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Overview of risk aggregation approach in different risk scenarios
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Overview of risk aggregation approach in different risk scenarios (2022)Overview of risk aggregation approach in …What drives reputational risk? Evidence from textual risk disclosures in financial statements (2022)What drives reputational risk…A fuzzy mapping framework for risk aggregation based on risk matrices (2016)A fuzzy mapping framework for…A copula‐based risk aggregation model (2015)A copula‐based risk aggregati…Risk aggregation with dependence uncertainty (2013)Risk aggregation with depende…Dealing with project complexity by matrix-based propagation modelling for project risk analysis (2012)Dealing with project complexi…A fuzzy approach to construction project risk assessment (2010)A fuzzy approach to construct…Choquet integral based aggregation approach to software development risk assessment (2009)Choquet integral based aggreg…Mutual information: a measure of dependency for nonlinear time series (2004)Mutual information: a measure…A Dependence Metric for Possibly Nonlinear Processes (2004)A Dependence Metric for Possi…Correlation: Pitfalls and Alternatives (1999)Correlation: Pitfalls and Alt…Fuzzy sets (1965)Multiple Attribute Decision Making: Methods and Applications (1981)Fuzzy sets (1996)A review of application of multi-criteria decision making methods in construction (2014)A novel approach to risk assessment for occupational health and safety using Pythagorean fuzzy AHP & fuzzy inference system (2017)Fuzzy-set qualitative comparative analysis (fsQCA) in business and management research: A contemporary overview (2022)Multicriteria Decision-Aid. (1993)Multiple Attribute Decision Making: Methods and Applications (2011)Some Hesitant Fuzzy Aggregation Operators with Their Application in Group Decision Making (2011)Hesitant fuzzy geometric Bonferroni means (2012)A fuzzy Fine-Kinney-based risk evaluation approach with extended MULTIMOORA method based on Choquet integral (2018)Coherent Measures of Risk (1999)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Basel Committee On Banking Supervision (2010)Extremal Dependence Concepts (2015)Value‐at‐Risk Bounds With Variance Constraints (2015)Characterization, Robustness and Aggregation of Signed Choquet Integrals (2018)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)A test for independence based on the correlation dimension (1996)An Introduction to Copulas (1999)Growth and convergence: A profile of distribution dynamics and mobility (2006)Modelling Nonlinear Economic Time Series (2010)A New Status Index Derived from Sociometric Analysis (1953)Factoring and weighting approaches to status scores and clique identification (1972)Project management : a systems approach to planning, scheduling, and controlling (1995)Design Structure Matrix Extensions and Innovations: A Survey and New Opportunities (2015)Clarifying the project complexity construct: Past, present and future (2016)Improved simulated annealing based risk interaction network model for project risk response decisions (2019)Efficient Capital Markets: II (1991)Efficient Capital Markets: II (1991)Entropy and predictability of stock market returns (2002)Forecasting UK Industrial Production with Multivariate Singular Spectrum Analysis (2012)A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test (2017)Reciprocity and alignment: quantifying coupling in dynamic interactions (2021)Introduction to Time Series and Forecasting (2002)Copula Methods in Finance (2004)Quantitative Risk Management: Concepts, Techniques, and Tools (2006)Bivariate credibility bonus–malus premiums distinguishing between two types of claims (2016)Aggregation of Dependent Risks in Mixtures of Exponential Distributions and Extensions (2018)Risk aggregation considering probabilistic and consequential interactions: A general formulation with computational cost handling (2023)What's Wrong with Risk Matrices? (2008)Improving Communication of Uncertainty in the Reports of the Intergovernmental Panel on Climate Change (2009)A Knowledge-Based Risk Measure From the Fuzzy Multicriteria Decision-Making Perspective (2018)The benefits of specific risk-factor disclosures (2016)The evolution of 10-K textual disclosure: Evidence from Latent Dirichlet Allocation (2017)On the Fintech Revolution: Interpreting the Forces of Innovation, Disruption, and Transformation in Financial Services (2018)Do companies' risk perceptions affect investor confidence? Evidence from textual risk disclosure in the tourism industry (2023)The moral economy of the great resignation (2023)Making differences work: Financial fraud detection based on multi-subject perceptions (2024)Pitfalls in Tests for Changes in Correlations (1997)A General Approach to Integrated Risk Management with Skewed, Fat-tailed Risks* (2004)Measuring Market Risk (2005)Measuring financial contagion: A Copula approach (2007)
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References

  • 2010A fuzzy approach to construction project risk assessment481 cited
  • 1999Correlation: Pitfalls and Alternatives309 cited
  • 2004A Dependence Metric for Possibly Nonlinear Processes247 cited
  • 2004Mutual information: a measure of dependency for nonlinear time series213 cited
  • 2013Risk aggregation with dependence uncertainty133 cited
  • 2009Choquet integral based aggregation approach to software development risk assessment109 cited
  • 2012Dealing with project complexity by matrix-based propagation modelling for project risk analysis69 cited
  • 2015A copula‐based risk aggregation model36 cited
  • 2022What drives reputational risk? Evidence from textual risk disclosures in financial statements31 cited
  • 2016A fuzzy mapping framework for risk aggregation based on risk matrices29 cited

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