under uncertainty and the industrial point of view based on the notion of risk management. This serves as a basis for the … definition of an approach based on simulation and decision theory that is dedicated to the design of cooperative processes in a … customer-supplier relationship. This approach includes the evaluation, in terms of risk, of different cooperative processes …

approach aims at evaluating in term of risks different demand management strategies within the supply chain using a simulation …

quantitative measure of model uncertainty should verify in order to be useful and relevant in the context of risk measurement and … comparable to other risk measures and compatible with observations of market prices of a set of benchmark derivatives. We … illustrate the difference between model uncertainty and the more common notion of "market risk" through examples. Finally, we …

exponential affine function of the state variables, the risk neutral distribution is unique and implies again a Generalized …

realistic way. The associated risk neutral dynamics of the time series models is obtained through two different specifications … and moneyness. Furthermore, our results provide evidence of consistency between historical and risk neutral distributions …

This article investigates the latest developments in longevity risk modelling, and explores the key risk management … enhancement of the way longevity risk is understood; providing a global view of the practical issues for longevity … evolution of longevity is intensifying the need for capital markets to be used to manage and transfer the risk through what are …