allows for the identification of factors which increase or reduce the risk of over-forecasting revenue. …

book concludes by focussing on the forecasting of risk in very large and uncommon events with extreme value theory and …Financial Risk Forecasting is a complete introduction to practical quantitative risk management, with a focus on market … risk. Derived from the authors teaching notes and years spent training practitioners in risk management techniques, it …

useful tool that can be applied for the needs of corporate risk management in the area of the assessment of a firm …’s bankruptcy risk. Using two variants of the division of the research sample into the training and testing sets, it turned out that … variables is necessary for possibly building the most efficient tool for the early warning signs of bankruptcy risk. …

innovation lies in the integration of classical credibility theory with expected risk models, enhancing their stability and …Accurate risk assessment is crucial for predicting potential financial losses. This paper introduces an innovative … approach by employing expected risk models that utilize risk samples to capture comprehensive risk characteristics. The …