Results 81 to 90 of about 2,746,744 (357)

Modeling System Risk in the South African Insurance Sector: A Dynamic Mixture Copula Approach

International Journal of Financial Studies, 2021
In this paper, a dynamic mixture copula model is used to estimate the marginal expected shortfall in the South African insurance sector. We also employ the generalized autoregressive score model (GAS) to capture the dynamic asymmetric dependence between ...
John Weirstrass Muteba Mwamba, Ehounou Serge Eloge Florentin Angaman   +1 more
doaj   +1 more source

Visual Recovery Reflects Cortical MeCP2 Sensitivity in Rett Syndrome

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective Rett syndrome (RTT) is a devastating neurodevelopmental disorder with developmental regression affecting motor, sensory, and cognitive functions. Sensory disruptions contribute to the complex behavioral and cognitive difficulties and represent an important target for therapeutic interventions.
Alex Joseph Simon, Nathalie Picard, Valeria d'Andrea, Enchi Chang, Joseph Leffler, Eleonora Centofante, Matthew Taylor, Francesca Bardi, Francesca Cavicchiolo, Takao K. Hensch, Stefano Panzeri, Chinfei Chen, Michela Fagiolini   +12 more
wiley   +1 more source

EXPECTED SHORTFALL DENGAN SIMULASI MONTE-CARLO UNTUK MENGUKUR RISIKO KERUGIAN PETANI JAGUNG

Media Statistika, 2019
In risk management, risk measurement plays an important role in allocating capital as well as in controlling (and avoiding) worse risk. Estimating the risk value can be done by using a risk measure. The most popular method for evaluating risk is Value at
Rita Rahmawati, Agus Rusgiyono, Abdul Hoyyi, Di Asih I Maruddani   +3 more
doaj   +1 more source

Value-at-Risk and expected shortfall for rare events [PDF]

, 2008
We show that the use of correlations for modeling dependencies may lead to counterintuitive behavior of risk measures, such as Value-at-Risk (VaR) and Expected Short- fall (ES), when the risk of very rare events is assessed via Monte-Carlo techniques ...
Mittnik, Stefan, Yener, Tina
core  

Forecast Encompassing Tests for the Expected Shortfall [PDF]

SSRN Electronic Journal, 2019
International Journal of Forecasting (2020+, forthcoming)
Dimitriadis, Timo, Schnaitmann, Julie
openaire   +3 more sources

A Comprehensive Overview of the Clinical, Electrophysiological, and Neuroimaging Features of BPAN: Insights From a New Case Series

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Background Neurodegeneration with brain iron accumulation (NBIA) comprises a genetically and clinically heterogeneous group of rare neurological disorders characterized particularly by iron accumulation in the basal ganglia. To date, 15 genes have been associated with NBIA.
Seda Susgun, Ozgu Kizek, Sibel Aylin Ugur Iseri, Ibrahim Kamaci, Ayse Deniz Elmali, Pinar Iscen, Berfin Gulkaya Guzel, Gul Yalcin Cakmakli, Bulent Elibol, Berril Donmez, Raif Cakmur, Pinar Topaloglu, Turkish NBIA Study Group, Abdullah Acar, Ahmet Acarer, Arzu Karabay, Asuman Ali, Ayla Barlas, Aysegul Gunduz, Banu Ozen Barut, Baris Baslo, Bilge Kocer, Bilgehan Mus, Birsen Karaman, Burcu Gokce Cokal, Cem Ismail Kucukali, Cenk Akbostanci, Ceyhun Sayman, Cagla Turan, Dilek Ince Gunal, Ebru Bilge Dirik, Ebru Erzurumluoglu, Elif Kocasoy Orhan, Enes Demiryurek, Emrah Yucesan, Ercan Kose, Erdem Tuzun, Esen Saka Topcuoglu, Esra Okuyucu, Fatma Betul Ozdilek, Feriha Ozer, Gencer Genc, Gozde Unal, Gulay Kenangil, Gullu Tarhan, Gunes Kiziltan, Halil Onder, Hamit Genc, Hasmet Hanagasi, Hatice Yuksel, Hulya Apaydin, Koray Kirimtay, Mehmet Guney Senol, Melisa Kilic, Meltem Demirkiran, Mert Karaca, Miray Erdem, Muhammet Bilgehan Mus, Murat Gultekin, Nalan Capan, Nazan Karagoz Sakalli, Nazli Basak, Nihan Hande Akcakaya, Ozan Ezer, Ozge Uygun, Ozge Yilmaz Kuspeci, Ozgur Oztop Cakmak, Pervin Iseri, Petek Ballar Kirmizibayrak, Pinar Elkoca, Recep Alp, Remzi Yigiter, Rezzak Yilmaz, Sadika Ozdemir, Selda Keskin, Selen Ilhan Alp, Selen Soylu, Serdar Ceylaner, Serhat Ozkan, Sevda Erer Ozbek, Sevgin Gundogan, Sevil Yasufli, Sezin Alpaydin Baslo, Sibel Ertan, Sultan Cagirici, Seyma Aykac, Vuslat Yilmaz, Yaprak Secil, Yasar Kutukcu, Yeliz Ciftci, Yesim Sucullu Karadag, Yildiz Değirmenci, Zeliha Matur, Nerses Bebek, Murat Emre, Zuhal Yapici   +95 more
wiley   +1 more source

On approximations of value at risk and expected shortfall involving kurtosis [PDF]

, 2021
Mátyás Barczy, Ádám Dudás, József Gáll   +2 more
openalex   +1 more source

Higher Amyloid and Tau Burden Is Associated With Faster Decline on a Digital Cognitive Test

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective A 2‐min digital clock‐drawing test (DCTclock) captures more granular features of the clock‐drawing process than the pencil‐and‐paper clock‐drawing test, revealing more subtle deficits at the preclinical stage of Alzheimer's disease (AD). A previous cross‐sectional study demonstrated that worse DCTclock performance was associated with
Jessie Fanglu Fu, Talia Robinson, Marina Rodriguez Alonso, Adela Francis Malave, Roos J. Jutten, Michael J. Properzi, Brian C. Healy, Jackson C. Thompson, Grace Del Carmen Montenegro, Emma Thibault, Dana Penney, Randall Davis, Reisa A. Sperling, Kathryn V. Papp, Keith A. Johnson, Julie C. Price, Dorene M. Rentz   +16 more
wiley   +1 more source

Direct Data-Driven Portfolio Optimization with Guaranteed Shortfall Probability [PDF]

, 2013
This paper proposes a novel methodology for optimal allocation of a portfolio of risky financial assets. Most existing methods that aim at compromising between portfolio performance (e.g., expected return) and its risk (e.g., volatility or shortfall ...
Bawa, Ben-Tal, Bertsimas, Bertsimas, Calafiore, Calafiore, Calafiore, Campbell, Campi, Campi, Chen, Chopra, Delage, El Ghaoui, Giuseppe Carlo Calafiore, Goldfarb, Jabbour, Jorion, Lobo, Rachev, Ruppert, Shleifer, Zymler   +22 more
core   +1 more source

Autosomal Recessive Spastic Ataxia of Charlevoix‐Saguenay in Two Half‐Siblings

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Autosomal recessive spastic ataxia of Charlevoix‐Saguenay (ARSACS) is caused by biallelic pathogenic variants in the SACS gene. We report the clinical, radiologic and neurophysiologic features of a pair of half‐siblings who presented with progressive cerebellar ataxia, peripheral neuropathy and upper motor neuron signs.
Dennis Yeow, Matthew Katz, Jonathan Rodgers, Mark Davis, Thomas Robertson, R. J. McKinlay Gardner, Pamela A. McCombe   +6 more
wiley   +1 more source