The need for a new approach to road tunnels risk analysis

Author(s):  
K Kirytopoulos ◽  
K Kazaras
2010 ◽  
Vol 13 (8) ◽  
pp. 1027-1041 ◽  
Author(s):  
Konstantinos A. Kirytopoulos ◽  
Athanasios A. Rentizelas ◽  
Ilias P. Tatsiopoulos ◽  
George Papadopoulos

Risks ◽  
2020 ◽  
Vol 8 (2) ◽  
pp. 65
Author(s):  
Christoph Frei

How can risk of a company be allocated to its divisions and attributed to risk factors? The Euler principle allows for an economically justified allocation of risk to different divisions. We introduce a method that generalizes the Euler principle to attribute risk to its driving factors when these factors affect losses in a nonlinear way. The method splits loss contributions over time and is straightforward to implement. We show in an example how this risk decomposition can be applied in the context of credit risk.


Author(s):  
M. J. Warren ◽  
S. M. Furnell ◽  
P. W. Sanders
Keyword(s):  

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