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...
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...
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...
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...
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...