95 résultats pour « Quantification des risques »
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" In order to quantify resilience uncertainty across the network resolutions (from macro-scale network statistics to individual node dynamics), we propose an arbitrary polynomial chaos (aPC) expansion method to identify the probability of a node in losing its resilience and how the different model parameters contribute to this risk on a single node."
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"In a 2019 paper, Yang, Zhang and Lan studied a risk model in which claim occurrence and amount are both governed by an underlying Markovian environment process. We find that the derivations of Yang et al are erroneous; subsequently, we analyzed the model correctly using the matrix analytic method."
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"This paper studies the design of Pareto-optimal reinsurance contracts in a market where the insurer and reinsurer maximize their expected utilities of end-of-period wealth. In addition, we assume that the insurer and reinsurer wish to control their solvency risks, which are defined through distortion risk measures of their end-of-period risk exposures."
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"The model is a comprehensive template for assessing loss and subsequently the insurance for activities in the Arctic and sub-Arctic regions. Governmental and non-government organisations alike will benefit from the tool by using it as a loss estimation mechanism for liability for ship-source oil spills."
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