This paper is devoted to risk management and risk measurement methods. The author considers methods of risk measurement … and proposes the Inte- gral Sum of Differential Weighted Indexes of Risks (or ISDWIR) method of risk measurement. The … method is based on dynamic enterprise risk matri- ces. The matrix describes the changes of corporate risk values over the …

Value at Risk (VaR) is used to illustrate the maximum potential loss under a given confidence level, and is just a … single indicator to evaluate risk ignoring any information about income. The present paper will generalize one …-dimensional VaR to two-dimensional VaR with income-risk double indicators. We first construct a double-VaR with (μ,σ 2 ) (or (μ,VaR 2 …