Tesis sobre el tema "Risks"
Crea una cita precisa en los estilos APA, MLA, Chicago, Harvard y otros
Consulte los 50 mejores tesis para su investigación sobre el tema "Risks".
Junto a cada fuente en la lista de referencias hay un botón "Agregar a la bibliografía". Pulsa este botón, y generaremos automáticamente la referencia bibliográfica para la obra elegida en el estilo de cita que necesites: APA, MLA, Harvard, Vancouver, Chicago, etc.
También puede descargar el texto completo de la publicación académica en formato pdf y leer en línea su resumen siempre que esté disponible en los metadatos.
Explore tesis sobre una amplia variedad de disciplinas y organice su bibliografía correctamente.
Svindland, Gregor. "Convex Risk Measures Beyond Bounded Risks". Diss., lmu, 2009. http://nbn-resolving.de/urn:nbn:de:bvb:19-97156.
Texto completoYang, Fan. "Asymptotics for Risk Measures of Extreme Risks". Diss., University of Iowa, 2013. https://ir.uiowa.edu/etd/4928.
Texto completoWolf, Elke. "IS risks and operational risk management in banks /". Lohmar : Eul, 2005. http://www.gbv.de/dms/zbw/480662231.pdf.
Texto completoTang, Zhaofeng. "Quantitative risk management under systematic and systemic risks". Diss., University of Iowa, 2019. https://ir.uiowa.edu/etd/7035.
Texto completoBohman, Peter y Erik Karlsson. "Leasing Risks and Commercial Real Estate : A Study on the Relationship Between Risk Premium and Leasing Risks". Thesis, KTH, Fastigheter och byggande, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-254721.
Texto completoSyfte: Syftet med detta examensarbete är att undersöka vad den aktuella marknadspraxisen inomfastighetsvärdering samt investeringsbeslut är gällande olika nivåer av hyresgästrisker och riskpremie. Metod: Genomförandet av undersökningen har gjorts i två steg. I ett första steg har tidigare forskninginom ämnet analyserats för att finna relevant teori samt identifiera eventuella forskningsgap. Efteranalysen konstaterades ett uppenbart informationsgap inom litteraturen relaterat till hyresgästrisker.Den andra fasen bestod av en kvalitativ metod där experter inom området har intervjuats gällandehyresgästrisker, för att utvärdera om problemet finns i praktiken eller endast i teorin. För att konstruerafrågorna fick vi assistans av experter inom ämnet via våra handledare Han-Suck Song, KTH och DanielHolmkvist, CBRE. Intervjuer: Nio intervjuer genomfördes med experter inom ämnet där både konsulter ochfastighetsägare deltog för att presentera olika synvinklar på problemet. Samtliga intervjuer ärgenomförda i Stockholm och på svenska. Intervjuavsnitten har översatts till engelska i efterhand. Resultat: Resultatavsnittet består av de svar som har erhållits från intervjuerna, där relevantaresonemang har summerats och noggrant strukturerats för att koppla marknadsområden till korrektfastighetssegment. Återkommande teman och ämnen har presenterats i resultatavsnittet, så väl somavvikande uppfattningar. Resultatet visar att det finns ett tydligt samband mellan riskpremium ochhyresgästrisker gällande kommersiella fastigheter. Sambandet beror på ett flertal faktorer där läge ochfastighetssegment har störst inverkan på riskpremien. Gällande obligationsmarknaden går det inte attlikställa ett hyresavtal med en obligation under något förhållande. Däremot om avtalet avser enkontraktslängd på 20 år eller längre och en offentligt finansierad hyresgäst så kan kassaflödet bli ettintressant investeringsalternativ till befintliga obligationer på marknaden. Detta beror till stor del pånuvarande ränteläge. Slutligen måste ett hyresavtal bli lättare att omsätta för att kunna jämföras meden alternativ obligation. Vetenskaplig relevans: Transaktionsaktiviteten på den svenska fastighetsmarknaden har varit relativtdefensiv för flertalet segment med undantag för samhällsfastigheter de senaste tolv månaderna. Dengenerella uppfattningen är att samhällsfastigheter avser ”stabila hyresgäster” och därmed ses som enmindre riskfylld investering. Detta medför frågeställningen, vad avses för att klassificera en hyresgästsom stabil, och hur resonerar konsulter samt fastighetsägare vid investerings- och värderingsbeslut?Efter att ha genomfört undersökningen går det att konstatera att en allmän uppfattning bland experterinom området är att hyresgästrisken till största del beror på vilket segment, lokalisering ellerkontraktslängd som avses. Den akademiska litteraturen förklarar hur diskonteringsräntan härleds förinvesteringsbeslut, men denna undersökning visar att den tillgängliga litteraturen antingen utelämnarflera viktiga koncept eller inte tillräckligt belyser fenomen som investerare och värderare möter i sittpraktiska arbete. Det grundläggande avsnittet som svensk litteratur till viss del utelämnar är sambandetmellan risk premium och hyresgästrisk på specifikt den svenska marknaden. Det finns utländsk litteratursom belyser denna typ av frågeställningar, men just för den svenska marknaden är litteraturen till vissdel ej tillräcklig och därmed har ett potentiellt forskningsgap inom området identifieras.
Zwickle, Adam K. "Communicating Environmental Risks". The Ohio State University, 2014. http://rave.ohiolink.edu/etdc/view?acc_num=osu1397500693.
Texto completoEid, Wael Kamal Amin. "Mapping the risks and risk management practices in Islamic banking". Thesis, Durham University, 2012. http://etheses.dur.ac.uk/3582/.
Texto completoBower, Sue. "Taking risks with dementia : exploring practitioner accounts of risks and decision-making". Thesis, Sheffield Hallam University, 2011. http://shura.shu.ac.uk/20632/.
Texto completoSadki, F. (Faycal) y P. M. (Paul Mergin) Singaraja. "Risks in global transport". Master's thesis, University of Oulu, 2018. http://jultika.oulu.fi/Record/nbnfioulu-201805301957.
Texto completoGabriel, Isaac J. "Perceptions of Online Risks". NSUWorks, 2007. http://nsuworks.nova.edu/gscis_etd/533.
Texto completoДядечко, Алла Миколаївна, Алла Николаевна Дядечко, Alla Mykolaivna Diadechko y L. Saban. "Bankruptcy: causes and risks". Thesis, Видавництво СумДУ, 2008. http://essuir.sumdu.edu.ua/handle/123456789/16050.
Texto completoZhigula, Sofiya, Софія Ігорівна Жигула, Anna Vasylenko y Анна Євгенівна Василенко. "Risks in customs logistics". Thesis, National Aviation University, 2021. https://er.nau.edu.ua/handle/NAU/50549.
Texto completoEconomic development depends primarily on the integration of the country's foreign economic policy with the world economy; active involvement of public and private business entities in international trade; state regulation of foreign trade; active export-import activity; creation of favorable conditions aimed at accelerating foreign trade turnover and creating conditions favorable to legal trade, it becomes obvious that a significant role in the implementation of this direction is played by monitoring compliance with the provisions of customs legislation, which is carried out using a risk management system.
Економічний розвиток насамперед залежить від інтеграції зовнішньоекономічної політики країни зі світовою економікою; активне залучення суб’єктів державного та приватного бізнесу до міжнародної торгівлі; державне регулювання зовнішньої торгівлі; активна експортно-імпортна діяльність; створення сприятливих умов, спрямованих на прискорення зовнішньоторговельного обороту та створення сприятливих умов для легальної торгівлі, стає очевидним, що значну роль у реалізації цього напряму відіграє контроль за дотриманням положень митного законодавства, що здійснюється з використанням ризику система управління.
Pai, Yu-Jou. "Risks in Financial Markets". University of Cincinnati / OhioLINK, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1584003500272517.
Texto completoLeuker, Christina. "Risks, rewards and rationality". Doctoral thesis, Humboldt-Universität zu Berlin, 2018. http://dx.doi.org/10.18452/19588.
Texto completoThe large rewards that people desire are typically unlikely. Theories of adaptive cognition predict that such a regularity can systematically affect how the mind operates (e.g. Anderson, 1991; Brunswik, 1944; Gibson, 1979). In this dissertation, I theoretically and empirically examined how the link between risks and rewards affects judgments and decisions. In Chapter 1, I provide a broad theoretical overview. In Chapter 2, I show how people exploit risk–reward structures in decisions under uncertainty; that is, decisions in which probabilities are unavailable to the decision maker or difficult to ascertain. In these situations, people can infer the probabilities of events directly from the payoffs when risks and rewards are found to be correlated. Chapter 3 shows that risk–reward shapes how people evaluate options in decisions under risk. Surprising options that did not fit surrounding risk–reward structures were linked to longer response times and an increase in pupil size, particularly when options were “surprisingly good”—i.e., when they offered a high payoff and a high probability. Chapter 4 addresses how risk–reward structures affect decisions under risk in general. A computational model showed that risk–reward structures do not change (subjective) preferences in choices. Instead, risk–reward structures affect how people accumulate evidence in risky choice. Specifically, inversely related risks and rewards promote satisficing whereas uncorrelated risks and rewards promote maximizing. In Chapter 5, I provide an example of how risk–reward structures affect decision making in the wild. Specifically, I show that some individuals use very high pay as a cue to infer the potential risks a clinical trial poses. Taken together, this work suggests that people’s risk–reward priors should not be blindly assumed away, and challenges assumptions on who is considered rational and why.
Wanga, Godwill George. "Hedging Exchange Rate Risks". ScholarWorks, 2017. https://scholarworks.waldenu.edu/dissertations/3373.
Texto completoLouaas, Alexis. "Insurability of catastrophic risks". Thesis, Université Paris-Saclay (ComUE), 2018. http://www.theses.fr/2018SACLX038/document.
Texto completoThis thesis addresses several aspects of the insurability of catastrophic risks. In a first chapter, we focus on very low probability events and we show how hybrid financial instruments can be used to extend the domain of insurablerisks. Our application to the case of nuclear accidents using cat-bonds data in France shows that despite the higherprice of reinsurance for low probability events, it is advisable to insure more than is currently provided for by the Frenchlaw. The second chapter takes on the issue of why reinsurance is more costly for low probability events. We show thatbecause catastrophic risks have a systemic component, they give rise to a risk premium in equilibrium which decreasesat a lower pace than the willingness to pay for insurance. We use this finding to explain why systemic low probability catastrophes are hard to insure. The third chapter investigates the role of mutual and participating contracts to improveinsurability. Such contracts are necessary for people to adjust their demand for insurance when individual losses are correlated. Finally, the fourth chapter investigates the use of cat-bonds to hedge the risk of extreme agricultural suppliesprice variations. By issuing a cat-bond, the firm that purchases supplies borrows a capital that can be retained in caseof catastrophe. Such a solution would combine the advantage of risk-pooling, to lower the price of insurance, with lowerbasis risk compared to more traditional hedging strategies such as future purchases
Grude, Lillian. "Risk Factors for Breast, Uterine and Ovarian Cancer: A competing Risks Analysis". Thesis, Norges teknisk-naturvitenskapelige universitet, Institutt for matematiske fag, 2011. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-13572.
Texto completoHellman, Isabella. "Automated Risk Assessment : potential benefits and risks in the Swedish insurance market". Thesis, Linnéuniversitetet, Institutionen för informatik (IK), 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-54641.
Texto completoRasheed, Hifza. "Improved integrated risk assessment of geogenic arsenic : exposure and attributable health risks". Thesis, University of Leeds, 2018. http://etheses.whiterose.ac.uk/20044/.
Texto completoLages, Nadine Cathérine [Verfasser]. "Risk Perception and Behavior Related to Changing Health Risks / Nadine Cathérine Lages". Konstanz : KOPS Universität Konstanz, 2021. http://nbn-resolving.de/urn:nbn:de:bsz:352-2-1jreaj87dwsce3.
Texto completoChijoke-Mgbame, Aruoriwo Marian. "The effect of CEO background risks on risk taking and firm performance". Thesis, Middlesex University, 2016. http://eprints.mdx.ac.uk/21274/.
Texto completoNöth-Zahn, Stephanie. "Enterprise Risk Management : insights on emerging risks from the German banking sector". Thesis, Edinburgh Napier University, 2017. http://researchrepository.napier.ac.uk/Output/1023156.
Texto completoHADJI, MISHEVA BRANKA. "Measuring Financial Risks: The Application of Network Theory in Fintech Risk Management". Doctoral thesis, Università degli studi di Pavia, 2020. http://hdl.handle.net/11571/1344336.
Texto completoRecent advancements, gradually transforming the traditional economic and financial system, are mainly characterized with the emergence of digital-based systems. Such systems present a paradigm shift from traditional infrastructural systems to technological (digital) systems. Financial technological (Fintech) companies are gradually gaining ground in major developed economies across the world. The emergence of Peer-to-Peer (P2P) platforms is a typical example of a Fintech system. The P2P platform aims at facilitating credit services by connecting individual lenders with individual borrowers without the interference of traditional banks as intermediaries. Despite the various advantages, P2P systems inherit some of the challenges of traditional credit risk management. In addition, they are characterized by the inability to solve for asymmetric information as efficiently as banks and by differences in risk ownership which in turn might motivate them to push volume even in view of reduced credit standards. Finally, P2P systems note a strong interconnectedness among their users which makes distinguishing healthy and risky credit applicants difficult, thus affecting credit issuers. There is, therefore, a need to explore methods that can help improve credit scoring of individual or companies that engage in P2P credit services. We argue that P2P platforms, through the use of non-traditional data sources as well as advance modelling, can offer a new approach on credit risk evaluation in the context of P2P systems. Specifically, we suggest that the use of alternative data that summarize the interconnections that emerge between borrowers could counterbalance the inherent risks of the business model and in turn lead to higher accuracy in risk classes assignment. Namely, P2P systems can benefit from the inclusion of information on the interconnections or similarities that emerge between different participants on the platform, i.e can benefit from the application of network theory in the credit risk evaluation. Consequently, the overall objective of this thesis is to test the predictive utility of traditional credit scoring models as they are employed in the context of P2P systems and investigate whether the inclusion of network parameters i.e. information on how borrowers are connected, can improve the predictive utility of models. In this work, we propose several approaches on how network theory can be employed to improve the statistical-based credit scoring for P2P systems and those are: (i) correlation-based credit scoring (in the case in which time-varying financial information on borrowers is available on the platform); (ii) similarity-based credit scoring (for cross-sectional data), (iii) factor-network-based segmentation. Furthermore, the thesis also includes an application of network theory in improving Fintech risk management, in a context beyond Fintech credit. Specifically, we also provide an application of network theory in understanding the dynamics of Bitcoin blockchain trading volumes and, specifically, how different trading groups, in different geographic areas, interact with each other. The empirical results presented in this thesis suggest that credit risk management of SMEs engaged in P2P credit services can be improved by employing network theory. Specifically, we demonstrate the effectiveness of our approach through empirical applications analyzing the probability of default of several different samples of SMEs involved in P2P lending across Europe. In each case, we compare the results from our network-augmented model with the one obtained with standard credit score methods and throughout we find that the network-based methodologies lead to an improvement in predictive utility. This finding further remains valid also in the context of alternative P2P systems i.e. the Bitcoin network. We find that our network-based model for understanding the dynamics of trading volumes, overperforms a pure autoregressive model.
Дмитрик, Ю. В. "Ідентифікація, визначення та причини виникнення валютних ризиків у банківській діяльності як перший етап на шляху управління ними". Thesis, Українська академія банківської справи Національного банку України, 2010. http://essuir.sumdu.edu.ua/handle/123456789/61522.
Texto completoIn the context of the aggravation of the global financial crisis, the issue of improving the mechanism of state regulation of crisis phenomena in the banking system and the corresponding normative base is relevant.
Bäckman, Johan. "Railway Safety - Risks and Economics". Doctoral thesis, KTH, Infrastructure, 2002. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-3341.
Texto completoSafety analysis is a process involving several techniques.The purpose of this thesis is to test and develop methodssuitable for the safety analysis of railway risks and railwaysafety measures. Safety analysis is a process comprisingproblem identification, risk estimation, valuation of safetyand economic analysis. The main steps are described in separatechapters, each of which includes a discussion of the methodsand a review of previous research, followed by the contributionof this author. Although the safety analysis proceduredescribed can be used for analysing railway safety, it has suchgeneral foundations that it can be used wherever safety isimportant and wherever safety measures are evaluated. Itcombines cost benefit analysis with criteria for thedistribution and the absolute levels of risk.
Risks are estimated with both statistical and risk analysismethods. Historical data on railway accidents are analysed andstatistical models fitted to describe trends in accident ratesand consequences. A risk analysis model is developed usingfault tree and event tree techniques, together with Monte Carlosimulation, to calculate risks for passenger train derailments.The results are compared with the statistical analysis ofhistorical data.
People's valuation of safety in different contexts isanalysed, with relative values estimated in awillingness-to-pay study. A combination of focus groups andindividual questionnaires is used. Two different methods areused to estimate the value of safety and the results arecompared. Comparisons are also made with other studies.
Different approaches for safety analysis and methods foreconomic analysis of safety are reviewed. Cost-benefit analysisas a decision criterion is discussed and a study on theeconomic effectsof a traffic control system is presented.
There are several results of the work. Historical data showsa decrease in the accident rate. The average consequence ofeach accident has not changed over time. The risk analysismodel produces comparable results and enables analysis ofvarious safety measures. The valuation study shows that peopleprefer the prevention of small-scale accidents over theprevention of larger, catastrophic accidents. There are onlysmall differences in the valuation of safety in differentcontexts.
Taku, Marie Manyi. "Modelling Dependence of Insurance Risks". Thesis, Linnéuniversitetet, Institutionen för datavetenskap, fysik och matematik, DFM, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-9064.
Texto completoAsparuhov, Lachezar. "BYOD - Risks, Solutions and Guidelines". Thesis, Linnéuniversitetet, Institutionen för datavetenskap (DV), 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-48630.
Texto completoKoliai, Lyes. "Stress testing and financial risks". Thesis, Paris 9, 2014. http://www.theses.fr/2014PA090069/document.
Texto completoThis thesis has set a comprehensive framework to assess the relevance of financial stress tests, identifying their main drawbacks. Three robust and flexible model frameworks have been proposed to improve current practices in each of the tests’ stages. This is achieved through: (i) a semi-parametric EVT–Pair-copulas model for financial risk factors, with a specific focus on extreme values, (ii) a valuation model to assess the impact of risk factors on a financial system, through direct and indirect effects, contagion channels, and considering private and public response functions, and (iii) a Bayesian-based approach to run a systematic selection of stress scenarios for nonlinear portfolios. The presented risk model has proven to outperform commonly used specifications, hence increasing the test’s credibility. Estimated for the French banking system, the valuation model revealed the related risk profile and the main vulnerabilities. Public responses turned to be of vital interest. Finally, the Bayesian approach allows replacing the traditional subjective scenarios and including the tests’ results in quantitative risk management alongside with other conventional tools
Badran, Rabih. "Insurance portfolio's with dependent risks". Doctoral thesis, Universite Libre de Bruxelles, 2014. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/209547.
Texto completoLe premier chapitre traite les modèles avec risques équicorrelés. Nous proposons une structure mathématique qui amène à une fonction génératrice de probabilités particulière (fgp) proposé par Tallis. Cette fgp implique des variables équicorrelées. Puis, nous étudions l’effet de ce type de dépendance sur des quantités d’intérêt dans la littérature actuarielle telle que la fonction de répartition de la somme des montants des sinistres, les primes stop-loss et les probabilités de ruine sur horizon fini. Nous utilisons la structure proposée pour corriger des erreurs dans la littérature dues au fait que plusieurs auteurs agissaient comme si la somme des variables aléatoires équicorrélés aient nécessairement la fgp proposée par Tallis.
Dans le second chapitre, nous proposons un modèle qui combine les modèles avec chocs et les modèles avec mélanges communs en introduisant une variable qui contrôle le niveau du choc. Dans le cadre de ce nouveau modèle, nous considérons deux applications où nous généralisons le modèle de Bernoulli avec choc et le modèle de Poisson avec choc. Nous étudions, dans les deux applications, l’effet de la dépendance sur la fonction de répartition des montants des sinistres, les primes stop-loss et les probabilités de ruine sur horizon fini et infini. Pour la deuxième application, nous proposons une construction basée sur les copules qui permet de contrôler le niveau de dépendance avec le niveau du choc.
Dans le troisième chapitre, nous proposons, une généralisation du modèle classique de Poisson où les montants des sinistres et les intersinistres sont supposés dépendants. Nous calculons la transformée de Laplace des probabilités de survie. Dans le cas particulier où les montants des sinistres ont une distribution exponentielle nous obtenons des formules explicites pour les probabilités de survie.
Dans le quatrième chapitre nous généralisons le modèle classique de Poisson en introduisant de la dépendance entre les intersinistres. Nous utilisons le lien entre les files fluides et le processus du risque pour modéliser la dépendance. Nous calculons les probabilités de survie en utilisant un algorithme numérique et nous traitons le cas où les montants de
sinistres et les intersinistres ont des distributions de type phase.
Doctorat en Sciences
info:eu-repo/semantics/nonPublished
Rizak, Samantha Nicole. "Expert judgments of environmental risks". Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1997. http://www.collectionscanada.ca/obj/s4/f2/dsk3/ftp05/mq22663.pdf.
Texto completoVinueza-Peter, Lorena. "Empirical modelling of environmental risks". Berlin Logos-Verl, 2004. http://deposit.ddb.de/cgi-bin/dokserv?id=2619713&prov=M&dok_var=1&dok_ext=htm.
Texto completoSaltzman, Jeffrey Reynolds Andrew. "Risks of consociationalism in Sudan". Chapel Hill, N.C. : University of North Carolina at Chapel Hill, 2006. http://dc.lib.unc.edu/u?/etd,130.
Texto completoTitle from electronic title page (viewed Oct. 10, 2007). "... in partial fulfillment of the requirements for the degree of Master of Arts in the Department of Political Science." Discipline: Political Science; Department/School: Political Science.
Espinoza, Nicolas. "Incomparable risks, values and preferences". Licentiate thesis, Stockholm : Department of Philosophy and the History of Technology, Royal Institute of Technology, 2006. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-4214.
Texto completoBäckman, Johan. "Railway safety : risks and economics /". Stockholm, 2002. http://www.lib.kth.se/Fulltext/backman020524.pdf.
Texto completoBolt, Katharine. "Valuing mortality risks to children". Thesis, University of East Anglia, 2007. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.445527.
Texto completoFutter, Mark R. "Predicting short term flood risks". Thesis, University of Newcastle Upon Tyne, 1990. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.315639.
Texto completoGhani, Abdul Aziz Abdul. "Spectral estimation of flood risks". Thesis, University of Newcastle Upon Tyne, 1988. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.360137.
Texto completoFalconer, Elizabeth Jane. "Fuzzy decisions and occupational risks". Thesis, University of Salford, 2001. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.395871.
Texto completoVieira, Thiago Andrew. "Dynamic global game coordination risks". Thesis, Massachusetts Institute of Technology, 2017. http://hdl.handle.net/1721.1/113445.
Texto completoThis electronic version was submitted by the student author. The certified thesis is available in the Institute Archives and Special Collections.
Cataloged from student-submitted PDF version of thesis.
Includes bibliographical references (pages 65-67).
We study a dynamic global game model of coordination risk among a group of agents invested in a project over a finite time horizon. Once every round each agent gets a private noisy signal of the health of the project. The agent must then decide to continue participating in the project in anticipation of receiving a full return on their investment upon the projects successful completion or foreclose on the project early and receive a reduced payout. This model extends the debt global game models of coordination risk by Morris and Shin to a multi period model similar to Dynamic Global Game Models of Angeletos, Hellwig and Pavan. This extended model allows us to study coordination risk over a finite time horizon and introduce new information structures of the the agents invested in the project. Our main results come from extensions to the dynamic global game model. First, we model public signals of the health of the project between all agents invested in it and show under certain conditions that positive public information of the project can decrease the projects chances of success. Second, we allow for agents to receive private and public noisy signals of past actions, introducing herd behaviour. We then show how this herd behaviour can increase the fragility of the system to external shocks of public or private information concerning the fundamentals of the project. Last, we introduce feedback into the reserve price that agents receive upon leaving the project early. We show that this feedback can be a positive or negative force on the health of the project. We conclude with an interpretation of the model to real world bond yields and numerical examples.
by Thiago Andrew Vieira.
M. Eng.
Wang, Lucinda W. "Implicit Measures and Online Risks". NSUWorks, 2015. http://nsuworks.nova.edu/gscis_etd/72.
Texto completoMoura, Alexandra Bugalho de. "Optimal reinsurance of dependent risks". Master's thesis, Instituto Superior de Economia e Gestão, 2017. http://hdl.handle.net/10400.5/14783.
Texto completoEsta Tese foca-se no problema do resseguro ótimo para dois riscos dependentes, do ponto de vista da seguradora que cede o risco. A dependência entre os dois riscos é modelada através de cópulas. O problema de otimização a resolver consiste em encontrar a combinação de tratados de quota-share e stop-loss, para cada risco, que maximiza a utilidade esperada ou o coeficiente de ajustamento do lucro total da seguradora. Sabe-se que estes dois critérios estão ligados e que o coeficiente de ajustamento está relacionado com a probabilidade da seguradora ficar insolvente em tempo finito, através da desigualdade de Lundberg. Os resultados foram obtidos numericamente, usando o software Mathematica. A sensibilidade da estratégia de resseguro ótimo a vários valores do parâmetro de dependência, a diferentes distribuições dos riscos subjacentes e a diversos princípios de cálculo de prémios de resseguro foi analisada para três famílias diferentes de cópulas, descrevendo diferentes comportamentos da cauda da distribuição conjunta. Os resultados mostram que as dependências alteram o tratado de resseguro ótimo. Diferentes estruturas de dependência, i.e. diferentes cópulas, produzem diferentes valores para os níveis ótimos de retenção. No caso do princípio do valor esperado calculado sobre o risco total cedido, o tratado stop-loss puro é sempre ótimo, mas isso não acontece para os restantes princípios de cálculo de prémios. Em geral, o nível ótimo de retenção do tratado de quota-share decresce quando a dependência entre os riscos aumenta. Para todos os casos considerados, o coeficiente de ajustamento máximo diminui quando a dependência aumenta.
This Thesis focuses on optimal reinsurance problem for two dependent risks, from the point of view of the ceding insurance company. We assume that the two risks are dependent by means of a copula structure. By risk we mean a line of business, a portfolio of policies or a policy. The problem consists in finding the optimal combination of quota-share and stop loss treaties, for each risk, that maximizes the expected utility or the adjustment coefficient of the total wealth of the insurer. It is known that these two criteria are connected and moreover the adjustment coefficient is related to the ultimate probability of ruin of the insurer through the Lundberg inequality. Results are obtained numerically, using the software Mathematica. Sensitivity of the optimal reinsurance strategy to several values of the dependence parameter, to different distributions of the underlying risks and to a variety of reinsurance premium calculation principles are performed in three families of copulas describing different tail behaviours of the joint distribution function. Results show that dependencies alter the optimal treaty. Different dependence structures, i.e. different copulas, provide different values for the optimal retention levels. In the case of the expected value principle computed on the total ceded risk, the pure stop loss contract is always optimal, but that is not the case for the remaining premium computation principles. In general, the QS retention level decreases when dependence between the risks increases. For all cases considered, the maximum adjustment coefficient decreases when dependence increases.
info:eu-repo/semantics/publishedVersion
Черниш, Єлізавета Юріївна, Елизавета Юрьевна Черныш, Yelyzaveta Yuriivna Chernysh y S. Eboson. "Health risks of secondhand smoke". Thesis, Сумський державний університет, 2018. http://essuir.sumdu.edu.ua/handle/123456789/67821.
Texto completoBednarska, Olga. "Peculiarities of ecological risks insurance". Thesis, Видавництво СумДУ, 2007. http://essuir.sumdu.edu.ua/handle/123456789/12803.
Texto completoWang, Sijia. "Default Risks in Marketplace Lending". Kent State University / OhioLINK, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=kent1583508817334501.
Texto completoSalvati, Domenico. "Management of information system risks". Berlin dissertation.de, 2008. http://d-nb.info/995975035/04.
Texto completoCreighton, Shannon B. "Reducing Risks From Workplace Discrimination". ScholarWorks, 2017. https://scholarworks.waldenu.edu/dissertations/4432.
Texto completoCastelli, Francesca <1982>. "Econometric models of financial risks". Doctoral thesis, Alma Mater Studiorum - Università di Bologna, 2012. http://amsdottorato.unibo.it/4274/1/Castelli_Francesca_tesi.pdf.
Texto completoCastelli, Francesca <1982>. "Econometric models of financial risks". Doctoral thesis, Alma Mater Studiorum - Università di Bologna, 2012. http://amsdottorato.unibo.it/4274/.
Texto completoLOWENKRON, ALEXANDRE. "COUSIN RISKS: THE EXTENT AND THE CAUSES OF POSITIVE CORRELATION BETWEEN COUNTRY AND CURRENCY RISKS". PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2003. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=4016@1.
Texto completoEsta dissertação estuda o fenômeno da correlação positiva entre o risco país e o risco cambial. A presença deste fenômeno é nociva às economias, pois as torna mais vulneráveis a choques recessivos. O trabalho busca, primeiramente, identificar qual a extensão do fenômeno separando uma amostra de 25 países em dois grupos: os que apresentam correlação positiva entre o risco país e o risco cambial e os que não apresentam. Baseado nesta divisão, em seguida é feita uma investigação de quais seriam os fatores determinantes do fenômeno. Os resultados indicam que o descasamento cambial e o baixo grau de aprofundamento financeiro estão fortemente associados com a presença do fenômeno.
This dissertation studies the positive correlation between country and currency risks observed in some countries. The presence of this phenomenon is harmful to the economies, since it brings more vulnerability to recessive shocks. The first aim of this paper is to identify the extension of this phenomenon by separating a sample of 25 countries in two groups: the one where the positive correlation is observed and the one where it is not. Based on that that taxonomy, it is implemented an investigation on what are the factors responsible for the phenomenon. The results show that exchange rate mismatch and underdeveloped financial markets are strongly associated with the presence of positive correlation between the two risks.
Like, Toya Z. "Separate and unequal risks for victimization? an examination of city-level conditions on victimization risks /". Diss., St. Louis, Mo. : University of Missouri--St. Louis, 2006. http://etd.umsl.edu/r1681.
Texto completo