Thesis (M.A. in Security Studies(Homeland Security and Defense))--Naval Postgraduate School, June 2010. / Thesis Advisor(s): Tucker, David ; Second Reader: Fernandez, Lauren. "June 2010." Description based on title screen as viewed on July 13, 2010. Author(s) subject terms: Homeland Security Advisory System, Risk Communication, Self Verification of Risk, Risk Reality, Risk Predictors, Hazard Characteristics. Includes bibliographical references (p. 43-45). Also available in print.

Thesis (M.A. in Security Studies (Homeland Security and Defense)--Naval Postgraduate School, March 2005. / Thesis Advisor(s): Christopher Bellavita. Includes bibliographical references (p. 41-44). Also available online.

Charles University in Prague Faculty of Social Sciences Institute of Economic Studies Bibliographic Record of a an Academic Thesis Title in the language of the thesis (as recorded in SIS) Terrorism and market risk assessment Subtitle Translation of the title into English/Czech (as recorded in SIS) Terrorism and market risk assessment Type of the Thesis Master's thesis Author: Bc. Jean Lacroix Year 2015 Advisor of the thesis Mgr Magdalena Patakova Number of pages 77 Awards Specialization Economics (CFS) Abstract in Czech Abstract in English Terrorist attacks are one of the best examples of fast evolving institutional framework. In that context investors are impacted by a lot of pieces of information in a limited period of time. This disturbs the trading behavior and consequently the distribution of returns on the period following the attack (the information was not predicted and directly affects the investment choices). The present thesis focuses on the risk aspect of such disturbances. If terrorist attacks reshape the distribution of returns, it may modify the risk measures (multivariate and univariate). The particularity of the change in distribution implies that the observed translation into financial measures of risk will not be equal among all indicators. First a distinction exists between univariate...

The international community faces a growing threat from nuclear terrorism. The complexity of the threats of nuclear terrorism, the variety of nuclear security measures that States can devote resources towards to address the threats, and the limited resources States have to invest in these nuclear security measures make it imperative that resources are applied in the most effective way possible. In this dissertation, we develop a quantitative, risk-based methodology that States can employ to gain a better understanding of the nuclear threat they face, assist them in determining what nuclear security measures they should invest in, and facilitate communication to stake-holders to request and justify investment in these measures. The risk-based methodology has been developed employing a combination of pathways analysis, game-theory, multiple-attribute utility analysis, decision theory and risk analysis. The methodology was designed to account for the wide variety of nuclear security measures that States can invest in, the range of possible consequences from different nuclear threats, and the severity of these consequences to the State. In addition, the methodology models the adversary's strategic decision making while accounting for the capabilities, motivations, and disincentives that may influence which nuclear threat a terrorist group will attempt. The methodology is introduced into a Visual Basic for Applications code, which we demonstrate through verification and qualitative validation tests. We then develop three State nuclear infrastructures with varying levels of complexity, meant to provide a realistic representation of real-world States. We then utilize the code to evaluate the risk of nuclear terrorism against terrorist threats that have different motivations for nuclear terrorism to demonstrate how different motivations for nuclear terrorism may affect both State-level risk and the State's optimal risk-reduction strategy. These risk analyses are then used to both evaluate various nuclear security strategies and determine which nuclear security measures will have the greatest risk-reduction value. Finally, we conduct a sensitivity analysis on capabilities of terrorist groups to understand how changes in these capabilities affect the State-level risk from nuclear terrorism.

In this dissertation, we have studied diffusion models and their applications in risk theory and insurance. Let Xt be a d-dimensional diffusion process satisfying a system of Stochastic Differential Equations defined on an open set G Rd, and let Ut be a utility function of Xt with U0 = u0. Let T be the first time that Ut reaches a level u^*. We study the Laplace transform of the distribution of T, as well as the probability of ruin, psileft(u_{0}right)=Prleft{ T<inftyright} , and other important probabilities. A class of exponential martingales is constructed to analyze the asymptotic properties of all probabilities. In addition, we prove that the expected discounted penalty function, a generalization of the probability of ultimate ruin, satisfies an elliptic partial differential equation, subject to some initial boundary conditions. Two examples from areas of actuarial work to which martingales have been applied are given to illustrate our methods and results: 1. Insurer's insolvency. 2. Terrorism risk. In particular, we study insurer's insolvency for the Cram'{e}r-Lundberg model with investments whose price follows a geometric Brownian motion. We prove the conjecture proposed by Constantinescu and Thommann. / Mathematics

Contingency theory, with regard to risk of homeland security incidents and homeland security preparedness, has received considerable empirical support. In past research, risk has been measured subjectively as agency executives' perceived risk of specific homeland security incidents occurring within their jurisdictions. This study examines actual risk, using the objective risk factors of experience with past natural hazards, social vulnerability, and urbanization. These risk factors, used in combination, have been significantly associated with terrorism-related homeland security incidents in the United States, and are used in risk assessment models of natural hazards. Contrary to expectations, the results of this study indicate that objective risk factors were not associated with either perceived risk or preparedness. Policy implications and directions for future research are discussed.

This thesis explores the nature of cyber-security at the beginning of the 21st century. In the current security paradigm, security strategies based on anticipatory governance have become essential in the management of the constantly changing cyber-security environment. Thus, this thesis aims to understand security strategies and governance introduced in the European region. The increased dependency on cyber-space is visible in all public-private sectors and governmental operations, as well as communications between groups and individuals. As a result, cyber-attacks on public and private entities are increasing. This requires a security framework that is flexible and establishes different types of security cooperation to manage the widespread cyber-risks. This is essential to the development of security strategies, governance forms, practices, and guidelines for enhancing resilience and preparedness towards cyber-risks. Therefore, I am examining cyber-security through the lenses of nodal governance and governmentality, which enables me to understand European cyber-security strategies and governance forms developed by the Council of Europe, the European Union, and the North-Atlantic Treaty Organization. To analyse existing strategies and governance forms, I have used two critical security schools, the Copenhagen School and the Paris School, which cover different aspects of the security agenda. The thesis develops a substantive analytical framework through two case studies, namely cyber-security and cyber-terrorism. The findings in this thesis identifies problem areas, such as the complexity of the nodal system, the legislative lacuna, reliance on different governance forms, transparency and accountability, and types of anticipatory governance and regulatory practices.

Doctor of Philosophy / Department of Hotel, Restaurant, Institution Management and Dietetics / Carol W. Shanklin / Protection motivation theory (PMT) was used in this study to investigate food service directors' food bioterrorism risk perception and their intentions to implement a food defense management plan in their operations. A cross sectional study using the self administered survey was conducted to test hypotheses. All measurement items for the construct of interests were assessed using a 7-point Likert type scales. Questionnaires were mailed in March 2007 to a national sample of 2,200 randomly selected on-site food service directors employed in school districts and healthcare operations. A total 449 usable completed questionnaires were received. Descriptive statistics were performed to investigate directors' perceptions, motivations and intentions independently. Before testing the actual hypotheses, confirmatory factor analysis was conducted to assess reliability and construct validity of the measurement model. Food service directors perceived that the result of a food terrorist attack would be severe but the chances it would occur in their operations is limited. They agreed that implementation of a food defense management plan would be effective to address food terrorism issue in their operations. They were highly motivated to protect the operation from an attack and to avoid the risk of terrorism and intended to implement a food defense plan in their operation. Based on the hypotheses testing, results revealed that motivation to protect the operation against food bioterrorism is higher when directors perceived a higher level of risk (severity and vulnerability), rated the effectiveness of a food defense management plan in protecting the operation high, and perceived that their operations were able to implement it. In turn, high level of motivation to protect the operation led to higher level of implementation intention. Results of the study can be used to design communication resources developed to enhance food service directors' intention to implement a food defense management plan. Educational and informational resources related to intentional food contamination and its defense should emphasize response efficacy and possibility perception.

Cette thèse porte sur la gestion du risque terroriste en France.En tant que droit fondamental, la sécurité publique est prise en charge par l’État qui a le devoir d’assurer la défense et la protection des personnes et des biens publiques. Afin de protéger le pays contre tout risque et toute menace terroriste, la France, un des pays du monde les plus ciblés par les terroristes, a dû s’adapter aux nouvelles formes de terrorisme qui sévissent. Pour ce faire, elle a mis en place un important dispositif d’outils et de moyens de prévention et de répression pour lutter contre le terrorisme, tels que les fichiers de police informatisés. Des outils dérogatoires de prévention du terrorisme ont ainsi été créés, d’autres ont été perfectionnés. Dans ce contexte de lutte contre le terrorisme, de nombreux acteurs interviennent, au niveau local, national, mais aussi européen et international, au sein des institutions.De leur côté, les législateurs, devant les diverses formes de terrorisme, mais également face à la fréquence de tels actes et à leur violence toujours plus grande, ont dû créer de nouvelles lois relatives à la répression et à la prévention des actions terroristes.Ils se sont aussi attachés à la répression du financement du terrorisme en incriminant les personnes qui seraient, directement ou indirectement liées à des réseaux criminels. Enfin, grâce à une collaboration efficace des acteurs sur les plans international, européen et national, ainsi qu’à des outils opérationnels et des moyens de plus en plus performants, la sécurité des personnes et des biens publics est assurée. / This thesis focuses on terrorist risk management in France.As a fundamental right, public safety is supported by the State, it has the duty to defend and protect people and public property. To protect the country against all risks and terrorist threat, France, one of the most targeted countries of the world by the terrorists, had to adapt to new forms of terrorism. To do this, it has established an important tool device and means of prevention and enforcement to fight against terrorism, such as computerized police files. Derogatory tools to prevent terrorism have also been created, others have been improved. In this context of fight against terrorism, many actors involved, at local, national as well as European and international, within the institutions.For their part, legislators, facing the frequency of such acts and their ever-increasing violence, had to create new laws for the repression and prevention of terrorism.They also committed to the suppression of terrorist financing by criminalizing those who would be directly or indirectly linked to criminal networks. Finally, through effective collaboration of actors on the international, European and national, as well as operational tools and means of increasingly effective, the safety of persons and public goods is assured.