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desirable properties of risk measures like coherence, comonotonic additivity, robustness and elicitability. We check VaR, ES and …
Persistent link: https://www.econbiz.de/10010821003
La supply chain apparaît plus vulnérable et fragile dans un contexte marqué par une grande pression concurrentielle, une demande volatile, une tendance vers les économies d'échelle et l'externalisation. La gestion de risque représente ainsi un enjeu incontournable et essentiel pour la...
Persistent link: https://www.econbiz.de/10010899033
Lots of works have been conducted to explore and explain inter-organizational relations between supply chain partners. However, we have noticed that there is no accurate agreement between authors. Thus, to better understand this disparity, we studied supply chain inter-organizational...
Persistent link: https://www.econbiz.de/10010685194
We examine the statistical performance of inequality indices in the presence of extreme values in the data and show that these indices are very sensitive to the properties of the income distribution. Estimation and inference can be dramatically affected, especially when the tail of the income...
Persistent link: https://www.econbiz.de/10010750417
is a compound measure of publications and citations. We show the robustness of this index. This means that h …
Persistent link: https://www.econbiz.de/10008791732
We consider the classical risk model and carry out a sensitivity and robustness analysis of finite-time ruin …
Persistent link: https://www.econbiz.de/10008791834
The classical risk model is considered and a sensitivity analysis of finite-time ruin probabilities is carried out. We prove the weak convergence of a sequence of empirical finite-time ruin probabilities. So-called partly shifted risk processes are introduced, and used to derive an explicit...
Persistent link: https://www.econbiz.de/10008792404
) conflicting issues of production and preservation and iii) robustness with respect to dynamics uncertainties. More specifically …
Persistent link: https://www.econbiz.de/10011025654
Recent changes in environmental legislation have focused company thinking on business practices, particularly concerning the importance of integrating environmental concerns like outsourcing and procurement in supply chain networks. Supply chain partners are becoming progressively more...
Persistent link: https://www.econbiz.de/10009393799
L'adoption de la démarche Supply Chain Management (SCM), centrée sur la logistique, apparaît comme un outil de performance pour la firme, puisque son ambition affichée est de répondre au triple objectif d'amélioration des niveaux de service, de réduction des coûts et de création de...
Persistent link: https://www.econbiz.de/10009644793