Miscellaneous Risk Analysis

This practical book presents the Miscellaneous Risk Analysis for experienced risk managers, risk analysts, financial risk managers, and the relating subject's degree students. The book offers models for Risk Analysis using simulation, optimisation, and Neural Networks and applying the Six Sigma DMAIC method to control risks and improve Risk Assessment & Management. This book is based on the author's published papers in eminent international conferences and journals. The papers are changed and enhanced with Comprehensive Sensitivity Analysis and What-If Analysis to improve the chapters. The book chapters are Risk Analysis of Asset Liability Management for Basel III and Solvency II, Analysis of Software Quality Risk, Security Software Quality Risk Analysis, Comparative Software Reliability Risk Analysis, and Risk Analysis of Investment Management for Basel III and Solvency II. Bernstein stated, "the risk will always be there, so we must explore many interesting tools that can help us to control risks we cannot avoid taking" (Bernstein and Damodaran 1998). The methods presented are one such tool.

Autorentext

L'auteur est titulaire d'un diplôme en informatique de l'université de Zagreb, avec une formation en analyse et conception de systèmes d'information, en mathématiques, en recherche opérationnelle, en modélisation et simulation, et en analyse des risques et des décisions. L'auteur a publié des articles lors d'éminentes conférences internationales et dans des revues, et il est l'auteur de 77 livres.