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11.
The study of worst case scenarios for risk measures (e.g. the Value at Risk) when the underlying risk vector (or portfolio of risks) is not completely specified is a central topic in the literature on robust risk measurement. In this paper we discuss partially specified factor models as introduced in Bernard et al. (2017) in more detail for the class of additive factor models which admit more explicit results. These results allow to describe in more detail the reduction of risk bounds obtainable by this method in dependence on the degree of positive resp. negative dependence induced by the systematic risk factors. The insight may help in applications of this reduction method to get a better qualitative impression on the range of influence of the partially specified factor structure. 相似文献
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Jian Ni Lap Keung Chu Feng Wu Domenic Sculli Yuan Shi 《European Journal of Operational Research》2012
This paper addresses the problem of mitigating procurement risk that arises from volatile commodity prices by proposing a hedging strategy within a multi-stage time frame. The proposed multi-stage hedging strategy requires a commodity futures position to be correctly initialised and rebalanced with adequate volumes of short/long positions, so as to reduce the volatility in the total procurement cost that would otherwise be generated by varying commodity spot prices. The novelty in the approach is the introduction of the rebalancing of commodity futures position at defined intermediate stages. To obtain an efficient or near optimal multi-stage hedging strategy, a discrete-time stochastic control model (DSCM) is developed. Numerical experiments and Monte Carlo simulation are used to show that the proposed multi-stage hedging strategy compares favourably with the minimal-variance hedge and the one-stage hedge. A close-form optimal solution is also presented for the case when procurement volume and price are independent. 相似文献
15.
Nassim N. Taleb 《Physica A》2010,389(17):3503-3507
This paper establishes the case for a fallacy of economies of scale in large aggregate institutions and the effects of scale risks. The problem of rogue trading and excessive risk taking is taken as a case example. Assuming (conservatively) that a firm exposure and losses are limited to its capital while external losses are unbounded, we establish a condition for a firm not to be allowed to be too big to fail. In such a case, the expected external losses second derivative with respect to the firm capital at risk is positive. Examples and analytical results are obtained based on simplifying assumptions and focusing exclusively on the risk externalities that firms too big to fail can have. 相似文献
16.
Sovan Mitra Andreas Karathanasopoulos Georgios Sermpinis Christian Dunis John Hood 《European Journal of Operational Research》2015
The role of decision support systems in mitigating operational risks in firms is well established. However, there is a lack of investment in decision support systems in emerging markets, even though inadequate operational risk management is a key cause of discouraging external investment. This has also been exacerbated by insufficient understanding of operational risk in emerging markets, which can be attributed to past operational risk measurement techniques, limited studies on emerging markets and inadequate data. 相似文献
17.
根据单个保单理赔额分布函数F(z)的一些特殊性质,研究了开放个别风险模型在保单个数N为Poisson分布下,总理赔额分布函数F_S(x)对任意x(x≥0)的界值问题,得到一些实用的、便于数值计算的界值结果,具有重要的应用价值. 相似文献
18.
Amogh Deshpande Srikanth K. Iyer 《Central European Journal of Operations Research》2009,17(2):219-228
We consider an enhancement of the credit risk+ model to incorporate correlations between sectors. We model the sector default rates as linear combinations of a common set
of independent variables that represent macro-economic variables or risk factors. We also derive the formula for exact VaR contributions at the obligor level. 相似文献
19.
Daniel Dufresne Jose Garrido Manuel Morales 《Methodology and Computing in Applied Probability》2009,11(3):359-383
Several authors have used Fourier inversion to compute prices of puts and calls, some using Parseval’s theorem. The expected
value of max (S – K, 0) also arises in excess-of-loss or stop-loss insurance, and we show that Fourier methods may be used to compute them. In
this paper, we take the idea of using Parseval’s theorem further: (1) formulas requiring weaker assumptions; (2) relationship
with classical inversion theorems for probability distributions; (3) formulas for payoffs which occur in insurance. Numerical
examples are provided.
相似文献
20.
Some research on cyber risk has been conducted in the field of information technology, but virtually no research exists in the actuarial domain. As a first step toward a more profound actuarial discussion, we use multidimensional scaling and goodness-of-fit tests to analyze the distribution of data breach information. Our results show that different types of data breaches need to be modeled as distinct risk categories. For severity modeling, the log-skew-normal distribution provides promising results. The findings add to the recent discussion on the use of skewed distributions in actuarial modeling (Vernic, 2006; Bolancé et al., 2008; Eling, 2012). Moreover, they provide useful insights for actuaries working on the implementation of cyber insurance policies. We illustrate the usefulness of our results in two applications on risk measurement and pricing. 相似文献