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 …

minimizes the cost of the supply chain while the second objective function minimizes CO2 emission. Conditional Value at Risk … (CVaR) approach is adapted to deal with demand uncertainty and the stochastic CO2 emission level. Finally, the model outputs …

risk management (PRM), complexity theory, and decision-making under deep uncertainty (DMDU). Readers will appreciate that … properly handlinginescapable project-complexity and deep-uncertainty implications in specific contexts. Integrates project risk … management (PRM), complexity theory, and decision-making under deep uncertainty (DMDU); Provides conceptual overview of PRM …