We exploit the information in the options market to study the variations of return risk and market prices of different sources of risk during the rise and fall of the Nasdaq marke...
When a paid price discount activity occurs, the decisionmaker must decide whether or not and when to pay the additional fees for preferential price in an online fashion. This prob...
This paper describes a method for risk analysis based on the approach used in CRAMM, but instead of using discrete measures for threats and vulnerabilities and lookup tables to de...
The Washington State Ferries are one of the largest ferry systems in the world. Accidents involving Washington State Ferries are rare events. However, low probability, high conseq...
Although financial risk measurement is a largely investigated research area, its relationship with imprecise probabilities has been mostly overlooked. However, risk measures can b...