, financial contagion, and so on). Often, good and bad items may propagate along the same networks, so individuals must weigh the …

Success, Cause and Confounder) and the use of variables by NCR (notably the variables Effect, Truth and Confounding). (3 …

Confounding and values {S, -S}, {C, -C}, {F, -F}. Assuming the truth we can find the impact of the cause from when the confounder … conditional independence. The paper gives a taxonomy of issues of confounding, a parameterization by risk or safety, and develops … the various cases of dependence and (conditional) independence. The paper is supported by software that allows variations …

and flexible specification of the SF model, introducing dependence between the two error components and asymmetry …) the structure of dependence between the error components. This decomposition suggests that the “wrong skewness” anomaly is … displays wrong skewness, estimation of our model rejects the dependence hypothesis, but accepts the asymmetry of the random …

aggregating the various risks that compose it. This can only be done through modelling of their dependence. It is a well known …, in times of crisis the dependence between risks increases. Experience has shown that very large loss events almost always … methods of modelling dependence and their influence on diversification benefits. We show that the latter strongly depend on …

support their business. The RAC depends on both the distribution and the dependence functions that are applied among the risks … shortfall. We highlight the behavior of different capital allocation principles according to the dependence assumptions and the …