文章基本信息

标题：CHARACTERISTICS OF RISK IN EXTREME EVENTS,
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作者：Stelian STANCU ; Ion Gh. ROSCA ; Gabriela PRELIPCEAN 等
期刊名称：Revista Romana de Economie
印刷版ISSN：1220-5567
出版年度：2011
卷号：2
期号：41
出版社：Romanian Academy
摘要：It is known that the environment and the human society often support the actions of some dangerous phenomena of different origins, natural or anthropogenic, that may cause destructive and brutal disturbances in some systems or default situations. In the following, some natural catastrophic events observed nowadays and their overall costs are presented. In the second part of the paper hazards and their risks assessment are described and also we emphasize the types of hazard, their effects and their associated risk assessment. The third part of the paper presents a study of portfolio risk using GARCH models (1.1), considering the daily returns of RASDAQ-C and BET indexes and the RON/EURO exchange rate, and also an analysis of the achieved results will be considered.
关键词：natural hazard; vulnerability; risk assessment; economic effects; social effects; environmental effects