CRAN Task View: Actuarial Science
-
Updated
Oct 3, 2024 - R
#
risk-measures
Here are 6 public repositories matching this topic...
The files contained in this repository were used for implementing the three models in my master thesis. My master thesis title is "Comparison of different portfolio optimization problems with different risk measures".
thesis
master-thesis
optimization
risk
variance
portfolio-optimization
porfolio
value-at-risk
risk-measures
markowitz-model
average-value-at-risk
entropic-value-at-risk
-
Updated
Feb 1, 2019 - Jupyter Notebook
RMC-TotalRisk is a powerful risk analysis software package designed to support dam and levee safety investment decisions.
event-tree
risk-analysis
uncertainty-quantification
sensitivity-analysis
numerical-integration
risk-measures
failure-modes
consequences
system-reliability
-
Updated
Nov 8, 2024
Repository represents python usability of measuring and managing risks (practice tasks and real cases)
python
market-risk
value-at-risk
hedging
risk-modelling
expected-shortfall
credit-risk
risk-measures
jyputer-notebook
portfolio-risk
-
Updated
Sep 27, 2023 - Jupyter Notebook
BSc thesis focused on distortion risk measures and reward-risk ratios.
-
Updated
Aug 4, 2024 - Jupyter Notebook
Supporting Material for the Open Risk Academy course on measuring credit name concentrations
-
Updated
Oct 16, 2024
Improve this page
Add a description, image, and links to the risk-measures topic page so that developers can more easily learn about it.
Add this topic to your repo
To associate your repository with the risk-measures topic, visit your repo's landing page and select "manage topics."