Choosing solutions under risk and uncertainty requires the consideration of several factors. One of the main factors in … choosing a solution is modeling the decision maker's attitude to risk. The expected utility theory was the first approach that … allowed to correctly model various nuances of the attitude to risk. Further research in this area has led to the emergence of …

the efficiency of these instruments in terms of their utility in risk reduction, and the effort incentives created. …

findings suggest that machine learning methods provide more accurate models of stock returns based on risk factors than … standard regression-based methods of estimation. They also indicate that certain risk factors and combinations of risk factors …

Risk diversification is the basis of insurance and investment. It is thus crucial to study the effects that could limit … it. One of them is the existence of systemic risk that affects all of the policies at the same time. We introduce here a … probabilistic approach to examine the consequences of its presence on the risk loading of the premium of a portfolio of insurance …

-order risk aversion, with the Omega measure, and with a tendency to over-insure modest risks that has been been extensively …

economic interactions, certain risks are associated with their implementation. Risk factors were given a particular priority … during the secondary and primary research, while determining the most relevant risk factors of investment project processes … in relation to the B2B market. The risk map for investment project processes was created in line with the relevant …

Risk perception is an idiosyncratic process of interpretation. It is a highly personal process of making a decision … based on an individual’s frame of reference that has evolved over time. The purpose of this paper is to find out the risk … perception level of equity investors and to identify the factors influencing their risk perception. The study was conducted using …

This paper aims to develop optional semimartingale methods in risk theory to allow for a larger class of risk models … usual conditions - completeness and right-continuity of the filtration - are not assumed. Three risk models are formulated … oscillations or jumps, and the third introduces a Gaussian risk model using counting processes to capture premium and claim cash …

By examining the significant flaws in multivariate risk analysis and integrated risk analysis, this article introduces … a new approach to evaluating the total risk within complex risk systems: the principle of multi-dimensional risk (MDR …) analysis. Under this framework, the scope of each individual risk is first defined, and the risk-bearing entity is identified …