Results 41 to 50 of about 2,039,699 (241)

Risk analysis for the Ancona landslide—II: estimation of risk to buildings

open access: yesLandslides, 2015
This paper illustrates the quantitative estimation of specific risk (i.e., the product of hazard and vulnerability) for 39 buildings located upon the Ancona landslide based on the characterization of landslide kinematics presented in a companion paper ...
M. Uzielli   +3 more
semanticscholar   +1 more source

Estimation of differential occupational risk of COVID‐19 by comparing risk factors with case data by occupational group

open access: yesAmerican Journal of Industrial Medicine, 2020
Background The disease burden of coronavirus disease 2019 (COVID‐19) is not uniform across occupations. Although healthcare workers are well‐known to be at increased risk, data for other occupations are lacking.
Michael Zhang
semanticscholar   +1 more source

Value-at-Risk Estimation of Equity Market Risk in India

open access: yesActa Universitatis Sapientiae: Economics and Business, 2021
The value-at-risk (Va) method in market risk management is becoming a benchmark for measuring “market risk” for any financial instrument. The present study aims at examining which VaR model best describes the risk arising out of the Indian equity market (
Jitender
doaj   +1 more source

A Doubly Smoothed PD Estimator in Credit Risk

open access: yesProceedings, 2020
In this work a doubly smoothed probability of default (PD) estimator is proposed based on a smoothed version of the survival Beran’s estimator. The asymptotic properties of both the smoothed survival and PD estimators are proved and their behaviour is ...
Rebeca Peláez Suárez   +2 more
doaj   +1 more source

Capital allocation for credit portfolios with kernel estimators [PDF]

open access: yes, 2008
Determining contributions by sub-portfolios or single exposures to portfolio-wide economic capital for credit risk is an important risk measurement task. Often economic capital is measured as Value-at-Risk (VaR) of the portfolio loss distribution.
Dev A   +15 more
core   +2 more sources

Nonparametric Estimation of Range Value at Risk

open access: yesComputation, 2023
Range value at risk (RVaR) is a quantile-based risk measure with two parameters. As special examples, the value at risk (VaR) and the expected shortfall (ES), two well-known but competing regulatory risk measures, are both members of the RVaR family. The
Suparna Biswas, Rituparna Sen
doaj   +1 more source

Hyperanalytic denoising [PDF]

open access: yes, 2007
A new threshold rule for the estimation of a deterministic image immersed in noise is proposed. The full estimation procedure is based on a separable wavelet decomposition of the observed image, and the estimation is improved by introducing the new ...
Olhede, SC
core   +1 more source

Injury Risk Estimation Expertise Assessing the ACL Injury Risk Estimation Quiz [PDF]

open access: yes, 2015
Background: Available methods for screening anterior cruciate ligament (ACL) injury risk are effective but limited in application as they generally rely on expensive and time-consuming biomechanical movement analysis.
Agel J   +30 more
core   +1 more source

Nomogram for Estimation of Acute Liver Failure Risk in Spontaneous Ruptured Hepatocellular Carcinoma

open access: yesJournal of Hepatocellular Carcinoma, 2023
Zhi-Hao Zhao, Chao Jiang, Qing-Yuan Wu, Guo-Yue Lv, Meng Wang Department of Hepatobiliary and Pancreatic Surgery, General Surgery Center, the First Hospital of Jilin University, Changchun, Jilin Province, People’s Republic of ChinaCorrespondence: Meng ...
Zhao ZH, Jiang C, Wu QY, Lv GY, Wang M
doaj  

Estimation of Cardiovascular Risk from Self-Reported Knowledge of Risk Factors: Insights from the Minnesota Heart Survey

open access: yesClinical Epidemiology, 2020
Sue Duval, 1 Jeremy R Van’t Hof, 1 Lyn M Steffen, 2 Russell V Luepker 2 1Cardiovascular Division, University of Minnesota Medical School, Minneapolis, MN, USA; 2Division of Epidemiology and Community Health, School of Public Health, University of
Duval S   +3 more
doaj  

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