Similar Search Results

Managing risks from climate impacted hazards : the value of investment flexibility under uncertainty

Truong, Chi; Trück, Stefan; Mathew, Supriya - In: European journal of operational research : EJOR 269 (2018) 1, pp. 132-145

Persistent link: https://www.econbiz.de/10011864223

Quantifying risk in the electricity business : a RAROC-based approach

Prokopczuk, Marcel; Račev, Svetlozar T.; Schindlmayr, Gero - In: Energy economics 29 (2007) 5, pp. 1033-1049

Persistent link: https://www.econbiz.de/10003603307

Basel II : letzte Änderungen der Risikogewichstskurve im IRB-Ansatz

Hausen, Florian; Račev, Svetlozar T.; Trück, Stefan - In: Zeitschrift für das gesamte Kreditwesen : Pflichtblatt … 57 (2004) 22, pp. 1252-1257

Persistent link: https://www.econbiz.de/10002431981

Cyber loss model risk translates to premium mispricing and risk sensitivity

Peters, Gareth; Malavasi, Matteo; Sofronov, Georgy; … - In: The Geneva papers on risk and insurance - issues and … 48 (2023) 2, pp. 372-433

Persistent link: https://www.econbiz.de/10014326499

A dynamic network analysis of spot electricity prices in the Australian national electricity market

Yan, Guan; Trück, Stefan - In: Energy economics 92 (2020), pp. 1-20

Persistent link: https://www.econbiz.de/10012519993

Modeling spot price dependence in Australian electricity markets with applications to risk management

Ignatieva, Ekaterina; Trück, Stefan - In: Computers & operations research : and their … 66 (2016), pp. 415-433

Persistent link: https://www.econbiz.de/10011429137

Cyber risk frequency, severity and insurance viability

Malavasi, Matteo; Peters, Gareth; Shevchenko, Pavel V.; … - In: Insurance / Mathematics & economics 106 (2022), pp. 90-114

Persistent link: https://www.econbiz.de/10013380467

TENET : Tail-Event driven NETwork risk

Härdle, Wolfgang; Wang, Weining; Yu, Lining - In: Journal of econometrics 192 (2016) 2, pp. 499-513

Persistent link: https://www.econbiz.de/10011704738

A dynamic programming approach for pricing weather derivatives under issuer default risk

Härdle, Wolfgang; Osipenko, Maria - In: International Journal of Financial Studies : open … 5 (2017) 4, pp. 1-18

Weather derivatives are contingent claims with payoff based on a pre-specified weather index. Firms exposed to weather risk can transfer it to financial markets via weather derivatives. We develop a utility-based model for pricing baskets of weather derivatives under default risk on the issuer...

Persistent link: https://www.econbiz.de/10011760235

Nonparametric risk management with generalized hyperbolic distributions

Chen, Ying; Härdle, Wolfgang; Jeong, Seok-oh - In: Journal of the American Statistical Association : JASA 103 (2008) 483, pp. 910-923

Persistent link: https://www.econbiz.de/10003772400