Results 41 to 50 of about 7,888,061 (295)
Assessment of model risk due to the use of an inappropriate parameter estimator
Cogent Economics & Finance, 2020 The purpose of this study is to assess model risk with respect to parameter estimation for a simple binary logistic regression model applied as a predictive model.
Modisane B. Seitshiro +1 more
doaj +1 more source
A State-Dependent Dual Risk Model
, 2015 In a dual risk model, the premiums are considered as the costs and the claims are regarded as the profits. The surplus can be interpreted as the wealth of a venture capital, whose profits depend on research and development.
Zhu, Lingjiong
core +1 more source
A proposed risk model and a GIS framework for hazardous materials transportation [PDF]
, 2008 This paper presents a Geographical Information System (GIS) based risk assessment model for road transportation of hazardous materials (hazmat). Existing and proposed risk models are applied to truck shipments of hazmat through the road network of ...
Ak, Ronay +2 more
core +1 more source
Quantifying Correlation Uncertainty Risk in Credit Derivatives Pricing
International Journal of Financial Studies, 2018 We propose a simple but practical methodology for the quantification of correlation risk in the context of credit derivatives pricing and credit valuation adjustment (CVA), where the correlation between rates and credit is often uncertain or unmodelled ...
Colin Turfus
doaj +1 more source
Model Risk Analysis via Investment Structuring
, 2015 "What are the origins of risks?" and "How material are they?" -- these are the two most fundamental questions of any risk analysis. Quantitative Structuring -- a technology for building financial products -- provides economically meaningful answers for ...
Soklakov, Andrei N.
core +1 more source
Risk Analysis, 2007 In an interdependent world the risks faced by any one agent depend not only on its choices but also on those of all others. Expectations about others' choices will influence investments in risk management and the outcome can be suboptimal for everyone. We model this as the Nash equilibrium of a game and give conditions for such a suboptimal equilibrium
Heal, Geoffrey, Kunreuther, Howard
openaire +4 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 +5 more sources
Pediatric Blood &Cancer, EarlyView.ABSTRACT Pediatric gastroenteropancreatic neuroendocrine neoplasms (GEP‐NENs) are extremely rare and clinically heterogeneous. Management has largely been extrapolated from adult practice. This European Standard Clinical Practice Guideline (ESCP), developed by the EXPeRT network in collaboration with adult NEN experts, provides (adult) evidence ...
Michaela Kuhlen +23 more
wiley +1 more source
Online Investor Sentiment via Machine Learning
MathematicsIn this paper, we propose utilizing machine learning methods to determine the expected aggregated stock market risk premium based on online investor sentiment and employing the multifold forward-validation method to select the relevant hyperparameters ...
Zongwu Cai, Pixiong Chen
doaj +1 more source
Pediatric Blood &Cancer, EarlyView.ABSTRACT Background Oral mucositis is a common and debilitating side effect of childhood cancer and stem cell transplant treatments. It affects the quality of life of children and young people (CYP) and places a strain on services. Photobiomodulation is recommended for oral mucositis prevention in international guidance but is poorly implemented in UK ...
Claudia Heggie +4 more
wiley +1 more source