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This paper is concerned with managing risk exposure to temperature using weather derivatives. We consider hedging temperature risk using so‐called HDD‐ and CDD‐index futures, which are instruments written on temperatures in specific locations over specific time periods. The temperatures are...
One of the most challenging aspects for managers when building a forecasting system is choosing how to aggregate the data at different levels. This is frequently done without the manager knowing how these choices can compromise the system's accuracy. This article illustrates these compromises by...
Minimally repaired items are considered. In practice, minimal repair can be unsuccessful, and in this case, it should be repeated. The Polya‐Aeppli process, which is a generalization of the Poisson process is used in the article for the corresponding modeling. Some properties, useful for optimal...
An effective way to increase system reliability is to use redundancies (spares) into the systems either in component level or in system level. In this prospect, it is a significant issue that which set of available spares providing better system reliability in some stochastic sense. In this...
This article presents a novel dynamic model for internal fraud losses in the retail banking sector, incorporating internal factors such as ethical quality of workers and bank risk controls. The model's parameters are calibrated for each bank in the Operational Riskdata eXchange (ORX) consortium,...
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