Expected losses
A Formal Attack Centric Framework Highlighting Expected Losses of an Information Security Breach
... As shown in Figure 1, This framework organizes the organizational assets capable of acquiring some information or capability (i.e. password or some other access privileges parameters) in the form of nodes of a graph and ...
6
How to Choose the Level of Significance: A Pedagogical Note
... Leamer (1978; Chapter 4) makes the most notable academic contribution to this issue by presenting a detailed analysis as to how the level of significance should be chosen in consideration of sample size and ...
17
A Dynamic Model for Optimal Covenants in Loan Contracts
... Drift is a parameter that represents the direction of the project value movements in time. In financial distress the drift value decreases which in turn leads to difficulties for a firm in paying off its financial ...
153
The efficiency of a risk reduction program for debris-flow disasters – a case study of the Songhe community in Taiwan
... the expected losses and resilient capacity of an affected community, can be used to calcu- late the expected property, life, and total losses and the cor- responding ...the expected ...
13
The Impact Of Systemic Loss Given Default On Economic Capital
... Standard EC models used by financial institutions ignore the link between default risk and systemic recovery risk (Elizalde & Repullo, 2007). An accepted, but ineffective, solution to account for this dependency is ...
14
The disclosure of costs and income on incomplete contracts in the financial statements of contractors
... incomplete contracts in the financial statements of contractors Many construction firms cannot give an accurate estimate of such costs which is evidenced in part by the high failure rate in the indus- try. Defliese et ...
34
Return Attribution Analysis of the UK Insurance Portfolios
... We examine the attribution of premium growth rates for the five main insurance sectors of the United Kingdom for the period 1969-2005; in particular, Property, Motor, Pecuniary, Health & Accident, and Liability. In ...
27
Prudent banks and creative mimics : can we tell the difference?
... In this paper, we have developed a relatively simple signaling model to investigate the potential implications of financial innovation for banking regulation and supervision. We argue that capital regulation may aid ...
24
Ex post damage assessment: an Italian experience
... estimate expected losses to physical assets in future events, and information on indirect damage is often lacking or provided in an excessively anecdotal ...
16
CAS: Credibility for a Tower of Excess Layers
... the expected losses in the excess layer, there may be several tools ...historical losses for the ceding company that have penetrated the excess layer—including adjustments for trend and ...
13
Multimodality, uncertainty and aggregation
... It seems only natural to attempt to generalise this result to the case when the expected losses are not identical. We shall only look at a very mild extension: both com ponents will still be of the same ...
182
Practical Calculation of Expected and Unexpected Losses in Operational Risk by Simulation Methods
... unexpected losses in banks and other financial institutions. Whereas expected losses can be described as the “usual” or average losses that an institution incurs in its natural course of ...
13
CAS: NCCI’s 2007 Hazard Group Mapping
... of expected losses ex- cess of a limit to total expected losses, are used by the Na- tional Council on Compensation Insurance (NCCI) in class ratemaking (estimating the expected ratio ...
20
Investing in the Hydrogen Delivery Infrastructure: Methodology for a Public Policy
... The deregulation of electricity and gas European markets raises additional regulatory risks for potential infrastructure investors. Firms face increasing competition pressure as well as dynamic uncertainties about the ...
24
Ignorance is bliss: Should a pension reform be announced?
... The finding of the paper also depends on specific model assumptions. The economy is assumed to be closed, but in the case of a small open economy, pension reform and its announcement do not change interest rates; as a ...
7
Online Learning in Case of Unbounded Losses Using Follow the Perturbed Leader Algorithm
... Algorithms for unbounded losses have appeared in the literature, but none of the papers deal with FPL and “fast-growing” losses. Looking closely at the requirements of this paper, the quantity fluc(t) has ...
26
Speeding up Risk Analyses of U.S. Flood Insurance Loss Data Using the Diffusion Map
... event losses over the locations or properties in a particular portfolio, noting that losses are typically modeled by random variables characterized by loss ...event losses are aggregated within each ...
9
Composite Multiclass Losses
... The theory of loss functions makes it clear how one ideally chooses a loss—one takes ac- count of one’s utility concerning various incorrect predictions (Kiefer, 1987), (Berger, 1985, Section 2.4). The practice rarely ...
52
An Optimal Flyback Converter Based Power Supply for Smart Meters
... the losses it is clearly understood that they exceed 1W which clearly goes against the compliance that the standby power consumption should be less than ...minimize losses in MOSFET drive and PWM ...
10
Modeling High Aswan Dam Reservoir Morphology Using Remote Sensing to Reduce Evaporation
... The results of the elimination process at section 4 are presented in Figure 12. The lake water levels at same water volumes will rise by at most 90 cm after eliminat- ing Khor Kalabsha. This is due to adding over 5 BCM ...
14