Effective Risk Assessment with Value-at-Risk

Here, the information related to our paper on modeling VaR in resilient communication networks is given. The paper entitled Effective Risk Assessment in Resilient Communication Networks is authored by Krzysztof Rusek, Piotr Guzik, and Piotr Chołda, Journal of Network and Systems Management (by Springer), published in July 2016.

When using or inspiring by the given information (either changed or not), please cite the abovementioned publication.


How to read the descriptions:

  • sumvar (sums of VaRs) or varsumy (aggregated risk expressed with VaR) or varTh (the theoretical upper bound on the aggregated VaR obtained on the basis of the model provided in our paper),
  • us (the US network) or germany (the German network),
  • time to failure distribution: Exp (exponential) or Weib (Weibull) or Par (Pareto) or Lognorm (log-normal),
  • recovery: Unprotected or Dedicated (i.e., dedicated path protection),
  • compensation policy: FixedRestart or Snowball or Cont or Avail,
  • time to repair distibution (the same as for the failure time distribution).


Here, we present all the obtained results.