搜索结果: 31-36 共查到“理论经济学 Uncertainty”相关记录36条 . 查询时间(0.072 秒)
Estimation of Operational Risk Capital Charge under Parameter Uncertainty
quantitative risk management operational risk loss distribution approach
2010/10/29
Many banks adopt the Loss Distribution Approach to quantify the operational risk capital
charge under Basel II requirements. It is common practice to estimate the capital charge
using the 0.999 quan...
General equilibrium with endogenous uncertainty and default
Graciela ChichilniskyColumbia University, United States
Ho-Mou WuCollege of Management, University of Taiwan and China Center for Economic R...
Addressing the Impact of Data Truncation and Parameter Uncertainty on Operational Risk Estimates
operational risk truncated data Poisson-Lognormal compound distribution loss distribution approach
2010/11/1
Typically, operational risk losses are reported above some threshold. This paper studies the
impact of ignoring data truncation on the 0.999 quantile of the annual loss distribution for
operational ...
Uncertainty Aversion and A Theory of Incomplete Contract
uncertainty aversion strategic uncertainty coalitionformation stability and core-criterion
2011/4/6
This paper is to provide a theoretical foundation of incomplete contract in an extensive game of multi-agent interaction. It aims to explain why rational agents may agree upon incomplete contracts eve...
The “Tuberculous Cattle Trust”: Disease Contagion in an Era of Regulatory Uncertainty
Tuberculous Cattle Trust Disease Contagion Regulatory Uncertainty
2014/6/26
By 1900 scientific breakthroughs revealed that bovine tuberculosiswas a serious and growing threat to animal and human health. Early private and state initiatives in the U.S. to address the problem we...
Empirical Rules of Thumb for Choice under Uncertainty
rank-dependent utility maximin maximax mid-range
2014/6/25
A substantial body of empirical evidence shows that individuals overweight extreme events and act in conflict with the expected utility theory. These findings were the primary motivation behind thedev...