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IOR
2010
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13 years 1 months ago
Stochastic Root Finding and Efficient Estimation of Convex Risk Measures
Reliable risk measurement is a key problem for financial institutions and regulatory authorities. The current industry standard Value-at-Risk has several deficiencies. Improved ri...
Jörn Dunkel, Stefan Weber
JHSN
2006
100views more  JHSN 2006»
13 years 4 months ago
Reconfiguring Role Based Access Control policies using risk semantics
We present a refined model for Role Based Access Control policies and define a risk measure for the model, which expresses elements of the operational, combinatorial and conflict ...
Benjamin Aziz, Simon N. Foley, John Herbert, Garre...