Results 31 to 40 of about 1,818,388 (305)
Batteries, 2023 This article deals with the solution of a mixed-integer nonlinear programming (MINLP) problem related to the efficient reallocation of battery energy storage systems (BESS) in monopolar direct current (DC) grids through a master–slave optimization ...
Luis Fernando Grisales-Noreña +2 more
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When Uncertainty Decouples Expected and Unexpected Losses [PDF]
SSRN Electronic Journal, 2022 A parsimonious extension of a well-known portfolio credit-risk model allows us to study a salient stylized fact - abrupt switches between high- and low-loss phases - from a risk-management perspective. As uncertainty about phase switches increases, expected losses decouple from unexpected losses, which reflect a high percentile of the loss distribution.
Juselius, Mikael, Tarashev, Nikola A.
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Gains and Losses in Nonadditive Expected Utility [PDF]
, 1994 This paper provides a simple approach for deriving cumulative prospect theory. The key axiom is a cumulative dominance axiom which requires that a prospect be judged more attractive if in it greater gains are more likely and greater losses are less likely.
Rakesh, S., Wakker, P.P.
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Impact of Estimating Fair Values of Bank Loans Using the Approach of the International Financial Reporting Standards (Case Study: An Iranian Bank) [PDF]
بررسیهای حسابداری و حسابرسی, 2018 In this paper, fair value and impairment of an Iranian bank's loan portfolio is estimated using the approach of International Financial Reporting Standards and the result is compared with values using the approach of Central Bank of Iran which is based ...
Mina Moghadasi Nikjeh +3 more
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Journal of Banking and Financial Economics, 2022 This paper aims to determine the role of the expected credit loss approach as defined in IFRS 9 in the effects of capital ratio on loans growth in publicly traded banks in Poland.
Paweł Bojar, Małgorzata Anna Olszak
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The expectation-based loss-averse newsvendor [PDF]
Economics Letters, 2013 We modify the classic single-period inventory management problem by assuming that the newsvendor is expectation-based loss averse according to Köszegi and Rabin (2006, 2007). Expectation-based loss aversion leads to an endogenous psychological cost of leftovers as well as stockouts.
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Pediatric Blood &Cancer, EarlyView.ABSTRACT Background Wilms tumor (WT) treatment imposes a significant time burden on patients and their families. Time toxicity is a patient‐centered metric that quantifies the burden of healthcare interaction. We sought to define time toxicity in the first year after diagnosis of WT and hypothesized that it would increase as tumor stage and treatment ...
Caleb Q. Ashbrook +6 more
wiley +1 more source
THRESHOLD PARAMETER OF THE EXPECTED LOSSES
Croatian Operational Research Review, 2012 The objective of extreme value analysis is to quantify the probabilistic behavior of unusually large losses using only extreme values above some high threshold rather than using all of the data which gives better fit to tail distribution in comparison to traditional methods with assumption of normality.
Arnerić, Josip +2 more
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Personalised treatment assignment maximising expected benefit with smooth hinge loss
Statistical Theory and Related Fields, 2017 In personalised medicine, the goal is to make a treatment recommendation for each patient with a given set of covariates to maximise the treatment benefit measured by patient's response to the treatment.
Shixue Liu, Jun Shao, Menggang Yu
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, 2023 https://ia601404.us.archive.org/17/items/bermudan-swaption/BermudanSwaption ...
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