Insufficient supply in a natural gas distribution system: a risk analysis

Article Abstract:

A stochastic computerised model has been developed to assess the risk of fuel shortages for a compay distributing natural gas in Canada, and has helped to develop policies on purchasing outside supplies where needed, to supplement existing stock, and on selective supply interruption decisions. The risk analysis in this case study was a requirement by Canadian regulatory authorities, and covered both the domestic and industrial markets during the winter period.

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Measures of risk

Article Abstract:

The conditions under which the classic measures of risk such as the mean, the linear correlation efficient and the VaR can be used are discussed.

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Credit risk analysis of mortgage loans: an application to the Italian market

Article Abstract:

A model for valuing both credit risk and interest risk in Italy's market for mortgage loans is presented.

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