Results 1 to 10 of about 2,039,699 (241)
Unbiased Estimation of Risk [PDF]
SSRN Electronic Journal, 2016 The estimation of risk measures recently gained a lot of attention, partly because of the backtesting issues of expected shortfall related to elicitability. In this work we shed a new and fundamental light on optimal estimation procedures in terms of bias. We show that once the parameters of a model need to be estimated, one has to take additional care
Marcin Pitera, Thorsten Schmidt
openaire +3 more sources
Inverse probability weighted estimation of risk under representative interventions in observational studies. [PDF]
J Am Stat Assoc, 2019 Researchers are often interested in using observational data to estimate the effect on a health outcome of maintaining a continuous treatment within a prespecified range over time, for example, “always exercise at least 30 minutes per day.” There may be ...
Young JG +3 more
europepmc +2 more sources
Estimation of risk factors for COVID-19 mortality - preliminary results
medRxiv, 2020 Since late December 2019 a new epidemic outbreak has emerged from Whuhan, China. Rapidly the new coronavirus has spread worldwide. China CDC has reported results of a descriptive exploratory analysis of all cases diagnosed until the 11th February 2020 ...
Caramelo F, Ferreira N, Oliveiros B.
europepmc +2 more sources
Fair Estimation of Capital Risk Allocation [PDF]
Statistics & Risk Modeling, 2019 In this paper we develop a novel methodology for estimation of risk capital allocation. The methodology is rooted in the theory of risk measures. We work within a general, but tractable class of law-invariant coherent risk measures, with a particular ...
Bielecki, Tomasz R. +3 more
core +5 more sources
Unbiased estimation of risk [PDF]
Journal of Banking & Finance, 2017 The estimation of risk measures recently gained a lot of attention, partly because of the backtesting issues of expected shortfall related to elicitability.
Pitera, Marcin, Schmidt, Thorsten
core +4 more sources
Comprehensive Inherited Risk Estimation for Risk-Based Breast Cancer Screening in Women. [PDF]
J Clin OncolPURPOSE Family history (FH) and pathogenic variants (PVs) are used for guiding risk surveillance in selected high-risk women but little is known about their impact for breast cancer screening on population level. In addition, polygenic risk scores (PRSs)
Mars N +10 more
europepmc +2 more sources
Estimation of Risk Factors for Head Slippage Using a Head Clamp System. A Retrospective Study [PDF]
Therapeutics and Clinical Risk Management, 2020 Kazuki Sakakura,1,2 Ayataka Fujimoto,1 Naoki Ichikawa,1 Eiichi Ishikawa,2 Akira Matsumura,2 Hideo Enoki,1 Tohru Okanishi1 1Comprehensive Epilepsy Center, Seirei Hamamatsu General Hospital, Hamamatsu, Shizuoka, Japan; 2Department of Neurosurgery ...
Sakakura K +6 more
doaj +2 more sources
Estimation of Risk-Neutral Density Surfaces [PDF]
Computational Management Science, 2010 Option price data is often used to infer risk-neutral densities for future prices of an underlying asset. Given the prices of a set of options on the same underlying asset with different strikes and maturities, we propose a nonparametric approach for ...
A. M. Monteiro +2 more
core +5 more sources
Estimation of Cardiovascular Risk by Framingham Score in a Cross-sectional Sample of Schizophrenia Inpatients [PDF]
Modern Medicine, 2023 The lifespan of schizophrenia (SCZ) patients is considered 25 years shorter compared to the general population, primarily due to cardiovascular (CV) disease.
Cosmin-Ioan MOGA +3 more
doaj +1 more source
Model Risk and Basic Approaches to its Estimation on Example of Market Risk Models [PDF]
Финансовый журнал, 2022 Model risk is currently a topic of great interest both to the academic community and to the financial industry; however, there is not yet any generally accepted approach to measuring it as of now.
Andrey Yu. Nevela, Victor A. Lapshin
doaj +1 more source