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Aimed at the problems of needing to determine the weights of index system in most comprehensive evaluation methods of risk assessment in civil aviation, and the calculation was too complicated; catastrophe evaluation method was applied to the risk assessment of SMS in civil aviation. Indicators were analyzed and sorted, and then the standard of the bottom indicators was performed. The ultimate catastrophe...
In this paper, a multi-stage stochastic programming model is constructed, for the dynamic asset allocation with the transaction cost constraints. In the mean time in order to improve the performance, the Conditional Value-at-Risk as the risk measure, which is a very important concept in the modern risk management field, is also contained. However, with the increase of the number of scenarios, the...
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