186 search results - page 4 / 38 » Generalized deviations in risk analysis |
ANOR
2007
13 years 7 months ago
2007
In this paper, we discuss new analytical methods for computing Value-at-Risk (VaR)andacreditexposureprofile.UsingaMonteCarlosimulationapproachasabenchmark, we find that the analy...
CCS
2006
ACM
13 years 10 months ago
2006
ACM
We propose an integrated process for component-based system development and security risk analysis. The integrated process is evaluated in a case study involving an instant messag...
WSC
2004
13 years 8 months ago
2004
This paper establishes a two-phase model to explore the financial risk of construction project under uncertain construction duration. Treated as a random variable in the model, th...
CSO
2009
IEEE
14 years 1 months ago
2009
IEEE
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...
IJAR
2008
13 years 6 months ago
2008
Although financial risk measurement is a largely investigated research area, its relationship with imprecise probabilities has been mostly overlooked. However, risk measures can b...