risk modeling practices in global Finance (Danielsson et al., 2014; Zangari, 1996). Bayesian inference modeling and VaR … modeling frameworks are outlined to facilitate model risk management (Derman, 1996; Morini, 2011; US Fed & OCC, 2011) for … modeling (Darbyshire & Hampton, 2012, 2014) of a multi-asset fund of funds portfolio of a large Wall Street investment bank …

[increasingly] Bayesian—continues to be a key methodological foundation of risk management and regulation-related risk modeling … practices in global finance. Many studies have noted that Bayesian inference modeling and VaR modeling frameworks facilitate … model risk management for minimizing risks. VaR frameworks are empirically applied for hedge fund risk modeling of multi …

The general outline of the theorems of existence of the ruptures in numerical segments and in the probability scale is …

following key contributions: Develops the first known Cyber-Finance-Trust™ framework for Cyber insurance modeling; Develops the … first known model risk management framework for Cyber insurance modeling; Develops first known analysis of significant and … insurance portfolio framework to minimize model risks, tail risks, systemic risks; Develops framework for Knightian uncertainty …

volatility stabilization mechanism. We illustrate them via utility-based metrics that reward the tail-risk reduction emanating …

an investor who starts with a logarithmic utility and applies a quadratic penalty function. The investor builds a … dynamical estimate of the market price of risk and updates her stochastic utility in accordance with the so-perceived elapsed …