All firms, as entities having the same organizing patterns can be noticed to perform their current activity as components within a certain ensemble, which economists are used to calling environment. It is within the operation of this ensemble that the element of risk does appear. The latter...

In a quantitative model with uncertain inputs, the uncertainty of the output can be summarized by a risk measure. We propose a sensitivity analysis method based on derivatives of the output risk measure, in the direction of model inputs. This produces a global sensitivity measure, explicitly...