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Monitoring and crediting process control with use of logical and probabilistic risk model

Karasev, Vasily - In: International journal of risk assessment and management … 18 (2015) 3/4, pp. 222-236

Persistent link: https://www.econbiz.de/10011535895

Stochastic theory of a risk business

Seal, Hilary L. - 1969

Persistent link: https://www.econbiz.de/10000032793

Sharp probability tail estimates for portfolio credit risk

Collamore, Jeffrey F.; Silva, Hasitha de; Vidyashankar, … - In: Risks : open access journal 10 (2022) 12, pp. 1-20

Portfolio credit risk is often concerned with the tail distribution of the total loss, defined to be the sum of default … also discuss estimates for Value-at-Risk, and observe that our results may be extended to cases where the number of factors …

Persistent link: https://www.econbiz.de/10014230963

Technologies of logic and probabilistic management of risk of social and economic systems

Solozhentsev, Eugene Dmitrievich - In: International journal of risk assessment and management … 17 (2014) 3, pp. 171-187

Persistent link: https://www.econbiz.de/10010393893

Alternative measures for modeling risk and expected utility theory : (risk adjustment, measurement and attitude)

Seber, Akin - In: International journal of economics and finance 6 (2014) 9, pp. 151-157

Persistent link: https://www.econbiz.de/10010417168

Risk imposition and freedom

Ferretti, Maria P. - In: Politics, philosophy & economics : ppe 15 (2016) 3, pp. 261-279

Persistent link: https://www.econbiz.de/10011687110

On the definition of risk

Lemos, Filipe - In: Journal of risk management in financial institutions 13 (2019/2020) 3, pp. 266-278

Persistent link: https://www.econbiz.de/10012300957

De minimis and equity in risk

Mosler, Karl C. - In: Theory and decision : an international journal for … 42 (1997) 3, pp. 215-233

Persistent link: https://www.econbiz.de/10001226223

Upper bounds for ruin probabilities in a new general risk model by the martingales method

Vylder, F. de; Goovaerts, M. - 1981

Persistent link: https://www.econbiz.de/10003006141

Risk Analysis Probability of Default : A Stochastic Simulation Model

Montesi, Giuseppe - 2015

We present a stochastic simulation model for estimating forward-looking corporate probability of default and loss given default. We formulate the model in a discrete time frame, apply capital-budgeting techniques to define the relationships that identify the default condition, and solve the...

Persistent link: https://www.econbiz.de/10013023044