we characterize various time consistency properties of dynamic risk measures in terms of acceptance sets, penalty functions, and by supermartingale ...
Beatrice Acciaio, Irina Penner
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Consolidation of a WSN and Minimax Method to Rapidly Neutralise Intruders in Strategic Installations
Sensors, 2012 Due to the sensitive international situation caused by still-recent terrorist attacks, there is a common need to protect the safety of large spaces such as government buildings, airports and power stations.
Angela Ribeiro, Jesus Conesa-Muñoz
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Modified Standard Risk Assessment Based on Optimal Capacity Investment Decisions and Portfolio Optimization (Infrastructure Speculation and New Financial Instrument) [PDF]
تحقیقات مالی اسلامی (پیوسته), 2013 In order to use an Islamic financial instrument, this paper intends to measure and evaluate negative and positive deviations from target rate of return in investment opportunity evaluation,that leads to presenting an upside potential- adjusted risk ...
Fereidoun Rahnamay Roudposhti +1 more
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Comparing Entropy and Beta as Measures of Risk in Asset Pricing
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2017 The paper establishes entropy as a measure of risk in asset pricing models by comparing its explanatory power with that of classic capital asset pricing model’s beta to describe the diversity in expected risk premiums.
Galina Deeva
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Stochastic Check-in Employee Scheduling Problem
IEEE Access, 2020 This work addresses the problem of assigning airline check-in employees to tasks related to departing flights under uncertain circumstance at an international terminal of a large airport.
Ming Liu +3 more
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Features of estimation of innovative risks [PDF]
Marketing i Menedžment Innovacij, 2011 The methods of quantitative estimation of risk are considered in the article. Statistical information is analyses about the enterprises of Ukraine, inculcating innovations.
А.V. Khalaimova, O.M. Fishchenko
doaj
Impact of Climate Change on Heat Wave Risk
Risks, 2013 We study a new risk measure inspired from risk theory with a heat wave risk analysis motivation. We show that this risk measure and its sensitivities can be computed in practice for relevant temperature stochastic processes.
Romain Biard +3 more
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Probability-Based Wildfire Risk Measure for Decision-Making
Mathematics, 2020 Wildfire is a natural element of many ecosystems as well as a natural disaster to be prevented. Climate and land usage changes have increased the number and size of wildfires in the last few decades.
Adán Rodríguez-Martínez +1 more
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CAPM with various utility functions: Theoretical developments and application to international data
Cogent Economics & Finance, 2017 This paper presents an extension of the Capital Assets Pricing Model (hereafter CAPM) where various utility functions are applied. Specifically, we propose an overall CAPM beta that accounts for the higher order moments and reflects the investor ...
Rihab Bedoui, Houda BenMabrouk
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Selected Issues of Security Sciences in Terms of Risk Analysis and Resilience Building
Safety & Fire Technology, 2020 Aim: The aim of the article is to demonstrate that despite wide variety of areas involving security issues, there exists their common measure and benchmark.
Jerzy Wolanin
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