In the search for effective pesticide risk management tools, the design of pesticide risk indicators is nowadays … recently developed pesticide risk indices and test their potential for management purposes. A pilot approach is proposed, which … explores pesticide worst-case hazard scenarios at different space-time scales by means of a set of 5 ecotoxicological risk …

mathematical tool which can be applied in the assessment of composite financial risk. Copula-based dependence modelling is a … approach to risk modelling is the exibility in the choice of distributions used to model co-dependencies. The practical …

-free and are relevant to many fields encountering catastrophic risk analysis, such as, perhaps most noticeably, insurance and … risk management. …

components. The resulting overall ranking is less affected by estimation uncertainty and model risk. We apply our methodology to …We propose to pool alternative systemic risk rankings for financial institutions using the method of principal … disentangle the common signal and the idiosyncratic components from a selection of key systemic risk rankings that are recently …

about estimation risk in FFMs in high dimensions. We investigate whether recent linear and non-linear shrinkage methods help … to reduce the estimation risk in the asset return covariance matrix. Our findings indicate that modest improvements are …

-varying forecast uncertainty and risk for the real price of oil over the period 1974-2018. We show that the combination approach …We propose a novel and numerically efficient quantification approach to forecast uncertainty of the real price of oil … analysis of profit-loss and hedging against price risk. …

-varying forecast uncertainty and risk for the real price of oil over the period 1974-2018. We show that the combination approach …We propose a novel and numerically efficient quantification approach to forecast uncertainty of the real price of oil … analysis of profit-loss and hedging against price risk. …

We present an accurate and efficient method for Bayesian forecasting of two financial risk measures, Value-at-Risk and …-year-ahead. The latter has recently attracted considerable attention due to the different properties of short term risk and long run … risk. The key insight behind our importance sampling based approach is the sequential construction of marginal and …