ICASSP
2011
IEEE
12 years 8 months ago
2011
IEEE
We present fundamental concepts of risk and propose two methods for risk management of a portfolio in this paper. Moreover, we introduce their novel extensions to trading in multi...
ICDIM
2010
IEEE
13 years 2 months ago
2010
IEEE
We present a risk management framework which allows to reason about and manage risk for role based access control systems. The framework expresses essential characteristics of risk...
COMPSEC
2004
13 years 4 months ago
2004
The idea of risk permeates the information security field. We use terms like ``risk management'', ``risk assessment'', ``risk model'' and ``risk analy...
MANSCI
2007
13 years 4 months ago
2007
Value at Risk (VaR) is a central concept in risk management. As stressed by Artzner et al. (1999), VaR may not possess the subadditivity property required to be a coherent measure...
JDS
2007
13 years 4 months ago
2007
Operational Risk management, the least covered component of Enterprise Wide Risk Management, needs intelligent tools to implement Comprehensive Emergency Management Programs. In t...
ECIS
2004
13 years 5 months ago
2004
In this paper, we address the following research question: "How can we understand the nature of risk in IS projects in the context of globalization?" Based on a case stu...
MKWI
2008
13 years 5 months ago
2008
Abstract: The economic relevance of IT risk is increasing due to various operational, technical as well as regulatory reasons. Increasing flexibility of business processes and risi...
EUSFLAT
2007
13 years 5 months ago
2007
The theory of copulas provides a useful tool for modeling dependence in risk management. In insurance and finance, as well as in other applications, dependence of extreme events ...
DESRIST
2009
Springer
13 years 9 months ago
2009
Springer
Against the background of the current financial crisis and an aftermath of increasing regulation, companies enhance and integrate information systems in the areas of risk manageme...
LSO
2004
Springer
13 years 9 months ago
2004
Springer
In spite of being an important software activity, many software organizations present difficulties in managing risks. This happens mainly due to their low maturity level, and becau...