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development of a methodology for risk-based diagnostics of failures in WDS and its application in a near real-time Decision … risk represented by a set of all potential incidents (e.g., pipe bursts), which might have caused it. The DM’s attitude … towards risk is taken into account during the aggregation process.The implementation of the main constituents of the proposed …
Persistent link: https://www.econbiz.de/10009440941
trading frictions to motivate the issue of risk-spreading ‘bundled’ debt are more promising for money creation, although they …
Persistent link: https://www.econbiz.de/10009465939
des Spotpreisrisikos und stellen drei neue Maße vor (Forward Delta, Synthetisches Spot Delta und Earnings-at-Risk). Danach … for swing options with multiple exercises at the same stage. Finally we provide a risk analysis for our thermal power … plant. In particular we investigate strategies to reduce the spot price risk to which power plants are significantly exposed …
Persistent link: https://www.econbiz.de/10009467034
the complete risk management process. An Example from a mechanical engineering company is used for the final validation of …
Persistent link: https://www.econbiz.de/10009467405
, 2- Vulnerability and risk analysis, 3-Computation of losses due to threats and benefits of control measures, 4 …
Persistent link: https://www.econbiz.de/10009475778
A methodology for the conceptual design phase risk assessment of an aerospace system was proposed. The method was … designed to examine political, social, and economic risk over a systems lifecycle through the use of future scenarios to bound … political, social, and economic risk during conceptual level design, and that this information can be used to aid in design down …
Persistent link: https://www.econbiz.de/10009475961
High dimensional covariance matrix estimation is considered in the context of empirical asset pricing. In order to see the effects of covariance matrix estimation on asset pricing, parameter estimation, model specification test, and misspecification problems are explored. Along with existing...
Persistent link: https://www.econbiz.de/10009476067
motion (GBM) process. That is, we show what difficulties can arise when failing to account for estimation risk. Our working … the underlying risk-neutral process. Next we extend our work to the contingent claim sensitivities associated with an … difficulties that can ensue when failing to account for estimation risk in valuation and hedging formulae. …
Persistent link: https://www.econbiz.de/10009476145
Kreditrisiken haben den größten Anteil am Gesamtrisiko einer Bank.Dennoch spielen Portfoliobetrachtungen bei der Evaluierung von Kreditrisikenbisher eine untergeordnete Rolle. Diese Arbeit untersucht das gemeinsame Ausfallverhalten von Krediten.Insbesondere wird diskutiert, wie...
Persistent link: https://www.econbiz.de/10009476196
Principe of insurance companies is to take risk of insured. If risks of insured are different it is advisable to adjust … insurance premium considering into risk rate so it is very important to estimate and evaluate factors from which depends if … solving this issue. After estimating the most risky group it is required to measure risk rate which helps to estimate …
Persistent link: https://www.econbiz.de/10009478253