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CORR
2007
Springer
107views Education» more  CORR 2007»
13 years 7 months ago
Risk Minimization and Optimal Derivative Design in a Principal Agent Game
We consider the problem of Adverse Selection and optimal derivative design within a Principal-Agent framework. The principal’s income is exposed to non-hedgeable risk factors ar...
U. Horst, S. Moreno
WSC
1998
13 years 9 months ago
Risk Analysis of Robust System Design
Robustness has become a popular issue in engineering. For products, Taguchi suggests to adjust the design so that product performance is insensitive to the effects of uncontrolled...
E. G. A. Gaury, Jack P. C. Kleijnen
IDTRUST
2009
ACM
14 years 2 months ago
A calculus of trust and its application to PKI and identity management
We introduce a formal semantics based calculus of trust that explicitly represents trust and quantifies the risk associated with trust in public key infrastructure (PKI) and iden...
Jingwei Huang, David Nicol
AOSE
2006
Springer
13 years 11 months ago
Using Risk Analysis to Evaluate Design Alternatives
Recently, multi-agent systems have proved to be a suitable approach to the development of real-life information systems. In particular, they are used in the domain of safety critic...
Yudistira Asnar, Volha Bryl, Paolo Giorgini