Risk Modelling
Financial software as a service: A paradigm for risk modelling and analytics
... for risk analysis, and knowledge sharing in a community-oriented culture (Feiman and Cearley, ...of risk analysis, financial modelling and knowledge sharing in an open and professional platform ...
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Risk Modelling of Organic Pollution in Lake Sediments
... from Risk Assess- ment showed that there is a hazard from higher protein concentration at the end of the process in comparison with the control ...The risk about COD and lactose concentration during the ...
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Dependent risk modelling in (re)insurance and ruin
... 2.5 Discussion and conclusions 62 Chapter 3 Excess of loss reinsurance under joint survival optimality 63 3.1 Introduction 63 3.2 The XL contract 66 3.3 The probability of joint survival[r] ...
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Operational Risk Modelling in Insurance and Banking
... In order to analyse operational risk in insurance, Solvency II Directive (Mittnik, 2011) must be discussed. Solvency II Directive is an EU Directive that codifies and harmonises the EU insurance regulation. This ...
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Credit risk modelling: default probabilities for Portuguese municipalities
... the modelling cutting level would have been 40% there were two more municipal regions also with a correct default prediction – Santiago do Cacem and Vila nova de Poiares, therefore the overall predictive ...
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A Fire Risk Modelling and Spatialization by GIS
... The management of the forest fire risk starts with it assessment. This assessment made the object of several works of research and many models of fire risk have been related. The model that interests us ...
12
Density forecasting in financial risk modelling
... densities do We asset at expiry, actually represent unbiased extract from options on currency and equity index futures, by means of both traditional density forecast We then them, apprai[r] ...
274
On Quantum Risk Modelling
... of risk measure may be extended in a quantum finance framework, as far as it may be applied on a time-independent Hamiltonian operator and specifically on its continuous spec- ...a risk measure is finite ...
5
Credit Risk Modelling- A wheel of Risk Management
... credit risk models are not a substitute for sound credit appraisal systems, it is now generally accepted that such models have the potential to contribute significantly to enhancing the internal risk ...
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A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies
... A backtesting exercise for market risk modelling using two datasets of 5 and 15 coins was performed. Our results showed that the t-copula with skewed-t GARCH marginals can be a good compromise for precise ...
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Three dimensional tracking of a wide-ranging marine predator: flight heights and vulnerability to offshore wind farms
... but our aim was to investigate the importance of accurate flight- height assessments for collision-risk modelling rather than to pre- dict the potential cumulative impact of all proposed wind farms in the ...
9
Taking into account a number of climatic indicators in environmental health assessment of ambient air and in health risk forecasting
... health risk modelling, the following parameters must be known: the constant circulating part, meteorological and orographic conditions of imbalance between the income and removal (run-off) of the compounds ...
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Modelling trust and risk for cloud services
... A risk is the product of a threat, a vulnerability and the consequences ...in risk assessment for the cloud when com- pared to conventional information technology ...increase risk and imply that the ...
16
Modelling the risk of transfusion transmission from travelling donors
... One of the limitations of our model is that it assumes that travelling donors only visit the risk area once. In some cases, travellers might make recurring visits and such repeated exposures might further increase ...
8
Modelling Weather and Climate Related Fire Risk in Africa
... the risk of fire in Africa (vulner- ability of a region to fire ...fire risk as a result of computation of equations which are func- tion of four parameters only, allowing for calculation of fire ...
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Resource failures risk assessment modelling in distributed environments
... As explained in section 2 the resource provider’s assets are the Grid re- sources in the context of this paper, the Risk of Failure (ROF) of which is of great concern. Therefore, the probability of failure of a ...
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Longevity Basis Risk A methodology for assessing basis risk
... Whilst we are able to cast some light on the drivers of historical trends, a natural concern is whether past improvements are a guide to future improvements. For example it is only possible to cease smoking once. It ...
130
Modelling catastrophe risk bonds
... three risk layers: incident (level 1 to 3), accident (level 4 to 6) and major accident (level ...of risk perils for each layer. In this chapter, a nuclear CAT risk bond, termed N-CAT risk ...
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Public health risk assessment methodology under the influence of chemical, physical and biological factors for defining products (goods) safety indicators
... The frequency of impact and possible duration of the use of a specific type of product are assessed based on the results of specialized studies or literature, statistical material, results of sociological surveys, ...
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Mathematical modelling of bias and uncertainty in accident risk assessment
... to modelling assumptions and uncertainty of proper parameter ...to modelling assumptions, so in their approach errors from modelling assumptions are excluded from uncertainty ...to modelling ...
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