Showing 1 - 10 of 12,194
Persistent link: https://www.econbiz.de/10011864223
Persistent link: https://www.econbiz.de/10011751947
We introduce a class of quantile-based risk measures that generalize Value at Risk (VaR) and, likewise Expected Shortfall (ES), take into account both the frequency and the severity of losses. Under VaR a single confidence level is assigned regardless of the size of potential losses. We allow...
Persistent link: https://www.econbiz.de/10011900226
Persistent link: https://www.econbiz.de/10002250684
The territorial organisation of economies and societies is undergoing a dramatic change. Globalisation, technological innovation, migration and population ageing make it increasingly difficult to predict the future of regions. Economic change tests the ability of all regions to compete and the...
Persistent link: https://www.econbiz.de/10011506381
Persistent link: https://www.econbiz.de/10009577837
An expected utility based cost-benefit analysis is in general fragile to its distributional assumptions. We derive necessary and sufficient conditions on the utility function of the expected utility model to avoid this. The conditions ensure that expected (marginal) utility remains finite also...
Persistent link: https://www.econbiz.de/10010412466
Persistent link: https://www.econbiz.de/10001928263
This book is a comprehensive guide to several aspects of risk, including information systems, disaster management …, supply chain and disaster management perspectives. A major portion of this book is devoted to presenting a number of … Performance -- Information Systems Security Risk -- Enterprise Risk Management in Projects -- Natural Disaster Risk Management …
Persistent link: https://www.econbiz.de/10012396491
in Projects -- Natural Disaster Risk Management -- Sustainability and Enterprise Risk Management -- Environmental Damage …This book offers a comprehensive guide to several aspects of risk, including information systems, disaster management …, supply chain and disaster management perspectives. A major portion of the book is devoted to presenting a number of …
Persistent link: https://www.econbiz.de/10012399177