Jump to ContentJump to Main Navigation

You are looking at 1-20 of 27 items

  • Keywords: risk modeling x
Clear All Modify Search

View:

Microeconomics: Optimization, Experiments, and Behavior

John P. Burkett

Published in print:
2006
Published Online:
October 2011
ISBN:
9780195189629
eISBN:
9780199850778
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195189629.001.0001
Subject:
Economics and Finance, Microeconomics

This book presents microeconomics as an evolving science, interacting with mathematics, psychology, and other disciplines and offering solutions to a growing range of practical problems. It gives ... More


What Fates Impose: Facing Up to Uncertainty: British Academy Lecture

Mervyn King

in Proceedings of the British Academy, Volume 131, 2004 Lectures

Published in print:
2005
Published Online:
January 2012
ISBN:
9780197263518
eISBN:
9780191734021
Item type:
chapter
Publisher:
British Academy
DOI:
10.5871/bacad/9780197263518.003.0014
Subject:
History, Cultural History

This lecture discusses risk, specifically how people think, talk, and manage risk. It illustrates two propositions: thinking in terms of probabilities and the public receiving accurate and objective ... More


The Atlas of Interpersonal Situations: A Theory-Driven Approach to Behavioral Signatures

John G. Holmes and Justin V. Cavallo

in Then A Miracle Occurs: Focusing on Behavior in Social Psychological Theory and Research

Published in print:
2009
Published Online:
February 2010
ISBN:
9780195377798
eISBN:
9780199864522
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195377798.003.0017
Subject:
Psychology, Social Psychology, Clinical Psychology

Building on the cognitive-affective personality system (CAPS) framework offered by Mischel and Shoda (1995), the authors emphasize the importance of considering abstract properties of situations to ... More


An overview of methods for studying events and their timing

Andrew Pickles and Bianca De Stavola

in Epidemiological Methods in Life Course Research

Published in print:
2007
Published Online:
September 2009
ISBN:
9780198528487
eISBN:
9780191723940
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198528487.003.0009
Subject:
Public Health and Epidemiology, Public Health, Epidemiology

This chapter explains the concepts of censoring and time scales, and introduces proportional hazards, accelerated failure time, and proportional odds models. More complex models for competing events, ... More


Measuring and Managing Market Risk

Christoph Kaserer

in Portfolio Theory and Management

Published in print:
2013
Published Online:
May 2013
ISBN:
9780199829699
eISBN:
9780199979790
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199829699.003.0015
Subject:
Economics and Finance, Financial Economics

Market risk, which is caused by fluctuating market prices, is an extremely important risk not only for all institutional investors but also for large corporations and wealthy individuals. Therefore, ... More


Introduction

Mark Carey and René M. Stulz

in The Risks of Financial Institutions

Published in print:
2007
Published Online:
February 2013
ISBN:
9780226092850
eISBN:
9780226092980
Item type:
chapter
Publisher:
University of Chicago Press
DOI:
10.7208/chicago/9780226092980.003.0001
Subject:
Economics and Finance, Financial Economics

This book advances the understanding, measurement, and management of financial institution risk. It addresses the determinants and measurement of risks at the level of individual institutions, as ... More


Mortgage Valuation Models: Embedded Options, Risk, and Uncertainty

Andrew Davidson and Alexander Levin

Published in print:
2014
Published Online:
August 2014
ISBN:
9780199998166
eISBN:
9780199363698
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199998166.001.0001
Subject:
Economics and Finance, Financial Economics

Mortgage Backed Securities (MBS) are among the most complex of all financial instruments. Analysis of MBS requires blending empirical analysis of borrower behavior with mathematical modeling of ... More


Prepayment Risk Neutrality: The Concept of prOAS

Andrew Davidson and Alexander Levin

in Mortgage Valuation Models: Embedded Options, Risk, and Uncertainty

Published in print:
2014
Published Online:
August 2014
ISBN:
9780199998166
eISBN:
9780199363698
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199998166.003.0012
Subject:
Economics and Finance, Financial Economics

This chapter offers a theory that explains the origin of OAS. Observing that OAS levels differ across agency MBS types, the chapter concludes that prepayment model risk plays a fundamental role in ... More


Risk Management in Turbulent Times

Gilles Beneplanc and Jean-Charles Rochet

Published in print:
2011
Published Online:
April 2015
ISBN:
9780199774081
eISBN:
9780190258474
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:osobl/9780199774081.001.0001
Subject:
Business and Management, Finance, Accounting, and Banking

The Subprime Crisis has shown that the sophisticated risk management models used by banks and insurance companies had serious flaws. Some people even suggest that these models are completely useless. ... More


A Short History of Corrections: The Rise, Fall, and Resurrection of Rehabilitation Through Treatment

Clive R. Hollin

in Using Social Science to Reduce Violent Offending

Published in print:
2011
Published Online:
September 2011
ISBN:
9780195384642
eISBN:
9780199914609
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195384642.003.0026
Subject:
Psychology, Forensic Psychology

This chapter discusses the rise and fall of differing penal orientations (punitive; rehabilitative) over time, and how these have been influenced by prevailing theories on causes of crime. It begins ... More


Modeling Financial Bubbles and Market Crashes

Didier Sornette

in Why Stock Markets Crash: Critical Events in Complex Financial Systems

Published in print:
2017
Published Online:
May 2018
ISBN:
9780691175959
eISBN:
9781400885091
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691175959.003.0005
Subject:
Business and Management, Finance, Accounting, and Banking

This chapter considers two versions of a rational model of speculative bubbles and stock market crashes. According to the first version, stock market prices are driven by the crash hazard that may ... More


Addressing System Inertia to Effect Change

McGuire James

in Using Social Science to Reduce Violent Offending

Published in print:
2011
Published Online:
September 2011
ISBN:
9780195384642
eISBN:
9780199914609
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195384642.003.0067
Subject:
Psychology, Forensic Psychology

This chapter puts forwards proposals for the reform of criminal justice systems and services and considers how they can be put into effect. Such proposals should first take into account social ... More


Model Risk, Mortality Heterogeneity, and Implications for Solvency and Tail Risk

Michael Sherris and Qiming Zhou

in Recreating Sustainable Retirement: Resilience, Solvency, and Tail Risk

Published in print:
2014
Published Online:
December 2014
ISBN:
9780198719243
eISBN:
9780191788505
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198719243.003.0007
Subject:
Business and Management, Pensions and Pension Management

Mortality models used to assess longevity risk and retirement funding have been extended to stochastic models with trends and systematic risk. Systematic risk cannot be readily diversified in an ... More


How to Measure Risk, Rank Deals, and Set Aside Capital

Andrew Davidson and Alexander Levin

in Mortgage Valuation Models: Embedded Options, Risk, and Uncertainty

Published in print:
2014
Published Online:
August 2014
ISBN:
9780199998166
eISBN:
9780199363698
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199998166.003.0020
Subject:
Economics and Finance, Financial Economics

This chapter discusses both short-term and long-term risk measures. The theoretical Delta-Gamma VaR method is presented as advantageous over historical VaR in that it does not require a long history ... More


The Risk-Need-Responsivity model: evidence diversity and integrative theory

Martine Herzog-Evans

in Evidence-Based Skills in Criminal Justice: International Research on Supporting Rehabilitation and Desistance

Published in print:
2017
Published Online:
September 2018
ISBN:
9781447332961
eISBN:
9781447333005
Item type:
chapter
Publisher:
Policy Press
DOI:
10.1332/policypress/9781447332961.003.0006
Subject:
Sociology, Law, Crime and Deviance

This chapter provides a theoretical account of several models of evidence-based supervision skills and practices, including the Risk-Need-Responsivity (RNR), desistance and Good Lives models. The ... More


Catastrophes and insurance

Peter Taylor

in Global Catastrophic Risks

Published in print:
2008
Published Online:
November 2020
ISBN:
9780198570509
eISBN:
9780191918100
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198570509.003.0012
Subject:
Earth Sciences and Geography, Environmental Geography

This chapter explores the way financial losses associated with catastrophes can be mitigated by insurance. It covers what insurers mean by catastrophe and risk, and how computer modelling ... More


Recreating Retirement Sustainability

Olivia S. Mitchell and Raimond Maurer

in Recreating Sustainable Retirement: Resilience, Solvency, and Tail Risk

Published in print:
2014
Published Online:
December 2014
ISBN:
9780198719243
eISBN:
9780191788505
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198719243.003.0001
Subject:
Business and Management, Pensions and Pension Management

This volume provides in-depth analysis of the many unknowns that are threatening pension plans around the world. Many see the lengthening human life span as a welcome development; nevertheless, ... More


The Politics and Practices of Central Clearing in OTC Derivatives Markets

Erin Lockwood

in Governing the World's Biggest Market: The Politics of Derivatives Regulation After the 2008 Crisis

Published in print:
2018
Published Online:
February 2018
ISBN:
9780190864576
eISBN:
9780190869557
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780190864576.003.0007
Subject:
Political Science, International Relations and Politics, Political Economy

This chapter focuses on the unintended consequences of the post-crisis mandate that over-the-counter (OTC) derivatives be cleared through centralized clearinghouses in an effort to reduce ... More


Biopsychosocial and Developmental Issues in Sickle Cell Disease

Kathryn E. Gustafson and Melanie J. Bonner

in Comprehensive Handbook of Childhood Cancer and Sickle Cell Disease: A Biopsychosocial Approach

Published in print:
2006
Published Online:
November 2020
ISBN:
9780195169850
eISBN:
9780197562192
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780195169850.003.0032
Subject:
Clinical Medicine and Allied Health, Clinical Oncology

As advances in health care have prolonged and improved the quality of life of children with chronic illnesses such as sickle cell disease (SCD), psychologists have sought to understand the impact ... More


False Choices and Black Boxes: The Costs of Limited Data

Michael R. Powers

in Acts of God and Man: Ruminations on Risk and Insurance

Published in print:
2014
Published Online:
November 2015
ISBN:
9780231153676
eISBN:
9780231527057
Item type:
chapter
Publisher:
Columbia University Press
DOI:
10.7312/columbia/9780231153676.003.0013
Subject:
Economics and Finance, Development, Growth, and Environmental

In recent decades, governments, corporations, and ordinary citizens the world over have become more aware of the potential impact of extreme-event, or catastrophe, risks. Dramatic events such as the ... More


View: