Innovations in Quantitative Risk Management TU München, September 2013 /

Table of Contents: “…Part I Markets, Regulation, and Model Risk -- A Random Holding Period Approach for Liquidity-Inclusive Risk Management -- Regulatory Developments in Risk Management: Restoring Confidence in Internal Models -- Model Risk in Incomplete Markets with Jumps -- Part II Financial Engineering -- Bid-Ask Spread for Exotic Options Under Conic Finance -- Derivative Pricing Under the Possibility of Long Memory in the supOU Stochastic Volatility Model -- A Two-Sided BNS Model for Multicurrency FX Markets -- Modeling the Price of Natural Gas with Temperature and Oil Price as Exogenous Factors -- Copula-Specific Credit Portfolio Modeling -- Implied Recovery Rates-Auctions and Models -- Upside and Downside Risk Exposures of Currency Carry Trades via Tail Dependence -- Part III Insurance Risk and Asset Management -- Participating Life Insurance Contracts Under Risk Based Solvency Frameworks: How to Increase Capital Efficiency by Product Design -- Reducing Surrender Incentives Through Fee Structure in Variable Annuities -- A Variational Approach for Mean-Variance-Optimal Deterministic Consumption and Investment -- Risk Control in Asset Management: Motives and Concepts -- Worst-Case Scenario Portfolio Optimization Given the Probability of a Crash -- Improving Optimal Terminal Value Replicating Portfolios -- Part IV Computational Methods for Risk Management -- Risk and Computation -- Extreme Value Importance Sampling for Rare Event Risk Measurement -- A Note on the Numerical Evaluation of the Hartman-Watson Density and Distribution Function -- Computation of Copulas by Fourier Methods -- Part V Dependence Modelling -- Goodness-of-fit Tests for Archimedean Copulas in High Dimensions -- Duality in Risk Aggregation -- Some Consequences of the Markov Kernel Perspective of Copulas -- Copula Representations for Invariant Dependence Functions -- Nonparametric Copula Density Estimation Using a Petrov-Galerkin Projection.…”
Link to Metadata

Textbook of Patient Safety and Clinical Risk Management

Table of Contents: “…Brief story of a clinical risk manager -- 3. Human Error and Patient Safety -- 4. …”
Link to Metadata

Nature-Based Flood Risk Management on Private Land Disciplinary Perspectives on a Multidisciplinary Challenge /

Table of Contents: “…Towards a multidisciplinary approach to nature-based flood risk management.…”
Link to Metadata

General Average and Risk Management in Medieval and Early Modern Maritime Business

Table of Contents: “…Risky Narratives: Framing General Average into Risk-Management Strategies (13th-16th Centuries); Giovanni Ceccarelli -- Part 2: Origins and Variants of Mutual Protection -- 4. …”
Link to Metadata

Loss and Damage from Climate Change Concepts, Methods and Policy Options /

Table of Contents: “…Overview: Climate risk management and justice for the L&D debate -- Chapter 2. …”
Link to Metadata

Averting Disaster Before It Strikes How to Make Sure Your Subordinates Warn You While There is Still Time to Act / by Chernov, Dmitry, Ayoub, Ali, Sansavini, Giovanni, Sornette, Didier

Subjects: “…Financial risk management.…”
Link to Metadata

Advanced Digital Auditing Theory and Practice of Auditing Complex Information Systems and Technologies /

Subjects: Link to Metadata

Corporate Finance for Long-Term Value by Schoenmaker, Dirk, Schramade, Willem

Subjects: Link to Metadata

Managing Future Challenges for Safety Demographic Change, Digitalisation and Complexity in the 2030s /

Subjects: “…Financial risk management.…”
Link to Metadata

How to Build a Modern Tontine Algorithms, Scripts and Tips / by Milevsky, Moshe Arye

Table of Contents: “…Building a Tontine Simulation in R -- 4. Statistical Risk Management -- 5. Death Benefits, Refunds & Covenants -- 6. …”
Link to Metadata

Innovations in Derivatives Markets Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation /

Link to Metadata

Sustainable Living with Environmental Risks

Table of Contents: “…Managing Environmental Risks and Promoting Sustainability: Science Advancement and Leadership Development -- Biodiversity Agriculture Supports Human Populations -- Conservation and Sustainable Management of Soil Biodiversity for Agricultural Productivity -- Conservation Tillage Assessment For Mitigating Greenhouse Gas Emission In Rainfed Agro-Ecosystem -- Improving Biodiversity in Rice Paddy Fields to Promote Land Sustainability -- Agroforestry Models for Promoting Effective Risk Management and Building Sustainable Communities -- Managing Environmental Risks and Promoting Sustainability: Conservation of Forest Resources in Madagascar -- Community-Based Mangrove Forest Management in Thailand: Key Lesson Learned for Environmental Risk Management -- Necessity of Adaptive Risk Management for Fisheries and Wildlife -- Valuation of Non-Marketed Agricultural Ecosystem Services and Food Security in Southeast Asia -- Emerging Socio-Economic and Environmental Issues Affecting Food Security: A Case Study of Silang-Santa Rosa Subwatershed -- Strengthening the Capacity of Flood-Affected Rural Communities in Padang Terap, State of Kedah, Malaysia -- Mitigating Coastal Erosion in Fort Dauphin, Madagascar -- Risk Management of Chemical Pollution: Principles from the Japanese Experience -- Research on the Sod Between Chlorophyll-a and Organic Matter BOD, COD, Phosphorus and Total Nitrogen in Stagnant Lake Basins -- Managing Construction Development Risks to the Environment -- Ecosystem Restoration Using the Near-Natural Method in Shanghai -- Sustainable Management of Urban Green Environments: Challenges and Opportunities -- Environment and Social Capacity Assessment for Sustainability Promotion and Risk Management -- Rural Landscape Conservation in Japan: Lessons from the Satoyama Conservation Program in Kanagawa Prefecture -- Enhancing Students' Ecological Thinking to Improve Understanding of Environmental Risk -- Interactive Multimedia Education System (IMES) as a International Education Platform.…”
Link to Metadata

The Illusion of Risk Control What Does it Take to Live With Uncertainty? /

Table of Contents: “…Johnson -- 8 What can Japan's early modern capital of Edo teach us about risk management?, by Jordan Sand -- 9 Conclusion, by Corinne Bieder.…”
Link to Metadata

Rational Cybersecurity for Business The Security Leaders' Guide to Business Alignment / by Blum, Dan

Link to Metadata

Assessing Environmental Risk of Oil Spills with ERA Acute A New Methodology / by Stephansen, Cathrine, Bjørgesæter, Anders, Brude, Odd Willy, Brönner, Ute, Rogstad, Tonje Waterloo, Kjeilen-Eilertsen, Grethe, Libre, Jean-Marie, Collin-Hansen, Christian

Table of Contents: “…Preface -- Introduction to the concepts and use of Era Acute -- Environmental Risk Management Applications of Era Acute -- An Era Acute Model Overview -- Testing and Validating against Historic Spills -- Handling uncertainty and Sensitivity of Era Acute towards input Parameters -- Supplementary Information 1.…”
Link to Metadata

Indian Agriculture Towards 2030 Pathways for Enhancing Farmers' Income, Nutritional Security and Sustainable Food and Farm Systems /

Table of Contents: “…Climate Crisis and Risk Management -- Chapter 5. Water in Agriculture -- Chapter 6. …”
Link to Metadata

Observing the Volcano World Volcano Crisis Communication /

Table of Contents: “…Part I: Bill McGuire -- Volcano Crisis Communication: Challenges and Solutions in the 21st Century -- Volcanic Gases: Silent Killers -- The Communication and Risk Management of Volcanic Ballistic Hazards -- Part One Summary: Adapting Warnings for Volcanic Hazards -- Part II: Gill Jolly -- Volcanic Unrest and Hazard Communication in Long Valley Volcanic Region, California -- Organisational Response to the 2007 Ruapehu Crater Lake Dam-Break Lahar in New Zealand: Use of Communication in Creating an Effective Response -- Social Representation of Human Resettlement Associated with Risk from Volcán de Colima, Mexico -- Part Two Summary: Observing Volcanic Crises -- Part III: Deanne Bird and Kat Haynes -- Communicating Information on Eruptions and Their Impacts from the Earliest Times Until the Late Twentieth Century -- "There's no Plastic in Our Volcano": A Story About Losing and Finding a Path to Participatory Volcanic Risk Management in Colombia -- Challenges of Volcanic Crises on Small Islands States -- Living with an Active Volcano: Informal and Community Learning for Preparedness in South of Japan -- Part Three Summary: Communicating into the Future. …”
Link to Metadata

Advancing Culture of Living with Landslides Volume 1 ISDR-ICL Sendai Partnerships 2015-2025 /

Table of Contents: “…Landslide Risk Reduction in Croatia: Scientific research in the framework of the WCoE 2014-2017, IPL-173, IPL-184, ICL ABN -- Shapes and Mechanisms of Large-scale Landslides in Japan: Forecasting Analysis from an Inventory (WCoE 2014-2017 -- Retrospective and Prospects for Cold Regions Landslide Research (2012-2016) (WCoE 2014-2017, IPL-132, IPL-167, IPL-203, CRLN -- Large-scale Rockslide Inventories: from the Kokomeren River Basin to the Entire Central Asia Region (WCoE 2014-2017, IPL-106-2) -- Interventions for Promoting Knowledge, Innovations and Landslide Risk Management Practices within South and Southeast Asia (WCoE 2014-2017) -- Promoting a Global Standard for Community-based Landslide Early Warning Systems (WCoE 2014-2017, IPL-158, IPL-165) -- Model Policy Frameworks, Standards and Guidelines on Landslide Disaster Reduction (WCoE 2014-2017) -- Landslide Hazard and Risk Management (WCoE 2014-2017) -- Mitigation of Landslide Hazards in Ukraine under the Guidance of ICL: 2009-2016 (IPL-153, IPL-191) -- Development of a Hazard Evaluation Technique for Earthquake-Induced Landslides Based on an Analytic Hierarchy Process (AHP) (IPL-154) -- The Croatian-Japanese SATREPS Joint Research Project on Landslides (IPL-161).…”
Link to Metadata

Finance for Food Towards New Agricultural and Rural Finance /

Link to Metadata

Management of Research Infrastructures: A South African Funding Perspective by Ramoutar-Prieschl, Rakeshnie, Hachigonta, Sepo

Table of Contents: “…Background -- Classification of RI Investment Areas in South Africa -- Process for Awarding RI Grants -- Condition of Grant Award -- Skills Required for Managing Research Equipment -- Monitoring, Evaluation and Risk Management -- The Sustainable Management of Research Equipment -- Conclusion -- Annexures.…”
Link to Metadata