Copertina

Impact of aleatoric, stochastic and epistemic uncertainties on project cost contingency reserves

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Curto, David, Acebes, Fernando, Gonzalez-Varona, Jose M, Poza, David
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Applications Risk Management
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

On the project risk baseline: integrating aleatory uncertainty into project scheduling
di: Acebes, Fernando, et al.
Pubblicazione: (2024)

Beyond probability-impact matrices in project risk management: A quantitative methodology for risk prioritisation
di: Acebes, Fernando, et al.
Pubblicazione: (2024)

Stochastic Earned Value Analysis using Monte Carlo Simulation and Statistical Learning Techniques
di: Acebes, Fernando, et al.
Pubblicazione: (2024)

Analisis cuantitativo de riesgos utilizando "MCSimulRisk" como herramienta didactica
di: Acebes, Fernando, et al.
Pubblicazione: (2024)

A multistate approach to disability insurance reserving with information delays
di: Sandqvist, Oliver Lunding
Pubblicazione: (2023)

Project Risk Management from the bottom-up: Activity Risk Index
di: Acebes, Fernando, et al.
Pubblicazione: (2024)

Static marginal expected shortfall: Systemic risk measurement under dependence uncertainty
di: Chen, Jinghui, et al.
Pubblicazione: (2025)

Tail risk forecasting with semi-parametric regression models by incorporating overnight information
di: Chen, Cathy W. S., et al.
Pubblicazione: (2024)

A new paradigm of mortality modeling via individual vitality dynamics
di: Zhu, Xiaobai, et al.
Pubblicazione: (2024)

A Dynamic Spillover Effect Investigation on Cryptocurrency Market Before and After Pandemic
di: Lan, Wenjie
Pubblicazione: (2024)

Analysis of an aggregate loss model in a Markov renewal regime
di: Ramírez-Cobo, Pepa, et al.
Pubblicazione: (2024)

Sensitivity Analysis of Ruin of an Insurance Company in Ghana
di: Pabifio, Daniel Tawiah
Pubblicazione: (2024)

Approaches for modelling the term-structure of default risk under IFRS 9: A tutorial using discrete-time survival analysis
di: Botha, Arno, et al.
Pubblicazione: (2025)

Loss of earning capacity in Denmark -- an actuarial perspective
di: Furrer, C., et al.
Pubblicazione: (2025)

Expectile hidden Markov regression models for analyzing cryptocurrency returns
di: Foroni, Beatrice, et al.
Pubblicazione: (2023)

A Portfolio-Anchored Frequency-Severity Risk Index for Trip and Driver Assessment Using Telematics Signals
di: Lee, Jongtaek, et al.
Pubblicazione: (2026)

Quantile and expectile copula-based hidden Markov regression models for the analysis of the cryptocurrency market
di: Foroni, Beatrice, et al.
Pubblicazione: (2023)

Deriving the term-structure of loan write-off risk under IFRS 9 by using survival analysis: A benchmark study
di: Botha, Arno, et al.
Pubblicazione: (2026)

A Theoretical Framework Bridging Model Validation and Loss Ratio in Insurance
di: Hedges, C. Evans
Pubblicazione: (2025)

Analyzing distortion riskmetrics and weighted entropy for unimodal and symmetric distributions under partial information constraints
di: Zuo, Baishuai, et al.
Pubblicazione: (2025)

Index insurance under demand and solvency constraints
di: Lopez, Olivier, et al.
Pubblicazione: (2025)

One-Shot Individual Claims Reserving
di: Richman, Ronald, et al.
Pubblicazione: (2026)

Subsidising Inclusive Insurance to Reduce Poverty
di: Flores-Contró, José Miguel, et al.
Pubblicazione: (2021)

Benchmarking M6 Competitors: An Analysis of Financial Metrics and Discussion of Incentives
di: Schneider, Matthew J., et al.
Pubblicazione: (2024)

On the Structure of Risk Contribution: A Leave-One-Out Decomposition into Inherent and Correlation Risk
di: Alexander, Nolan, et al.
Pubblicazione: (2026)

Measuring Strategy-Decay Risk: Minimum Regime Performance and the Durability of Systematic Investing
di: Alexander, Nolan, et al.
Pubblicazione: (2026)

Distributional regression for seasonal data: an application to river flows
di: Perreault, Samuel, et al.
Pubblicazione: (2025)

On Joint Marginal Expected Shortfall and Associated Contribution Risk Measures
di: Pu, Tong, et al.
Pubblicazione: (2024)

Tail Risk Analysis for Financial Time Series
di: Kiriliouk, Anna, et al.
Pubblicazione: (2024)

Second order asymptotics for discounted aggregate claims of continuous-time renewal risk models with constant interest force
di: Genga, Bingzhen, et al.
Pubblicazione: (2025)

When AAA Satisfies Nothing: Impossibility Theorems for Structured Credit Ratings
di: Pollanen, Marco
Pubblicazione: (2026)

Spectral Dynamics and Regularization for High-Dimensional Copulas
di: Gubbels, Koos B., et al.
Pubblicazione: (2026)

Optimal Transport Divergences induced by Scoring Functions
di: Pesenti, Silvana M., et al.
Pubblicazione: (2023)

Statistical Validation of Contagion Centrality in Financial Networks
di: Sadeghi, Agathe, et al.
Pubblicazione: (2024)

The TruEnd-procedure: Treating trailing zero-valued balances in credit data
di: Botha, Arno, et al.
Pubblicazione: (2024)

Modelling the term-structure of default risk under IFRS 9 within a multistate regression framework
di: Botha, Arno, et al.
Pubblicazione: (2025)

Effective experience rating for large insurance portfolios via surrogate modeling
di: Calcetero-Vanegas, Sebastian, et al.
Pubblicazione: (2022)

A Wasserstein GAN-based climate scenario generator for risk management and insurance: the case of soil subsidence
di: Heranval, Antoine, et al.
Pubblicazione: (2026)

Exploring different subtypes of recurrent event Cox-regression models in modelling lifetime default risk: A tutorial
di: Botha, Arno, et al.
Pubblicazione: (2025)

Defining and comparing SICR-events for classifying impaired loans under IFRS 9
di: Botha, Arno, et al.
Pubblicazione: (2023)