Results 21 to 30 of about 32,991,499 (363)
Nephrology Dialysis Transplantation, 2013 Prognostic research focuses on the prediction of the future course of a given disease in probability terms. Prognostication is performed by clinical decision makers by using risk prediction models that allow us to estimate the probability that a specific event occurs in a given patient over a predefined time period conditional on prognostic factors ...
Vianda S. Stel +6 more
openaire +3 more sources
Model risk in real option valuation [PDF]
Annals of Operations Research, 2018 We introduce a general decision-tree framework to value an option to invest/divest in a project, focusing on the model risk inherent in the assumptions made by standard real option valuation methods.
C. Alexander, Xi Chen
semanticscholar +1 more source
Risk modelling and management: An overview [PDF]
Mathematics and Computers in Simulation, 2013 The papers in this special issue of Mathematics and Computers in Simulation are substantially revised versions of the papers that were presented at the 2011 Madrid International Conference on “Risk Modelling and Management” (RMM2011). The papers cover the following topics: currency hedging strategies using dynamic multivariate GARCH, risk management of
Chang, Chia-Lin +3 more
openaire +8 more sources
Modelling Bluetongue Risk in Kazakhstan [PDF]
Parasites & Vectors, 2020 Abstract Background: Bluetongue is a serious disease of ruminants transmitted by biting midges (Culicoides spp). Serological evidence from livestock and the presence of at least one vector competent spp of Culicoides suggests that transmission of bluetongue is possible and may have occurred in Kazakhstan. Methods: We estimated the relative risk
Abdrakhmanov, Sarsenbay K +7 more
openaire +6 more sources
Omega risk model with tax [PDF]
, 2014 In this paper we study the Omega risk model with surplus-dependent tax payments in a time-homogeneous diffusion setting. The new model incorporates practical features from both the Omega risk model(Albrecher and Gerber and Shiu (2011)) and the risk model
Cui, Zhenyu
core +1 more source
Modelling environmental risk [PDF]
Environmental Modelling & Software, 2005 As environmental issues have become increasingly important in economic research and policy for sustainable development, firms in the private sector have introduced environmental and social issues in conducting their business activities. Such behaviour is tracked by the Dow Jones Sustainable Indexes (DJSI) through financial market indexes that are ...
Suhejla Hoti +2 more
openaire +2 more sources
Quantifying the Model Risk Inherent in the Calibration and Recalibration of Option Pricing Models
Risks, 2021 We focus on two particular aspects of model risk: the inability of a chosen model to fit observed market prices at a given point in time (calibration error) and the model risk due to the recalibration of model parameters (in contradiction to the model ...
Yu Feng +5 more
doaj +1 more source
Modeling and Optimization of Risk [PDF]
Surveys in Operations Research and Management Science, 2011 Abstract This paper surveys the most recent advances in the context of decision making under uncertainty, with an emphasis on the modeling of risk-averse preferences using the apparatus of axiomatically defined risk functionals, such as coherent measures of risk and deviation measures, and their connection to utility theory, stochastic dominance, and
Department of Mechanical and Industrial Engineering, University of Iowa, Iowa City, IA 52242, United States ( host institution ) +3 more
openaire +2 more sources
Bankruptcy risk model and empirical tests [PDF]
, 2010 We analyze the size dependence and temporal stability of firm bankruptcy risk in the US economy by applying Zipf scaling techniques. We focus on a single risk factor-the debt-to-asset ratio R-in order to study the stability of the Zipf distribution of R ...
A. M. Petersen +8 more
core +5 more sources
An integrated wind risk warning model for urban rail transport in Shanghai, China [PDF]
, 2020 The integrated wind risk warning model for rail transport presented has four elements: Background wind data, a wind field model, a vulnerability model, and a risk model. Background wind data uses observations in this study. Using the wind field model
Grimmond, C. S. B. +5 more
core +1 more source