نتایج جستجو برای: aggregated risk
تعداد نتایج: 962069 فیلتر نتایج به سال:
This paper describes a geographically intelligent approach to disclosure control for protecting flexibly aggregated census data. Increased analytical power has stimulated user demand for more detailed information for smaller geographical areas and customized boundaries. Consequently it is vital that improved methods of statistical disclosure control are developed to protect against the increase...
Spatial information plays an important role in the identification of sources of outbreaks for many different health-related conditions. In the public health domain, as in many other domains, the available data is often aggregated into geographical regions, such as zip codes or municipalities. In this paper we study the problem of finding clusters in spatially aggregated data. Given a subdivisio...
Aggregated female cones were found in 192 Pinus halepensis trees growing in 54 populations in Israel, in habitats of vastly differing ecological conditions. All of these trees also carried normal (1-5 in a whorl) female cones. The number of aggregates per tree varied from one to several dozen. Some of the trees formed aggregates every year, after the first year of aggregate formation, while oth...
In this paper, the large deviation approach for computing the capital charge for operational risk of a bank is explored. Firstly, the negatively-associated structure is utilized to measure the dependence between distinct operational loss cells. Secondly, the lower and upper bounds of the tail distribution function of total aggregated loss processes are determined. In addition, first order appro...
If data traffic were Poisson, increases in the amount of traffic aggregated on a network would rapidly decrease the relative size of bursts. The discovery of pervasive long-range dependence demonstrates that real network traffic is burstier than any possible Poisson model. We present evidence that, despite being non-Poisson, aggregating Web traffic causes it to smooth out as rapidly as Poisson ...
The costs of operational risk refer to the capital needed to cover the losses generated by a firm’s ordinary activities. In this paper several capital allocation principles are examined to demonstrate how such principles can be used to distribute aggregated capital across the various constituents that generate operational risk. Proportional allocation, for example, allows a cost per unit to be ...
Abstract The concept of sustainable banking has developed significantly in recent years. Previous research found that corporate social responsibility reduces firm risk, yet this empirical evidence refers almost exclusively to non-financial companies and it remains unclear whether the risk-mitigating effect stems from environmental, social, or governance pillar. paper aims analyse impact activit...
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