Results 261 to 270 of about 3,369,849 (301)

Robust risk measurement and model risk

Quantitative Finance, 2012
Financial risk measurement relies on models of prices and other market variables, but models inevitably rely on imperfect assumptions and estimates, creating model risk. Moreover, optimization decisions, such as portfolio selection, amplify the effect of model error. In this work, we develop a framework for quantifying the impact of model error and for
Paul Glasserman, Xingbo Xu
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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
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Risk and Risk Measures

2001
As discussed in the introductory chapter, the uncertainty associated with the future (terminal) value of a portfolio may be modelled as a random variable g[w(T)] whose probabilistic characteristics are specified by the induced probability measure P g or its associated distribution function F g .
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Measuring Systemic Risk

2013
Acharya V. V., Brownlees C., Engle R., Farazmand F., Richardson M.   +4 more
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Cancer risk among World Trade Center rescue and recovery workers: A review

Ca-A Cancer Journal for Clinicians, 2022
Paolo Boffetta, Charles B Hall, Andrew C Todd   +2 more
exaly  

Proportion and number of cancer cases and deaths attributable to potentially modifiable risk factors in the United States

Ca-A Cancer Journal for Clinicians, 2018
Farhad Islami, Ann Goding Sauer Msph, Kimberly D Miller   +2 more
exaly  

Cancer Risk Elicitation and Communication: Lessons from the Psychology of Risk Perception

Ca-A Cancer Journal for Clinicians, 2007
Michael E Stefanek
exaly  

Opportunities and Strategies for Breast Cancer Prevention Through Risk Reduction

Ca-A Cancer Journal for Clinicians, 2008
Eleni Linos
exaly  

Factors influencing risk‐based care of the childhood cancer survivor in the 21st century

Ca-A Cancer Journal for Clinicians, 2018
Stephanie B Dixon, Nicole M Alberts, Gregory T Armstrong   +2 more
exaly  

Risk Measures

2023
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