Abstract. Risk analysis has been used to manage the security of systems for several decades. However, its use has been limited to offline risk computation and manual response. In c...
Credit risk analysis for portfolios containing CDO tranches is a challenging task for risk managers. We propose here a basis function approach for CDO tranche valuation and portfo...
Abstract. Information security is a crucial technique for an organization to survive in these days. However, there is no integrated model to assess the security risk quantitatively...
Hoh Peter In, Young-Gab Kim, Taek Lee, Chang-Joo M...
The idea of risk permeates the information security field. We use terms like ``risk management'', ``risk assessment'', ``risk model'' and ``risk analy...