We put forward Value-at-Risk models relevant for commodity traders who have long and
short trading positions in commodity markets. In a 5-year out-of-sample study on aluminium …

Information security investment has been getting increasing attention in recent years.
Various methods have been proposed to determine the effective level of security investment …

This paper introduces a Value-at-Risk (VaR) model to generate route choices for a hazmat
shipment based on a specified risk confidence level. VaR is a threshold value such that the …

Purpose–The purpose of this paper is to analyze the extent to which weather index‐based
insurances can contribute to reducing shortfall risks of revenues of a representative average …

In risk management, risk measurement plays an important role in allocating capital as well
as in controlling (and avoiding) worse risk. Estimating the risk value can be done by using a …

Purpose‐Since the 1990s, there has been a discussion about the use of weather index-
based insurance, also called weather derivatives, as a new instrument to hedge against …

Purpose–Maize production in China is exposed to pronounced yield risks, in particular
weather risk, which is one of the most important and least controllable sources of risk in …

Este documento, en sus aspectos teóricos se inicia con la presentación y análisis de los
elementos y tópicos relevantes en materia de cuantificación y valoración del riesgo y/o …

O objetivo deste trabalho foi analisar, comparativamente, o desempenho dos produtores de
café do Cerrado mineiro e do sudoeste do estado, de acordo com o retorno obtido e o nível …

Abstract Value at Risk (VaR) is a measure of risk value by estimating the potential of
maximum loss that might occur in future in certain time and a certain level of confidence. The …