Several network operators have been deploying Quality of Service (QoS) techniques that help improve customer satisfaction and can have an impact on the cost of telecommunications services. As Long-Run Incremental Cost (LRIC) models are used in various jurisdictions to derive the cost of...

Due to the high costs associated with the deployment of the passive infrastructure of FTTH networks, operators ponder the possibility of making co-investments based on a network sharing model. This article describes the strategic and economic aspects of network sharing in FTTH/PON architectures....

Due to the high costs associated with the deployment of the passive infrastructure of FTTH networks, a few alternative operators have pondered the possibility of making co-investments based on a network sharing model. The purpose of this article is to explore economic aspects of a co-investment...

A wireless heterogeneous network can help increase the access transmission speed and contribute thereby to the broadband deployment policies of administrations and telecommunications operators. Given the technical particularities of wireless heterogeneous networks, the deployment of wireless...

Mobile telecommunications markets have been studied primarily from the perspectives of mobile telecom operators, market organization and regulators. However, there have been few studies from the perspective of the private consumer, which is the object of this research. This paper is part of an...

The papers in this special issue of Mathematics and Computers in Simulation are substantially revised versions of the papers that were presented at the 2011 Madrid International Conference on “Risk Modelling and Management” (RMM2011). The papers cover the following topics: currency hedging...

The Basel III Accord requires that banks and other Authorized Deposit-taking Institutions (ADIs) communicate their daily risk forecasts to the appropriate monetary authorities at the beginning of each trading day, using one of a range of alternative risk models to forecast Value-at-Risk (VaR)....

The Basel II Accord requires that banks and other Authorized Deposit-taking Institutions (ADIs) communicate their daily risk forecasts to the appropriate monetary authorities at the beginning of each trading day, using one or more risk models to measure Value-at-Risk (VaR). The risk estimates of...

In McAleer et al. (2010b), a robust risk management strategy to the Global Financial Crisis (GFC) was proposed under the Basel II Accord by selecting a Value-at-Risk (VaR) forecast that combines the forecasts of different VaR models. The robust forecast was based on the median of the point VaR...