搜索结果: 1-6 共查到“商业企业管理学 Risk”相关记录6条 . 查询时间(0.095 秒)
The Burden of the Nondiversifiable Risk of Entrepreneurship
Nondiversifiable Risk Entrepreneurship
2015/7/20
Entrepreneurship is risky. We study the risk facing a well-documented and important class of entrepreneurs, those backed by venture capital. Using a dynamic program, we calculate the certainty-equival...
Enterprise risk management (ERM) has become a crucial component of contemporary corporate governance reforms, with an abundance of principles, guidelines, and standards. This paper portrays ERM as an ...
Managing Political Risk in Global Business:Beiersdorf 1914-1990
History Risk Management Business History Multinational Firms and Management Corporate Strategy
2015/4/24
This working paper examines corporate strategies of political risk management during the twentieth century. It focuses especially on Beiersdorf, a German-based pharmaceutical and skin care company. Du...
Dividend Payments and Related Problems in a Markov-Dependent Insurance Risk Model under Absolute Ruin
Absolute Ruin Markov-Dependent Insurance Risk Model Debit Interest Moment-Generating Function
2013/2/19
In this paper, we study the dividend payments prior to absolute ruin in a Markov-dependent risk process in which the claim occurrence and the claim amount are regulated by an external discrete time Ma...
Ruin probability with Parisian delay for a spectrally negative Lévy risk process
L´ evy process ruin probability asymptotics Parisian ruin
2010/10/19
In this paper we analyze so-called Parisian ruin probability that happens when surplus process stays below zero longer than fixed amount of time $\zeta>0$. We focus on general spectrally negative L\'...
Risk Concentration and Diversification: Second-Order Properties
Diversification second-order regular variation second-order subexponentiality subadditivity Value-at-Risk
2010/11/2
The quantification of diversification benefits due to risk aggregation plays a prominent role in the (regulatory) capital management of large firms within the financial industry. However, the complexi...