341 search results - page 2 / 69 » Maturity-independent risk measures |
IJAR
2008
13 years 4 months ago
2008
Although financial risk measurement is a largely investigated research area, its relationship with imprecise probabilities has been mostly overlooked. However, risk measures can b...
MOR
2006
13 years 5 months ago
2006
We consider optimization problems involving convex risk functions. By employing techniques of convex analysis and optimization theory in vector spaces of measurable functions we d...
SSDBM
2003
IEEE
13 years 10 months ago
2003
IEEE
In this paper, we define several disclosure risk measures for microdata. We will analyze disclosure risk based on the disclosure control techniques applied to initial microdata. D...
SSDBM
2002
IEEE
13 years 10 months ago
2002
IEEE
Statistical database protection is a part of information security which tries to prevent published statistical information (tables, individual records) from disclosing the contrib...
EUSFLAT
2007
13 years 6 months ago
2007
Because of their simplicity, risk measures are often employed in financial risk evaluations and related decisions. In fact, the risk measure ρ(X) of a random variable X is a rea...