BIRTHDAY
2011
Springer
13 years 13 days ago
2011
Springer
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...
AUTOMATICA
2006
14 years 16 days ago
2006
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...