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This paper considers intermediation in a differentiated short-term housing market where heterogeneous agents may stay at a hotel or at one of several private hosts' properties, below or above hotel quality. The collaborative-housing market fails when agent ...
Transportation patterns in big cities are redefined by the growing trend of car ownership and usage costs (e.g. the initial cost of buying a car, the constantly growing fuel prices, additional maintenance and insurance costs and the increased parking deman ...
Heavy-tail phenomena are common in real-life data; the finance and insurance industries, telecommunications, and environment-related events offer typical examples of such phenomena. We focus on the particular topic of the extremogram, for which Davis and M ...
This paper considers intermediation in a di_erentiated short-term housing market where heterogeneous agents may stay at a hotel or at one of several private hosts' properties, below or above hotel quality. The collaborative-housing market fails when agents ...
In this work, we present a practical and engineering risk management procedure for a university-wide safety and health management of nanomaterials, developed as a multi-stakeholder effort (government, accident insurance, researchers and experts for occupat ...
Robust portfolio optimization aims to maximize the worst-case portfolio return given that the asset returns are allowed to vary within a prescribed uncertainty set. If the uncertainty set is not too large, the resulting portfolio performs well under normal ...
When these lines are written, it is January 21, 2008, a further `Black Monday' on the international markets. Stock indices have fallen between 5 and 10%. Which statistical tools help in describing such events and may help in understanding the consequences? ...
This article investigates the latest developments in longevity-risk modelling, and explores the key risk management challenges for both the financial and insurance industries. The article discusses key definitions that are crucial for the enhancement of th ...
In the absence of adequate state support, societies in the developing world have long relied on community support for humanitarian relief. Such community networks provide a readily available platform for delivery of humanitarian relief services. Wireless t ...
The present paper highlights a new safety management program, MICE (Management, Information, Control and Emergency), which has been specifically adapted for the academic environment. The process starts with an exhaustive hazard inventory supported by a pla ...