Results 21 to 30 of about 10,022,624 (305)

Implicit and explicit risk perception, affect, and trust : an investigation of food "traffic lights" [PDF]

open access: yes, 2014
Obesity is a health problem in many developed countries and is a growing problem worldwide. In an effort to improve food choices the "traffic lights" nutritional labelling system has been developed.
Burns, Calvin   +2 more
core   +3 more sources

Liquidity, Risk Measures, and Concentration of Measure [PDF]

open access: yesMathematics of Operations Research, 2018
This paper studies curves of the form (ρ(λX))λ≥0, called risk profiles, where ρ is a convex risk measure and X a random variable. Financially, this captures the sensitivity of risk to the size of the investment in X, which the original axiomatic foundations of convex risk measures suggest to interpret as liquidity risk.
openaire   +4 more sources

Dynamic Risk Measures [PDF]

open access: yes, 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
openaire   +2 more sources

Law invariant risk measures and information divergences

open access: yesDependence Modeling, 2018
Aone-to-one correspondence is drawnbetween lawinvariant risk measures and divergences,which we define as functionals of pairs of probability measures on arbitrary standard Borel spaces satisfying a few natural properties.
Lacker Daniel
doaj   +1 more source

Capital Allocation Rules and the No-Undercut Property

open access: yesMathematics, 2021
This paper makes the point on a well known property of capital allocation rules, namely the one called no-undercut. Its desirability in capital allocation stems from some stability game theoretical features that are related to the notion of core, both ...
Gabriele Canna   +2 more
doaj   +1 more source

Addendum to ‘Understanding risks in the light of uncertainty: low-probability, high-impact coastal events in cities’

open access: yesEnvironmental Research Letters, 2018
This addendum adds to the analysis presented in ‘Understanding risks in the light of uncertainty: low-probability, high-impact coastal events in cities’ Abadie et al (2017 Environ. Res. Lett .
Ibon Galarraga   +3 more
doaj   +1 more source

Quantifying insurance risks: Monte Carlo simulations and capital requirements [PDF]

open access: yesInsurance Markets and Companies
Type of the article: Research Article AbstractThe increasing complexity of insurance risks within the Solvency II regulatory framework highlights the need for accurate quantitative tools to assess the capital adequacy of insurance companies and model ...
Michal Páleš   +4 more
doaj   +1 more source

Risk Measures in Simulation-Based Business Valuation: Classification of Risk Measures in Risk Axiom Systems and Application in Valuation Practice

open access: yesRisks, 2023
Simulation-based company valuations are based on an analysis of the risks in the company to be valued. This means that risk analysis is decisively important in a simulation-based business valuation.
Dietmar Ernst
doaj   +1 more source

Risk Measures for Public Healthcare Service Quality Scale: An Evaluation of Collective and Independent (Urban and Rural) Decision Models Using Fuzzy AHP Methodology

open access: yesIEEE Access
The study attempts to propose a conceptual framework for evaluating public healthcare service quality in the Indian context. First, it aims to construct and validate the Public HealthCare Service Quality (PubHCServQual) scale for three decision models ...
Rupal Khambhati   +5 more
doaj   +1 more source

Bayesian Predictive Analysis of Natural Disaster Losses

open access: yesRisks, 2021
Different types of natural events hit the United States every year. The data of natural hazards from 1900 to 2016 in the US shows that there is an increasing trend in annul natural disaster losses after 1980.
Min Deng, Mostafa Aminzadeh, Min Ji
doaj   +1 more source

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