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Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
Bol, Georg (ed.); Abberger, Klaus (ed.);  … - Karlsruher Ökonometrie-Workshop <6, 1997, Karlsruhe> - 1998
Persistent link: https://www.econbiz.de/10014013337
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Selected papers on risk measurment presented at the 2012 IRM conference on global standards for risk measurement, management and regulation
International Risk Management Conference <5, 2012, Rom> - 2013
Persistent link: https://www.econbiz.de/10009759167
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Spillover dynamics for systemic risk measurement using spatial financial time series models : conference paper
Blasques, Francisco; Koopman, Siem Jan; Lucas, André; … - 2014
-specific and Europe-wide risk factors. The estimation results indicate a high, time-varying degree of spatial spillovers in the …
Persistent link: https://www.econbiz.de/10010491085
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Decision making with conditional value-at-risk and spectral risk measures : the problem of comparative risk aversion ; conference paper
Brandtner, Mario; Kürsten, Wolfgang - 2014
We analyze spectral risk measures with respect to comparative risk aversion following Arrow (1965) and Pratt (1964) on … widely-applied spectral Arrow-Pratt-measure is not a consistent measure of Arrow-Pratt-risk aversion. A decision maker with a … decision maker with a smaller spectral Arrow-Pratt-measure. We further show how a proper measure of Arrow-Pratt-risk aversion …
Persistent link: https://www.econbiz.de/10010491150
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The Foster-Hart measure of riskiness for general gambles : conference paper
Riedel, Frank; Hellmann, Tobias - 2013
riskiness to continuous random variables. For many continuous random variables, the risk measure is equal to the worst-case risk … measure, i.e. the maximal possible loss incurred by that gamble. We also extend the Foster-Hart risk measure to dynamic …
Persistent link: https://www.econbiz.de/10010342818
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Trust in risk management : uncertainty and scepticism in the public mind
Siegrist, Michael (contributor) - 2010
Persistent link: https://www.econbiz.de/10003942990
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Selling reputation when going out of business : presented at CEFifo Area Conference on Industrial Organisation, March 2004
Hakenes, Hendrik; Peitz, Martin - CESifo Area Conference on Industrial Organisation … - 2004
Is the reputation of a firm tradeable when the previous owner has to retire even though ownership change is observable … good type. Hence reputation is tradeable, although ownership change is observable. In our model, reputation is an …
Persistent link: https://www.econbiz.de/10011449475
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Financial risk in insurance
Ottaviani, Giovanni (contributor); Ottaviani, Giuseppe (ed.) - 1995
Persistent link: https://www.econbiz.de/10000532103
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Coping with uncertainty : modeling and policy issues
Marti, Kurt (agent) - 2006
Ongoing global changes bring fundamentally new scientific problems requiring new concepts and tools. A key issue concerns a vast variety of practically irreducible uncertainties, which challenge our traditional models and require new concepts and analytical tools. The uncertainty critically...
Persistent link: https://www.econbiz.de/10003328653