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INFORMATION SYSTEM FRAMEWORK FOR INTEGRATED RISK ASSESSMENT FROM NATURAL DISASTERS
Information system Risk assessment Risk identification Risk analysis Risk evaluation GIS Natural disasters
2018/5/8
In recent years around the world, and in particular in Bulgaria, there is a reported increase in the number and intensity of disasters caused by natural phenomena. An increase is observed in the adver...
Risk and Tradeoffs
risk rationality trade-offs expected utility non-expected utility decision theory risk aversion
2016/5/27
The prevailing view in decision theory is that subjective expected utility theory (hereafter, EU theory) characterizes the preferences of all rational decision makers. And yet, there are some preferen...
Risk-Coping through Sexual Networks: Evidence from Client Transfers in Kenya
Risk-Coping through Sexual Networks Evidence Client Transfers Kenya
2016/3/9
Why do women engage in transactional sex? While much of the explanation is that sex-for-money pays more than other jobs, we use a unique panel data set constructed from 192 self-reported diaries of se...
Risk-Taking Behavior in the Wake of Natural Disasters
Risk-Taking Behavior Natural Disasters
2016/3/3
We investigate whether experiencing a natural disaster affects risk-taking behavior. We conduct standard risk games (using real money) with randomly selected individuals in rural Indonesia. We find th...
Optimal Reinsurance under Distortion Risk Measures
Distortion risk measure expected premium principle the optimal reinsurance strategy VaR TVaR
2016/1/25
In this paper, we discuss the optimal reinsurance strategy of minimizing the in-surer’s risk under the distortion risk measure. We assume that reinsurance premium is determined by the expected premium...
Jackknife Empirical Likelihood Method for Some Risk Measures and Related Quantities
Confidence interval jackknife empirical likelihood risk measure
2016/1/25
Quantifying risks is of importance in insurance. In this paper, we employ the jackknife empirical likelihood method to construct confidence intervals for some risk measures and related quantities stud...
Bounds for the Sum of Dependent Risks and Worst Value-at-Risk with Monotone Marginal Densities
Complete mixability Monotone density Sum of dependent risks Value-at- Risk
2016/1/25
In quantitative risk management, it is important and challenging to find sharp bounds for the distribution of the sum of dependent risks with given marginal distributions, but an unspecified dependenc...
Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles Matrices
Optimal reinsurance Distortion risk measure Reinsurance pre- mium principle Wang’s premium principle VaR TVaR
2016/1/25
Recently the optimal reinsurance strategy concerning the insurer’s risk attitude and the reinsurance premium principle is an interesting topic. This paper discusses the optimal reinsurance problem wit...
CreditRisk Model with Dependent Risk Factors
CreditRisk + model conditional independence dependent risk factors
2016/1/20
The CreditRisk + model is widely used in industry for computing the loss of a credit port-folio. The standard CreditRisk + model assumes independence among a set of common risk factors, a simplified a...
Optimal Reinsurance under Distortion Risk Measures
Distortion risk measure expected premium principle the optimal reinsurance strategy VaR TVaR
2016/1/20
In this paper, we discuss the optimal reinsurance strategy of minimizing the in-surer’s risk under the distortion risk measure. We assume that reinsurance premium is determined by the expected premium...
Bounds for the Sum of Dependent Risks and Worst Value-at-Risk with Monotone Marginal Densities
Complete mixability Monotone density Sum of dependent risks Value-at- Risk
2016/1/20
In quantitative risk management, it is important and challenging to find sharp bounds for the distribution of the sum of dependent risks with given marginal distributions, but an unspecified dependenc...
Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles Matrices
Optimal reinsurance Distortion risk measure Wang’s premium principle VaR TVaR
2016/1/20
Recently the optimal reinsurance strategy concerning the insurer’s risk attitude and the reinsurance premium principle is an interesting topic. This paper discusses the optimal reinsurance problem wit...
Dictating Risk - Experimental Evidence on Giving in Risky Environments
dictator game risk social preferences
2015/9/23
We study if and how social preferences extend to risky environments.
We provide experimental evidence from different versions of dictator games with
risky outcomes, and establish that preferences th...
Risk-specific search for risk-defusing operators
risk catastrophe risk-defusing behavior decision making content effects
2015/7/29
According to the concept of “active risk-defusing behavior”, decision makers in risky situations look for additional actions that reduce risk and allow them to favor the more risky alternative. Our st...
Risk, Incentives, and Contracts: Partnerships in Rio de Janeiro, 1870–1891
Risk Incentives Contracts
2015/7/15
We construct an individual-level data set of partnership contracts in
late-nineteenth-century Rio de Janeiro to study the determinants of contract
terms. Partners with limited liability contribute...