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» Modeling dependencies in security risk management
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IDTRUST
2009
ACM
14 years 4 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
AUTOMATICA
2006
183views more  AUTOMATICA 2006»
13 years 10 months ago
Bank management via stochastic optimal control
This paper examines a problem related to the optimal risk management of banks in a stochastic dynamic setting. In particular, we minimize7 market and capital adequacy risk that in...
Janine Mukuddem-Petersen, Mark Adam Petersen
TDSC
2010
146views more  TDSC 2010»
13 years 4 months ago
Fault Localization via Risk Modeling
Automated, rapid, and effective fault management is a central goal of large operational IP networks. Today's networks suffer from a wide and volatile set of failure modes, wh...
Ramana Rao Kompella, Jennifer Yates, Albert G. Gre...
BPM
2008
Springer
164views Business» more  BPM 2008»
13 years 11 months ago
Analyzing Business Continuity through a Multi-layers Model
Business Continuity Management (BCM) is a process to manage risks, emergencies, and recovery plans of an organization during a crisis. It results in a document called Business Cont...
Yudistira Asnar, Paolo Giorgini
MANSCI
2007
107views more  MANSCI 2007»
13 years 9 months ago
Credit Risk in a Network Economy
We develop a structural model of credit risk in a network economy, where any firm can lend to any other firm, so that each firm is subject to counterparty risk either from dire...
Didier Cossin, Henry Schellhorn