We consider optimization problems involving convex risk functions. By employing techniques of convex analysis and optimization theory in vector spaces of measurable functions we d...
Traditional Dempster Shafer belief theory does not provide a simple method for judging the effect of statistical and probabilistic data on belief functions and vice versa. This put...
In this paper, we address the following research question: "How can we understand the nature of risk in IS projects in the context of globalization?" Based on a case stu...
As shown by the recent turmoil in credit markets, much remains to be done for the proper risk management of credit derivatives. In particular, the static copula-based models commo...