BIRTHDAY
2011
Springer
12 years 4 months ago
2011
Springer
Abstract. Risk analysis has been used to manage the security of systems for several decades. However, its use has been limited to offline risk computation and manual response. In c...
AUTOMATICA
2006
13 years 4 months ago
2006
This paper examines a problem related to the optimal risk management of banks in a stochastic dynamic setting. In particular, we minimize7 market and capital adequacy risk that in...