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Quantifying and Adjusting for Verification Bias in Diagnostic Test Accuracy Studies with Conditional Reference Standards

Hudak V, Welton NJ, Derezea E, Jones HE.
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Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk

ACM Transactions on Modeling and Computer Simulation, 2014
Value-at-risk (VaR) and conditional value-at-risk (CVaR) are two widely used risk measures of large losses and are employed in the financial industry for risk management purposes. In practice, loss distributions typically do not have closed-form expressions, but they can often be simulated (i.e., random observations of the loss distribution may be ...
L Jeff Hong, Zhaolin Hu, Guangwu Liu
exaly   +4 more sources

Estimating value at risk and conditional value at risk for count variables

Quality and Reliability Engineering International, 2011
AbstractRisk management and risk measures like value at risk and conditional value at risk originated in the financial and insurance industries. In recent years, the interest in risk management and risk measurement has spread over all industrial sectors. Finance and insurance applications focused on continuous data like financial return, profit or loss.
Rainer Göb
exaly   +2 more sources

Deviation inequalities for an estimator of the conditional value-at-risk

Operations Research Letters, 2010
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Fuqing Gao
exaly   +3 more sources