Results 331 to 340 of about 32,991,499 (363)

A Multi-Risk SIR Model with Optimally Targeted Lockdown

, 2020
We develop a multi-risk SIR model (MR-SIR) where infection, hospitalization and fatality rates vary between groups—in particular between the “young”, “the middleaged” and the “old”.
Daron Acemoglu, V. Chernozhukov, I. Werning, M. Whinston   +3 more
semanticscholar   +1 more source

Competing Risks Model

2008
A competing risks model is a model for multiple durations that start at the same point in time for a given subject, where the subject is observed until the first duration is completed and one also observes which of the multiple durations is completed first.
openaire   +5 more sources

Value at Risk Models

2017
Value at risk (VaR) is one of the most widely used models in risk management. It is based on probability and statistics. VaR can be characterized as a maximum expected loss, given some time horizon and within a given confidence interval. Its utility is in providing a measure of risk that illustrates the risk inherent in a portfolio with multiple risk ...
David L. Olson, Desheng Dash Wu, Desheng Dash Wu   +2 more
openaire   +2 more sources

Model Risk and Power Plant Valuation

, 2013
We consider the model risk inherent in the valuation procedure of fossil power plants. To capture model risk we use risk-capturing functionals, a methodology recently established in a series of papers.
Karl Bannor, Ruediger Kiesel, A. Nazarova, M. Scherer   +3 more
semanticscholar   +1 more source

A Deep Learning Mammography-based Model for Improved Breast Cancer Risk Prediction.

Radiology, 2019
Background Mammographic density improves the accuracy of breast cancer risk models. However, the use of breast density is limited by subjective assessment, variation across radiologists, and restricted data.
Adam Yala, C. Lehman, Tal Schuster, Tally Portnoi, R. Barzilay   +4 more
semanticscholar   +1 more source

On Modeling Banking Risk [PDF]

SSRN Electronic Journal, 2014
The paper develops new indices of financial stability based on an explicit model of expected utility maximization by financial institutions subject to the classical technology restrictions of neoclassical production theory. The model can be estimated using standard econometric techniques, like GMM for dynamic panel data and latent factor analysis for ...
openaire   +1 more source

Risk-value models

European Journal of Operational Research, 1993
In this paper we propose a risk-value model for evaluating decisions under risk. In this model preference for a gamble is determined by its riskiness and its value or worth. In a simple form of the risk-value model, risk is measured by variance and value by expected returns.
Sarin, Rakesh K., Weber, Martin
openaire   +3 more sources

Risk for psychopathology in the children of depressed mothers: a developmental model for understanding mechanisms of transmission.

Psychology Review, 1999
A large body of literature documents the adverse effects of maternal depression on the functioning and development of offspring. Although investigators have identified factors associated with risk for abnormal development and psychopathology in the ...
S. Goodman, I. Gotlib
semanticscholar   +1 more source

Modelling and Managing Risk

British Actuarial Journal, 2007
The text of this paper, together with the abstract of the discussion held by the Institute of Actuaries on 30 April 2007, in Manchester, are printed in British Actuarial Journal, 13, III, 579-636.
openaire   +2 more sources

Model risk in backtesting risk measures [PDF]

, 2014
Under the Basel II regulatory framework non-negligible statistical problems arise when backtesting risk measures. In this setting backtests often become infeasible due to a low number of violations leading to heavy size distortions. According to Escanciano and Olmo (2010, 2011) these problems persist when incorporating estimation and model risk by ...
Evers, Corinna, Rohde, Johannes
openaire   +1 more source