aThe bank defines its Value-at-Risk as the loss that occurs at the 5th percentile of the uncertain revenue (5% left tail of the distribution). What is the bank’s Value-at-Risk and what is the bank’s expected profit? 银行定义了它的价值在风险作为发生在发行的不定的收支5%左尾巴 (第5...
These include: Safety Science; Process Safety and Environmental Protection; the Annals of Operations Research; the Journal of Loss Prevention in the Process Industries; and Computers and Chemical Engineering. As can be seen from Table 1, the vast majority of studies consider costs; none focus on ...