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Cyber-risk informatics : engineering evaluation with data sciencef / / Mehmet Sahinoglu, PhD
Cyber-risk informatics : engineering evaluation with data sciencef / / Mehmet Sahinoglu, PhD
Autore Sahinoglu Mehmet <1951->
Pubbl/distr/stampa Hoboken, New Jersey : , : Wiley, , 2016
Descrizione fisica 1 online resource (745 p.)
Disciplina 005.8
Collana New York Academy of Sciences
Soggetto topico Cyber intelligence (Computer security)
Computer systems - Reliability
Computer software - Reliability
Computer networks - Security measures - Data processing
Risk assessment - Statistical methods
ISBN 1-119-08752-X
1-119-08753-8
Classificazione 007.1
005.8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Metrics, statistical quality control and basic reliability in cyber-risk -- Complex network reliability evaluation and estimation in cyber-risk -- Stopping rules for reliability and security tests in cyber-risk -- Security assessment and management in cyber-risk -- Game-theoretic computing in cyber-risk -- Modeling and simulation in cyber-risk -- Cloud computing in cyber-risk -- Software reliability modeling and metrics in cyber-risk -- Metrics for software reliability failure-count models in cyber-risk -- Practical hands-on lab topics in cyber-risk.
Record Nr. UNINA-9910796686603321
Sahinoglu Mehmet <1951->  
Hoboken, New Jersey : , : Wiley, , 2016
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Cyber-risk informatics : engineering evaluation with data sciencef / / Mehmet Sahinoglu, PhD
Cyber-risk informatics : engineering evaluation with data sciencef / / Mehmet Sahinoglu, PhD
Autore Sahinoglu Mehmet <1951->
Pubbl/distr/stampa Hoboken, New Jersey : , : Wiley, , 2016
Descrizione fisica 1 online resource (745 p.)
Disciplina 005.8
Collana New York Academy of Sciences
Soggetto topico Cyber intelligence (Computer security)
Computer systems - Reliability
Computer software - Reliability
Computer networks - Security measures - Data processing
Risk assessment - Statistical methods
ISBN 1-119-08752-X
1-119-08753-8
Classificazione 007.1
005.8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Metrics, statistical quality control and basic reliability in cyber-risk -- Complex network reliability evaluation and estimation in cyber-risk -- Stopping rules for reliability and security tests in cyber-risk -- Security assessment and management in cyber-risk -- Game-theoretic computing in cyber-risk -- Modeling and simulation in cyber-risk -- Cloud computing in cyber-risk -- Software reliability modeling and metrics in cyber-risk -- Metrics for software reliability failure-count models in cyber-risk -- Practical hands-on lab topics in cyber-risk.
Record Nr. UNINA-9910814733203321
Sahinoglu Mehmet <1951->  
Hoboken, New Jersey : , : Wiley, , 2016
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Foundations of risk analysis [[electronic resource] /] / Terje Aven
Foundations of risk analysis [[electronic resource] /] / Terje Aven
Autore Aven T (Terje)
Edizione [2nd ed.]
Pubbl/distr/stampa Hoboken, N.J., : Wiley, 2012
Descrizione fisica 1 online resource (229 p.)
Disciplina 519.5
Soggetto topico Risk assessment - Statistical methods
ISBN 1-119-94578-X
1-283-44633-2
9786613446336
1-119-94548-8
1-119-94547-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto FOUNDATIONS OF RISK ANALYSIS; Contents; Preface to the second edition; Preface to the first edition; 1 Introduction; 1.1 The importance of risk and uncertainty assessments; 1.2 The need to develop a proper risk analysis framework; Bibliographic notes; 2 Common thinking about risk and risk analysis; 2.1 Accident risk; 2.1.1 Accident statistics; 2.1.2 Risk analysis; 2.1.3 Reliability analysis; 2.2 Economic risk; 2.2.1 General definitions of economic risk in business and project management; 2.2.2 A cost risk analysis; 2.2.3 Finance and portfolio theory
2.2.4 Treatment of risk in project discounted cash flow analysis2.3 Discussion and conclusions; 2.3.1 The classical approach; 2.3.2 The Bayesian paradigm; 2.3.3 Economic risk and rational decision-making; 2.3.4 Other perspectives and applications; 2.3.5 Conclusions; Bibliographic notes; 3 How to think about risk and risk analysis; 3.1 Basic ideas and principles; 3.1.1 Background knowledge; 3.1.2 Models and simplifications in probability considerations; 3.1.3 Observable quantities; 3.2 Economic risk; 3.2.1 A simple cost risk example; 3.2.2 Production risk; 3.2.3 Business and project management
3.2.4 Investing money in a stock market3.2.5 Discounted cash flow analysis; 3.3 Accident risk; 3.4 Discussion; Bibliographic notes; 4 How to assess uncertainties and specify probabilities; 4.1 What is a good probability assignment?; 4.1.1 Criteria for evaluating probabilities; 4.1.2 Heuristics and biases; 4.1.3 Evaluation of the assessors; 4.1.4 Standardization and consensus; 4.2 Modeling; 4.2.1 Examples of models; 4.2.2 Discussion; 4.3 Assessing uncertainty of Y; 4.3.1 Assignments based on classical statistical methods; 4.3.2 Analyst judgments using all sources of information
4.3.3 Formal expert elicitation4.3.4 Bayesian analysis; 4.4 Uncertainty assessments of a vector X; 4.4.1 Cost risk; 4.4.2 Production risk; 4.4.3 Reliability analysis; 4.5 Discussion; 4.5.1 Risk analysis and science; 4.5.2 Probability and utility; 4.5.3 Probability and knowledge; 4.5.4 Probability models; 4.5.5 Firm and vague probabilities; 4.5.6 The need for seeing beyond probabilities; 4.5.7 Interval (imprecise) probabilities; 4.5.8 Example of interval (imprecise) probabilities in a risk analysis setting; 4.5.9 Possibility theory
4.5.10 Example of interval (imprecise) probabilities in a risk analysis context using possibility theory4.5.11 Final comments; Bibliographic notes; 5 How to use risk analysis to support decision-making; 5.1 What is a good decision?; 5.1.1 Features of a decision-making model; 5.1.2 Decision-support tools; 5.1.3 Discussion; 5.2 Some examples; 5.2.1 Accident risk; 5.2.2 Scrap in place or complete removal of plant; 5.2.3 Production system; 5.2.4 Reliability target; 5.2.5 Health risk; 5.2.6 Warranties; 5.2.7 Offshore development project; 5.2.8 Risk assessment: National sector
5.2.9 Multi-attribute utility example
Record Nr. UNINA-9910139722203321
Aven T (Terje)  
Hoboken, N.J., : Wiley, 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Foundations of risk analysis / / Terje Aven
Foundations of risk analysis / / Terje Aven
Autore Aven T (Terje)
Edizione [2nd ed.]
Pubbl/distr/stampa Hoboken, N.J., : Wiley, 2012
Descrizione fisica 1 online resource (229 p.)
Disciplina 519.5
Soggetto topico Risk assessment - Statistical methods
ISBN 9786613446336
9781119945789
111994578X
9781283446334
1283446332
9781119945482
1119945488
9781119945475
111994547X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto FOUNDATIONS OF RISK ANALYSIS; Contents; Preface to the second edition; Preface to the first edition; 1 Introduction; 1.1 The importance of risk and uncertainty assessments; 1.2 The need to develop a proper risk analysis framework; Bibliographic notes; 2 Common thinking about risk and risk analysis; 2.1 Accident risk; 2.1.1 Accident statistics; 2.1.2 Risk analysis; 2.1.3 Reliability analysis; 2.2 Economic risk; 2.2.1 General definitions of economic risk in business and project management; 2.2.2 A cost risk analysis; 2.2.3 Finance and portfolio theory
2.2.4 Treatment of risk in project discounted cash flow analysis2.3 Discussion and conclusions; 2.3.1 The classical approach; 2.3.2 The Bayesian paradigm; 2.3.3 Economic risk and rational decision-making; 2.3.4 Other perspectives and applications; 2.3.5 Conclusions; Bibliographic notes; 3 How to think about risk and risk analysis; 3.1 Basic ideas and principles; 3.1.1 Background knowledge; 3.1.2 Models and simplifications in probability considerations; 3.1.3 Observable quantities; 3.2 Economic risk; 3.2.1 A simple cost risk example; 3.2.2 Production risk; 3.2.3 Business and project management
3.2.4 Investing money in a stock market3.2.5 Discounted cash flow analysis; 3.3 Accident risk; 3.4 Discussion; Bibliographic notes; 4 How to assess uncertainties and specify probabilities; 4.1 What is a good probability assignment?; 4.1.1 Criteria for evaluating probabilities; 4.1.2 Heuristics and biases; 4.1.3 Evaluation of the assessors; 4.1.4 Standardization and consensus; 4.2 Modeling; 4.2.1 Examples of models; 4.2.2 Discussion; 4.3 Assessing uncertainty of Y; 4.3.1 Assignments based on classical statistical methods; 4.3.2 Analyst judgments using all sources of information
4.3.3 Formal expert elicitation4.3.4 Bayesian analysis; 4.4 Uncertainty assessments of a vector X; 4.4.1 Cost risk; 4.4.2 Production risk; 4.4.3 Reliability analysis; 4.5 Discussion; 4.5.1 Risk analysis and science; 4.5.2 Probability and utility; 4.5.3 Probability and knowledge; 4.5.4 Probability models; 4.5.5 Firm and vague probabilities; 4.5.6 The need for seeing beyond probabilities; 4.5.7 Interval (imprecise) probabilities; 4.5.8 Example of interval (imprecise) probabilities in a risk analysis setting; 4.5.9 Possibility theory
4.5.10 Example of interval (imprecise) probabilities in a risk analysis context using possibility theory4.5.11 Final comments; Bibliographic notes; 5 How to use risk analysis to support decision-making; 5.1 What is a good decision?; 5.1.1 Features of a decision-making model; 5.1.2 Decision-support tools; 5.1.3 Discussion; 5.2 Some examples; 5.2.1 Accident risk; 5.2.2 Scrap in place or complete removal of plant; 5.2.3 Production system; 5.2.4 Reliability target; 5.2.5 Health risk; 5.2.6 Warranties; 5.2.7 Offshore development project; 5.2.8 Risk assessment: National sector
5.2.9 Multi-attribute utility example
Record Nr. UNINA-9910809193103321
Aven T (Terje)  
Hoboken, N.J., : Wiley, 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Foundations of risk analysis [[electronic resource] ] : a knowledge and decision-oriented perspective / / Terje Aven
Foundations of risk analysis [[electronic resource] ] : a knowledge and decision-oriented perspective / / Terje Aven
Autore Aven T (Terje)
Pubbl/distr/stampa Chichester ; ; Hoboken, NJ, : John Wiley & Sons, c2003
Descrizione fisica 1 online resource (208 p.)
Disciplina 519.5
Collana Wiley Series in Probability and Statistics
Soggetto topico Risk assessment - Statistical methods
ISBN 1-280-27392-5
9786610273928
0-470-32240-3
0-470-87123-7
0-470-87124-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Foundations of Risk Analysis; Contents; Preface; 1 Introduction; 1.1 The Importance of Risk and Uncertainty Assessments; 1.2 The Need to Develop a Proper Risk Analysis Framework; Bibliographic Notes; 2 Common Thinking about Risk and Risk Analysis; 2.1 Accident Risk; 2.1.1 Accident Statistics; 2.1.2 Risk Analysis; 2.1.3 Reliability Analysis; 2.2 Economic Risk; 2.2.1 General Definitions of Economic Risk in Business and Project Management; 2.2.2 A Cost Risk Analysis; 2.2.3 Finance and Portfolio Theory; 2.2.4 Treatment of Risk in Project Discounted Cash Flow Analysis
2.3 Discussion and Conclusions2.3.1 The Classical Approach; 2.3.2 The Bayesian Paradigm; 2.3.3 Economic Risk and Rational Decision-Making; 2.3.4 Other Perspectives and Applications; 2.3.5 Conclusions; Bibliographic Notes; 3 How to Think about Risk and Risk Analysis; 3.1 Basic Ideas and Principles; 3.1.1 Background Information; 3.1.2 Models and Simplifications in Probability Considerations; 3.1.3 Observable Quantities; 3.2 Economic Risk; 3.2.1 A Simple Cost Risk Example; 3.2.2 Production Risk; 3.2.3 Business and Project Management; 3.2.4 Investing Money in a Stock Market
3.2.5 Discounted Cash Flow Analysis3.3 Accident Risk; Bibliographic Notes; 4 How to Assess Uncertainties and Specify Probabilities; 4.1 What Is a Good Probability Assignment?; 4.1.1 Criteria for Evaluating Probabilities; 4.1.2 Heuristics and Biases; 4.1.3 Evaluation of the Assessors; 4.1.4 Standardization and Consensus; 4.2 Modelling; 4.2.1 Examples of Models; 4.2.2 Discussion; 4.3 Assessing Uncertainty of Y; 4.3.1 Assignments Based on Classical Statistical Methods; 4.3.2 Analyst Judgements Using All Sources of Information; 4.3.3 Formal Expert Elicitation; 4.3.4 Bayesian Analysis
4.4 Uncertainty Assessments of a Vector X4.4.1 Cost Risk; 4.4.2 Production Risk; 4.4.3 Reliability Analysis; 4.5 Discussion and Conclusions; Bibliographic Notes; 5 How to Use Risk Analysis to Support Decision-Making; 5.1 What Is a Good Decision?; 5.1.1 Features of a Decision-Making Model; 5.1.2 Decision-Support Tools; 5.1.3 Discussion; 5.2 Some Examples; 5.2.1 Accident Risk; 5.2.2 Scrap in Place or Complete Removal of Plant; 5.2.3 Production System; 5.2.4 Reliability Target; 5.2.5 Health Risk; 5.2.6 Warranties; 5.2.7 Offshore Development Project; 5.2.8 Risk Assessment: National Sector
5.2.9 Multi-Attribute Utility Example5.3 Risk Problem Classification Schemes; 5.3.1 A Scheme Based on Potential Consequences and Uncertainties; 5.3.2 A Scheme Based on Closeness to Hazard and Level of Authority; Bibliographic Notes; 6 Summary and Conclusions; Appendix A Basic Theory of Probability and Statistics; A.1 Probability Theory; A.1.1 Types of Probabilities; A.1.2 Probability Rules; A.1.3 Random Quantities (Random Variables); A.1.4 Some Common Discrete Probability Distributions (Models); A.1.5 Some Common Continuous Distributions (Models)
A.1.6 Some Remarks on Probability Models and Their Parameters
Record Nr. UNINA-9910143510903321
Aven T (Terje)  
Chichester ; ; Hoboken, NJ, : John Wiley & Sons, c2003
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Foundations of risk analysis [[electronic resource] ] : a knowledge and decision-oriented perspective / / Terje Aven
Foundations of risk analysis [[electronic resource] ] : a knowledge and decision-oriented perspective / / Terje Aven
Autore Aven T (Terje)
Pubbl/distr/stampa Chichester ; ; Hoboken, NJ, : John Wiley & Sons, c2003
Descrizione fisica 1 online resource (208 p.)
Disciplina 519.5
Collana Wiley Series in Probability and Statistics
Soggetto topico Risk assessment - Statistical methods
ISBN 1-280-27392-5
9786610273928
0-470-32240-3
0-470-87123-7
0-470-87124-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Foundations of Risk Analysis; Contents; Preface; 1 Introduction; 1.1 The Importance of Risk and Uncertainty Assessments; 1.2 The Need to Develop a Proper Risk Analysis Framework; Bibliographic Notes; 2 Common Thinking about Risk and Risk Analysis; 2.1 Accident Risk; 2.1.1 Accident Statistics; 2.1.2 Risk Analysis; 2.1.3 Reliability Analysis; 2.2 Economic Risk; 2.2.1 General Definitions of Economic Risk in Business and Project Management; 2.2.2 A Cost Risk Analysis; 2.2.3 Finance and Portfolio Theory; 2.2.4 Treatment of Risk in Project Discounted Cash Flow Analysis
2.3 Discussion and Conclusions2.3.1 The Classical Approach; 2.3.2 The Bayesian Paradigm; 2.3.3 Economic Risk and Rational Decision-Making; 2.3.4 Other Perspectives and Applications; 2.3.5 Conclusions; Bibliographic Notes; 3 How to Think about Risk and Risk Analysis; 3.1 Basic Ideas and Principles; 3.1.1 Background Information; 3.1.2 Models and Simplifications in Probability Considerations; 3.1.3 Observable Quantities; 3.2 Economic Risk; 3.2.1 A Simple Cost Risk Example; 3.2.2 Production Risk; 3.2.3 Business and Project Management; 3.2.4 Investing Money in a Stock Market
3.2.5 Discounted Cash Flow Analysis3.3 Accident Risk; Bibliographic Notes; 4 How to Assess Uncertainties and Specify Probabilities; 4.1 What Is a Good Probability Assignment?; 4.1.1 Criteria for Evaluating Probabilities; 4.1.2 Heuristics and Biases; 4.1.3 Evaluation of the Assessors; 4.1.4 Standardization and Consensus; 4.2 Modelling; 4.2.1 Examples of Models; 4.2.2 Discussion; 4.3 Assessing Uncertainty of Y; 4.3.1 Assignments Based on Classical Statistical Methods; 4.3.2 Analyst Judgements Using All Sources of Information; 4.3.3 Formal Expert Elicitation; 4.3.4 Bayesian Analysis
4.4 Uncertainty Assessments of a Vector X4.4.1 Cost Risk; 4.4.2 Production Risk; 4.4.3 Reliability Analysis; 4.5 Discussion and Conclusions; Bibliographic Notes; 5 How to Use Risk Analysis to Support Decision-Making; 5.1 What Is a Good Decision?; 5.1.1 Features of a Decision-Making Model; 5.1.2 Decision-Support Tools; 5.1.3 Discussion; 5.2 Some Examples; 5.2.1 Accident Risk; 5.2.2 Scrap in Place or Complete Removal of Plant; 5.2.3 Production System; 5.2.4 Reliability Target; 5.2.5 Health Risk; 5.2.6 Warranties; 5.2.7 Offshore Development Project; 5.2.8 Risk Assessment: National Sector
5.2.9 Multi-Attribute Utility Example5.3 Risk Problem Classification Schemes; 5.3.1 A Scheme Based on Potential Consequences and Uncertainties; 5.3.2 A Scheme Based on Closeness to Hazard and Level of Authority; Bibliographic Notes; 6 Summary and Conclusions; Appendix A Basic Theory of Probability and Statistics; A.1 Probability Theory; A.1.1 Types of Probabilities; A.1.2 Probability Rules; A.1.3 Random Quantities (Random Variables); A.1.4 Some Common Discrete Probability Distributions (Models); A.1.5 Some Common Continuous Distributions (Models)
A.1.6 Some Remarks on Probability Models and Their Parameters
Record Nr. UNISA-996218178903316
Aven T (Terje)  
Chichester ; ; Hoboken, NJ, : John Wiley & Sons, c2003
Materiale a stampa
Lo trovi qui: Univ. di Salerno
Opac: Controlla la disponibilità qui
Modeling, measuring and managing risk [[electronic resource] /] / Georg Ch. Pflug, Werner Romisch
Modeling, measuring and managing risk [[electronic resource] /] / Georg Ch. Pflug, Werner Romisch
Autore Pflug Georg Ch. <1951->
Pubbl/distr/stampa Hackensack, N.J., : World Scientific, c2007
Descrizione fisica 1 online resource (304 p.)
Disciplina 658.4/033
Altri autori (Persone) RomischWerner
Soggetto topico Decision making - Statistical methods
Functionals - Statistical methods
Risk assessment - Statistical methods
Risk management - Statistical methods
Soggetto genere / forma Electronic books.
ISBN 1-281-91855-5
9786611918552
981-270-872-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Preface; List of Symbols; Contents; 1. Modeling uncertain outcomes; 1.1 The three M's of decision making under uncertainty; 1.2 Probability models and scenario distributions; 1.2.1 Distribution functions and quantile functions; 1.2.2 Joint distributions and couplings; 1.2.3 Utility functions and order relations; 1.2.4 Compounding; 1.3 Standard statistical parameters; 1.3.1 Location parameters; 1.3.2 Dispersion parameters; 1.3.3 Correlation parameters; 2. Measuring single-period risk; 2.1 Probability functionals and their properties; 2.1.1 Properties of probability functionals
2.1.2 Version-independent properties of probability functionals 2.2 Acceptability functionals and deviation risk functionals; 2.2.1 Acceptance sets for translation-equivariant functionals; 2.2.2 Dual representations of concave and convex functionals; 2.2.3 The average value-at-risk; 2.2.4 Kusuoka representations; 2.3 Conditional acceptability and risk mappings; 2.3.1 Version independent conditional acceptability mappings; 2.3.2 More about the conditional average value-at-risk; 2.4 Classes of version-independent acceptability-type functionals; 2.4.1 Expected utility
2.4.2 Distortion functionals 2.4.3 Sup-convolutions; 2.4.4 Single-period polyhedral acceptability functionals; 2.4.5 Risk-corrected expectation and mean-risk models; 2.5 Classes of version-independent deviation-type functionals; 2.5.1 Deviation functionals of the form E[h(Y ¡ EY )]; 2.5.2 Deviation functionals of the form ||Y - EY||h; 2.5.3 Deviation functionals of the form ||[Y - EY ]-||h; 2.5.4 Deviation functionals of the form E[h(Y - Y')]; 2.5.5 Minimal loss risk functionals; 2.6 Summary; 3. Measuring multi-period risk; 3.1 Introduction to multi-period models
3.1.1 Evolving information: filtrations and tree pro- cesses3.1.2 Dynamic acceptability functionals; 3.1.3 Introducing information into single-period functionals; 3.1.3.1 Expected conditional acceptability functionals; 3.1.3.2 Dual extension of single-period functionals; 3.2 Multi-period risk functionals: basic properties; 3.2.1 Dual representations of multi-period acceptability functionals; 3.2.2 Version-independent multi-period risk functionals; 3.3 Classes of multi-period acceptability functionals; 3.3.1 Separable functionals; 3.3.2 Risk functionals of the value-of-information type
3.3.3 More about the multi-period average value-at-risk 3.3.4 Composition of conditional acceptability mappings; 3.3.5 Polyhedral multi-period acceptability functionals; 3.3.6 Polyhedral acceptability functionals in multi-stage stochastic programs; 3.4 Summary; 4. Single-stage decision models; 4.1 Stochastic optimization; 4.2 Efficient frontiers; 4.2.1 Simple deviation risk models; 4.2.2 Discrete models; 4.2.3 Standard deviation efficiency; 4.2.3.1 Introducing a risk-free asset; 4.2.4 Lower standard deviation efficiency; 4.2.5 Mean absolute deviation efficiency
4.2.6 Average value-at-risk deviation efficiency
Record Nr. UNINA-9910453302503321
Pflug Georg Ch. <1951->  
Hackensack, N.J., : World Scientific, c2007
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Modeling, measuring and managing risk [[electronic resource] /] / Georg Ch. Pflug, Werner Romisch
Modeling, measuring and managing risk [[electronic resource] /] / Georg Ch. Pflug, Werner Romisch
Autore Pflug Georg Ch. <1951->
Pubbl/distr/stampa Hackensack, N.J., : World Scientific, c2007
Descrizione fisica 1 online resource (304 p.)
Disciplina 658.4/033
Altri autori (Persone) RomischWerner
Soggetto topico Decision making - Statistical methods
Functionals - Statistical methods
Risk assessment - Statistical methods
Risk management - Statistical methods
ISBN 1-281-91855-5
9786611918552
981-270-872-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Preface; List of Symbols; Contents; 1. Modeling uncertain outcomes; 1.1 The three M's of decision making under uncertainty; 1.2 Probability models and scenario distributions; 1.2.1 Distribution functions and quantile functions; 1.2.2 Joint distributions and couplings; 1.2.3 Utility functions and order relations; 1.2.4 Compounding; 1.3 Standard statistical parameters; 1.3.1 Location parameters; 1.3.2 Dispersion parameters; 1.3.3 Correlation parameters; 2. Measuring single-period risk; 2.1 Probability functionals and their properties; 2.1.1 Properties of probability functionals
2.1.2 Version-independent properties of probability functionals 2.2 Acceptability functionals and deviation risk functionals; 2.2.1 Acceptance sets for translation-equivariant functionals; 2.2.2 Dual representations of concave and convex functionals; 2.2.3 The average value-at-risk; 2.2.4 Kusuoka representations; 2.3 Conditional acceptability and risk mappings; 2.3.1 Version independent conditional acceptability mappings; 2.3.2 More about the conditional average value-at-risk; 2.4 Classes of version-independent acceptability-type functionals; 2.4.1 Expected utility
2.4.2 Distortion functionals 2.4.3 Sup-convolutions; 2.4.4 Single-period polyhedral acceptability functionals; 2.4.5 Risk-corrected expectation and mean-risk models; 2.5 Classes of version-independent deviation-type functionals; 2.5.1 Deviation functionals of the form E[h(Y ¡ EY )]; 2.5.2 Deviation functionals of the form ||Y - EY||h; 2.5.3 Deviation functionals of the form ||[Y - EY ]-||h; 2.5.4 Deviation functionals of the form E[h(Y - Y')]; 2.5.5 Minimal loss risk functionals; 2.6 Summary; 3. Measuring multi-period risk; 3.1 Introduction to multi-period models
3.1.1 Evolving information: filtrations and tree pro- cesses3.1.2 Dynamic acceptability functionals; 3.1.3 Introducing information into single-period functionals; 3.1.3.1 Expected conditional acceptability functionals; 3.1.3.2 Dual extension of single-period functionals; 3.2 Multi-period risk functionals: basic properties; 3.2.1 Dual representations of multi-period acceptability functionals; 3.2.2 Version-independent multi-period risk functionals; 3.3 Classes of multi-period acceptability functionals; 3.3.1 Separable functionals; 3.3.2 Risk functionals of the value-of-information type
3.3.3 More about the multi-period average value-at-risk 3.3.4 Composition of conditional acceptability mappings; 3.3.5 Polyhedral multi-period acceptability functionals; 3.3.6 Polyhedral acceptability functionals in multi-stage stochastic programs; 3.4 Summary; 4. Single-stage decision models; 4.1 Stochastic optimization; 4.2 Efficient frontiers; 4.2.1 Simple deviation risk models; 4.2.2 Discrete models; 4.2.3 Standard deviation efficiency; 4.2.3.1 Introducing a risk-free asset; 4.2.4 Lower standard deviation efficiency; 4.2.5 Mean absolute deviation efficiency
4.2.6 Average value-at-risk deviation efficiency
Record Nr. UNINA-9910782598603321
Pflug Georg Ch. <1951->  
Hackensack, N.J., : World Scientific, c2007
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Modeling, measuring and managing risk / / Georg Ch. Pflug, Werner Romisch
Modeling, measuring and managing risk / / Georg Ch. Pflug, Werner Romisch
Autore Pflug Georg Ch. <1951->
Edizione [1st ed.]
Pubbl/distr/stampa Hackensack, N.J., : World Scientific, c2007
Descrizione fisica 1 online resource (304 p.)
Disciplina 658.4/033
Altri autori (Persone) RomischWerner
Soggetto topico Decision making - Statistical methods
Functionals - Statistical methods
Risk assessment - Statistical methods
Risk management - Statistical methods
ISBN 9786611918552
9781281918550
1281918555
9789812708724
9812708723
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Preface; List of Symbols; Contents; 1. Modeling uncertain outcomes; 1.1 The three M's of decision making under uncertainty; 1.2 Probability models and scenario distributions; 1.2.1 Distribution functions and quantile functions; 1.2.2 Joint distributions and couplings; 1.2.3 Utility functions and order relations; 1.2.4 Compounding; 1.3 Standard statistical parameters; 1.3.1 Location parameters; 1.3.2 Dispersion parameters; 1.3.3 Correlation parameters; 2. Measuring single-period risk; 2.1 Probability functionals and their properties; 2.1.1 Properties of probability functionals
2.1.2 Version-independent properties of probability functionals 2.2 Acceptability functionals and deviation risk functionals; 2.2.1 Acceptance sets for translation-equivariant functionals; 2.2.2 Dual representations of concave and convex functionals; 2.2.3 The average value-at-risk; 2.2.4 Kusuoka representations; 2.3 Conditional acceptability and risk mappings; 2.3.1 Version independent conditional acceptability mappings; 2.3.2 More about the conditional average value-at-risk; 2.4 Classes of version-independent acceptability-type functionals; 2.4.1 Expected utility
2.4.2 Distortion functionals 2.4.3 Sup-convolutions; 2.4.4 Single-period polyhedral acceptability functionals; 2.4.5 Risk-corrected expectation and mean-risk models; 2.5 Classes of version-independent deviation-type functionals; 2.5.1 Deviation functionals of the form E[h(Y ¡ EY )]; 2.5.2 Deviation functionals of the form ||Y - EY||h; 2.5.3 Deviation functionals of the form ||[Y - EY ]-||h; 2.5.4 Deviation functionals of the form E[h(Y - Y')]; 2.5.5 Minimal loss risk functionals; 2.6 Summary; 3. Measuring multi-period risk; 3.1 Introduction to multi-period models
3.1.1 Evolving information: filtrations and tree pro- cesses3.1.2 Dynamic acceptability functionals; 3.1.3 Introducing information into single-period functionals; 3.1.3.1 Expected conditional acceptability functionals; 3.1.3.2 Dual extension of single-period functionals; 3.2 Multi-period risk functionals: basic properties; 3.2.1 Dual representations of multi-period acceptability functionals; 3.2.2 Version-independent multi-period risk functionals; 3.3 Classes of multi-period acceptability functionals; 3.3.1 Separable functionals; 3.3.2 Risk functionals of the value-of-information type
3.3.3 More about the multi-period average value-at-risk 3.3.4 Composition of conditional acceptability mappings; 3.3.5 Polyhedral multi-period acceptability functionals; 3.3.6 Polyhedral acceptability functionals in multi-stage stochastic programs; 3.4 Summary; 4. Single-stage decision models; 4.1 Stochastic optimization; 4.2 Efficient frontiers; 4.2.1 Simple deviation risk models; 4.2.2 Discrete models; 4.2.3 Standard deviation efficiency; 4.2.3.1 Introducing a risk-free asset; 4.2.4 Lower standard deviation efficiency; 4.2.5 Mean absolute deviation efficiency
4.2.6 Average value-at-risk deviation efficiency
Record Nr. UNINA-9910956217103321
Pflug Georg Ch. <1951->  
Hackensack, N.J., : World Scientific, c2007
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Motor carrier safety [[electronic resource] ] : a statistical approach will better identify commercial carriers that pose high crash risks than does the current federal approach : report to congressional requesters
Motor carrier safety [[electronic resource] ] : a statistical approach will better identify commercial carriers that pose high crash risks than does the current federal approach : report to congressional requesters
Pubbl/distr/stampa [Washington, D.C.] : , : U.S. Govt. Accountability Office, , [2007]
Descrizione fisica ii, 49 pages : digital, PDF file
Soggetto topico Risk assessment - Statistical methods
Commercial vehicle industry - Accidents - Prevention
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Altri titoli varianti Motor carrier safety
Record Nr. UNINA-9910695949303321
[Washington, D.C.] : , : U.S. Govt. Accountability Office, , [2007]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui