This paper studies a new risk measure derived from the expected area in red introduced in Loisel (2005). Specifically …, we derive various properties of a risk measure defined as the smallest initial capital needed to ensure that the expected … time-integrated negative part of the risk process on a fixed time interval [0; T] (T can be infinite) is less than a given …

This paper studies a new risk measure derived from the expected area in red introduced in Loisel (2005). Specifically …, we derive various properties of a risk measure defined as the smallest initial capital needed to ensure that the expected … time-integrated negative part of the risk process on a fixed time interval [0,T] (T can be infinite) is less than a given …

This paper studies a new risk measure derived from the expected area in red introduced in Loisel (2005). Specifically …, we derive various properties of a risk measure defined as the smallest initial capital needed to ensure that the expected … time-integrated negative part of the risk process on a fixed time interval [0; T] (T can be infinite) is less than a given …

geotechnical issues and recommended risk mitigation and management measures. The investigation, design, and construction of dams …