of a mathematical research of risk in the systems, within the framework of risk science and risk mathematics. It is … understanding of systemic situations of risk. It is presented, within the context of category computation theory, a notion of … order to support the development of a mathematical theory of risk …

market practice, Monte Carlo simulation, has been observed to be time consuming and sometimes extremely costly. In this paper … we propose alternative analytical methods for the calculation of risk measures for variable annuity guaranteed benefits … and its integral. Another novelty of the paper is to propose a quantitative model which assesses both market risk on the …