policy and setting of the risk tolerance level in order to ensure consistent risk-bearing capacity and greater accountability …

Recent and presumable future developments tend to increase the risk associated with farming activities. This causes an … increasing importance of risk management. Farmers have a wide variety of possibilities to influence the risk exposure of their … as to match the resources of the farm as well as the farmer's attitudes towards risk. The paper addresses this issue …

under conditions of risk. Insufficient knowledge of the risks, poor estimation or lack of protection against the effects of … context of globalization a process defining the period that our society is passing the risk becomes crucial importance for all …

Risk diversification is the basis of insurance and investment. It is thus crucial to study the effects that could limit … it. One of them is the existence of systemic risk that affects all the policies at the same time. We introduce here a … probabilistic approach to examine the consequences of its presence on the risk loading of the premium of a portfolio of insurance …

Risk diversification is the basis of insurance and investment. It is thus crucial to study the effects that could limit … it. One of them is the existence of systemic risk that affects all the policies at the same time. We introduce here a … probabilistic approach to examine the consequences of its presence on the risk loading of the premium of a portfolio of insurance …

the estimation and backtesting of ES, it can be considered a good risk measure. In particular, there is no sufficient …Expected Shortfall (ES) has been widely accepted as a risk measure that is conceptually superior to Value-at-Risk (VaR … desirable properties of risk measures like coherence, comonotonic additivity, robustness and elicitability. We check VaR, ES and …

Risk diversification is the basis of insurance and investment. It is thus crucial to study the effects that could limit … it. One of them is the existence of systemic risk that affects all of the policies at the same time. We introduce here a … probabilistic approach to examine the consequences of its presence on the risk loading of the premium of a portfolio of insurance …

Dans le cadre des procédures de backtesting de la Value-at-Risk (VaR), nous proposons une étude de la qualité de la … correction de l'effet d'estimation du test de Kupiec (Journal of Derivatives, 1995) fondée sur les travaux de Escansiano et Olmo … (2008). Cette étude conduit à apporter une correction de l'effet d'estimation de la VaR elle-même dans le cadre d'un modèle …

Bilanzrechtsmodernisierungsgesetzes zur Corporate Governance und zum Risikomanagement vorzustellen und mit den seit 2002 geltenden Anforderungen durch den …

-Governance ; Risikomanagement …