Risk perception is an idiosyncratic process of interpretation. It is a highly personal process of making a decision … based on an individual’s frame of reference that has evolved over time. The purpose of this paper is to find out the risk … perception level of equity investors and to identify the factors influencing their risk perception. The study was conducted using …

economic interactions, certain risks are associated with their implementation. Risk factors were given a particular priority … during the secondary and primary research, while determining the most relevant risk factors of investment project processes … in relation to the B2B market. The risk map for investment project processes was created in line with the relevant …

framework is model-free and allows for stresses on the output such as (a) the mean and variance, (b) any distortion risk measure … including the Value-at-Risk and Expected-Shortfall, and (c) expected utility type constraints, thus making the reverse … sensitivity analysis framework suitable for risk models. …

We analyse the ruin probabilities for a renewal insurance risk process with inter-arrival times depending on the claims …

, enabling us to study parameter uncertainty and the risk related to the estimation procedure (estimation risk). In particular …, we use the distribution of empirical parameters from IBM and EURO STOXX50. The evidence suggests that estimation risk …

future exchanges. Therefore, this paper uses a Value at Risk (VaR) model to measure the risk of investment in Bitcoin. In …

risk model CreditRisk+. This allows exact risk aggregation via an efficient numerically stable Panjer recursion algorithm …. Furthermore, the model allows exact (without Monte Carlo simulation error) calculation of risk measures and their sensitivities … with respect to model parameters for P&L distributions such as value-at-risk and expected shortfall. Numerous examples …

variables to aggregate catastrophe risk. The algorithms are based on direct and hierarchical copula trees. Computing speed comes … of the total risk. We test the performance of the presented models by accumulating ground-up loss for 29,000 risks …