Risk sharing, measuring variability, and distortion riskmetrics
"We address the problem of sharing risk among agents with preferences modelled by a general class of comonotonic additive and law-based...
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Rechercher
22 août 2022
A Mathematical Model for Risk Assessment of Social Engineering Attacks
"Social engineering is a very common type of malicious activity conducted on cyberspace that targets both individuals and companies in...
1 juin 2022
A novel approach to rating transition modelling via Machine Learning and SDEs on Lie groups
"... we introduce a novel methodology to model rating transitions with a stochastic process. To introduce stochastic processes, whose...
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