Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 20 of 33 for “"Risk-modelling"”.
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Dependent risk modelling in (re)insurance and ruin
… the observation that the classical (re)insurance risk modelling assumptions of independent and identically distributed claim amounts, Poisson claim arrivals and premium income accumulating linearly at a certain rate, starting from possibly non-zero initial capital, are often not realistic and …
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Evolving and Proactive Risk Modelling in Underground Working Environments
… and infrastructure integrity. Traditional risk assessment methods, which rely on static models and expert judgment, struggle to capture real-time variations in gas concentrations, ventilation, and ground stability, leading to delayed hazard detection and inadequate mitigation. Fragmented …
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Dependent Risk Modelling and Ruin Probability: Numerical Computation and Applications
… ruin probabilities in two alternative dependent risk models, the insurance risk model and the dual risk model, including the numerical evaluation of the explicit expressions for these quantities and the application of the probabilistic results obtained. We first investigate the numerical …
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Risk Modelling and Simulation of Chemical Supply Chains using a System Dynamics Approach
… the implementation of chemical supply chain risk management (CSCRM), to improve both safety and reliability of the CSCRM systems. However, the majority of existing risk management methods fail to address the complex interactions and dynamic feedback effects in the systems, which could …
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Credit risk modelling in Markovian HJM term structure class of models with stochastic volatility
… to stochastic volatility. A good credit risk model should incorporate the correlation between the short rate and credit spread or indirectly influence the market's perception of default risk which has an impact on credit spreads. The objective of this thesis is to model credit risk within …
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Predictive Risk Modelling of Hospital Emergency Readmission, and Temporal Comorbidity Index Modelling Using Machine Learning Methods
… hospital emergency readmission and comorbidity risk problems, using healthcare administrative data. The aim is to introduce generic and robust solution approaches that can be applied to different healthcare settings. Existing solution methods and techniques of predictive risk modelling of …
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Collective risk modelling of multivariate compound events: correlation of aggregate wind and precipitation in European extratropical cyclones
… with the duration of reinsurance contracts, so risk managers can understand the relationship between the hazards that cause losses to their portfolios. The proxy aggregate severity indices are derived by tracking cyclones in reanalysis from 1980-2020. The sample correlation between these indices …
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Industry value at risk in Australia
Value at Risk (VaR) models have gained increasing momentum in recent years. Market VaR is an important issue for banks since its adoption as a primary risk metric in the Basel Accords and the requirement that it is calculated on a daily basis. Credit risk modelling has become increasingly important …
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Developing a simulation-based approach to collision risk of tidal energy converters and marine wildlife
… TECs, however, one major concern is the risk of an animal fatally colliding with the moving parts of a TEC i.e. collision risk. Collision risk was identified as an issue before the first grid-connected TEC was installed in 2008. Now, over 10 years later, it is still a major barrier in the …
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The hazardous materials vehicle routing problem
… problem (HMVRP), this thesis compares different risk models and analyses their influence on the problem outcomes. Additionally, heuristic and meta-heuristic solution procedures are proposed for handling the NP-hard nature of the problem. For this purpose, four different studies are conducted. …
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Developing a methodological geographic information system framework to augment identification of future risk of anomalous dwelling fires
… System framework that could be used to identify risk of future anomalous accidental dwelling fires. This thesis outlines the techniques used to develop the framework and its application. In particular, the thesis presents an understanding of accidental dwelling fire causal factors and how data …
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The use of joint probability analysis to predict flood frequency in estuaries and tidal rivers
… rivers and estuaries. The estimation of flood risk may depend on extreme combinations of these variables rather than individual extreme events, but these relationships are complex and difficult to quantify. A probabilistic approach traditionally involves an assumption of independence between …
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Application of formal safety assessment for ship hull vibration modelling
… identified in this research are associated with risk modelling under circumstances where high levels of uncertainty exist. Following the identification of research needs, this PhD thesis has developed several analytical models for the application of Formal Safety Assessment (FSA). Such mode …
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Attribution-based parametric insurance: towards affordable premiums
… can be either private or sovereign. African Risk Capacity Insurance (ARC Ltd) offers the latter to African countries against drought events through contingency planning, risk pooling and transfer facilities. While the ARC insurance initiative seems promising, the current approaches used to …
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Three essays in semi-parametric modelling of time-varying distribution
… finance and monetary economics emphasise that risk modelling of asset values and inflations are key inputs to financial theory and monetary policy. The risk is completely described by the distribution which is verified to be time-varying and non-normal. Although various parametric and …
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Advanced Quantitative Risk Assessment of Offshore Gas Pipeline Systems
… identified in the research are associated with risk modelling under circumstances where the lack of data or high level of uncertainty exists. This PhD research adopts an object-oriented approach, a natural and straightforward mechanism of organising information of the real world systems, to …
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Formal safety assessment of marine applications
… in data and human error issues during the risk modelling estimation process and the calculation of failure probabilities. Following the identification of the research needs, this thesis has developed several analytical models for the safety assessment of cargo handling systems and …
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Essays in Multivariate Modelling in Finance
Modelling the dependence structure of financial variables is of paramount importance for a wide range of financial applications. Financial variables exhibit various forms of dependence and tail dependence whereas the magnitude of dependence is not constant over time but rather time-varying and can …
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Models of Corporate and Bank Default and Credit Migration
This thesis presents three studies on credit risk modelling. The first study compares the real default probabilities produced by three main structural models of default, Merton model, Longstaff and Schwartz model and Leland and Toft model, to the observed real default probabilities reported by …
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Landslides and surface fault rupture from the Mw 7.8 2016 Kaikōura Earthquake
… understanding these can help to refine EIL risk and susceptibility models, which at present are inadequate to predict the occurrence of large EILs. The Mw 7.8 2016 Kaikoura Earthquake, New Zealand, provides a unique opportunity to study the site and seismological factors that contribute to …
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