Concept

Operational risk

Related publications (183)

SENSITIVITY OF RISK INDICATORS UNDER MOTORWAY TRAFFIC REGIMES CLUSTERED BY SELF-ORGANIZING MAP

André-Gilles Dumont, Edward Chung, Minh Hai Pham

In this paper, we present a method for determining motorway traffic regimes where the sensitivity of motorway crash risk indicators could be better understood. Motorway crashes are usually severe. If the crash risk could be monitored, it would be possible ...

2008

The magnetic diagnostics set for ITER

Jean-Marc Moret, Duccio Testa, René Chavan, Jonathan Bryan Lister

The current status of the ITER magnetics diagnostic is summarised. The various risks are discussed on the basis of when they could be present during ITER operation and appropriate mitigation is reviewed. An implementation risk or common mode operation fail ...

2008

Optimal capital and risk transfers for group diversification

Damir Filipovic

Diversification is at the core of insurance and other financial business. It constitutes an important issue in the preparation of the new Solvency II framework for the regulation of European insurance undertakings. In this paper, we propose a conceptual fr ...

Wiley-Blackwell2008

A Note on the Swiss Solvency Test Risk Measure

Damir Filipovic

In this paper we examine whether the Swiss Solvency Test risk measure is a coherent measure of risk as introduced in Artzner et al. [Artzner, P., Delbaen, F., Eber, J.M., Heath, D., 1999. Coherent measures of risk. Math. Finance 9, 203–228; Artzner, P., De ...

Elsevier2008

Realizable Group Diversification Effects

Damir Filipovic

The impact of capital mobility restrictions on the diversification benefit for risk at the group level of a financial conglomerate is an important aspect in risk management. In this paper we propose a new bottom-up approach for realizing diversification be ...

Vienna Institute of Finance2008

Scenarios to collaborate with emerging markets: Initial focus India

Luca Canetta, Myrna Fatima Flores Pineda

Due to competitive pressures in the global business arena, multinational firms have started to migrate to low-cost sources of labour and materials, which are typically located in countries that also represent emerging market opportunities. In the recent ye ...

2008

Deconvolution of 3D fluorescence micrographs with automatic risk minimization

Michaël Unser, Cédric René Jean Vonesch, Sathish Ramani

We investigate the problem of automatic tuning of a deconvolution algorithm for three-dimensional (3D) fluorescence microscopy; specifically, the selection of the regularization parameter lambda. For this, we consider a realistic noise model for data obtai ...

Ieee Service Center, 445 Hoes Lane, Po Box 1331, Piscataway, Nj 08855-1331 Usa2008

Deconvolution of 3D Fluorescence Micrographs with Automatic Risk Minimization

Michaël Unser, Cédric René Jean Vonesch, Sathish Ramani

We investigate the problem of automatic tuning of a deconvolution algorithm for three-dimensional (3D) fluorescence microscopy; specifically, the selection of the regularization parameter λ. For this, we consider a realistic noise model for data obtained ...

IEEE2008

R&D cooperation and failures in innovation projects: Empirical evidence from French CIS data

Stéphane Lhuillery

The second French Community Innovation Survey (CIS) indicates that 14% of R&D collaborating firms had to abandon or delay their innovation projects due to difficulties in their partnerships, an outcome which we term “cooperation failures”. Controlling for ...

2008

Human insula activation reflects risk prediction errors as well as risk

Kerstin Preuschoff

Understanding how organisms deal with probabilistic stimulus-reward associations has been advanced by a convergence between reinforcement learning models and primate physiology, which demonstrated that the brain encodes a reward prediction error signal. Ho ...

2008

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