under uncertainty and the industrial point of view based on the notion of risk management. This serves as a basis for the … definition of an approach based on simulation and decision theory that is dedicated to the design of cooperative processes in a … customer-supplier relationship. This approach includes the evaluation, in terms of risk, of different cooperative processes …

dedicated tool. The evaluation process is based on an exploitation of decision theory and game theory concepts and methods. …

Regulation and Risk management in banks depend on underlying risk measures. In general this is the only purpose that is … seen for risk measures. In this paper, we suggest that the reporting of risk measures can be used to determine the loss … distribution function for a financial entity. We demonstrate that a lack of sufficient information can lead to ambiguous risk …

Starting from the requirement that risk measures of financial portfolios should be based on their losses, not their … gains, we define the notion of loss-based risk measure and study the properties of this class of risk measures. We … characterize loss-based risk measures by a representation theorem and give examples of such risk measures. We then discuss the …

The banking systems that deal with risk management depend on underlying risk measures. Following the recommendation of … the Basel II accord, most banks have developed internal models to determine their capital requirement. The Value at Risk …, showing the need for five risk measures in order to compute a capital in relation to the risk to which the bank is exposed. In …

The banking systems that deal with risk management depend on underlying risk measures. Following the recommendation of … the Basel II accord, most banks have developed internal models to determine their capital requirement. The Value at Risk …, showing the need for five risk measures in order to compute a capital in relation to the risk to which the bank is exposed. In …