Results 91 to 100 of about 10,022,624 (305)
A Generalized Nabla Geometric Distribution and Its Practical Utility in Engineering Data
AxiomsIn this study, we introduce a novel three-parameter discrete probability distribution, defined by the parameters α, β, and λ, called the Generalized Nabla Geometric Distribution (GNGD).
Tassaddaq Hussain +5 more
doaj +1 more source
Spectral Risk Measures: Properties and Limitations [PDF]
Spectral risk measures (SRMs) are risk measures that take account of user risk-aversion, but to date there has been little guidance on the choice of utility function underlying them.
Kevin Dowd, Ghulam Sorwar, John Cotter
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From mice to humans—divergent strategies for intestinal homeostasis and regeneration
FEBS Letters, EarlyView.Recent advances such as organoid genome editing, xenotransplantation, imaging, and whole‐genome sequencing have enabled direct studies of human intestinal stem cells (ISCs). These studies reveal species‐specific features, including slower ISC proliferation, distinct injury responses, slower somatic mutation accumulation in humans, and an inverse ...
Keiko Ishikawa +2 more
wiley +1 more source
Risk measures and dependencies of risks. [PDF]
In the last few years the properties of risk measures that can be considered as suiting 'best practice' rules in insurance have been studied extensively in the actuarial literature.
Darkiewicz, Grzegorz +2 more
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Modelling stem cell differentiation related processes—A practical overview for biologists
FEBS Letters, EarlyView.Stem cell differentiation is complex and difficult to control experimentally. This review introduces suitable computational modelling approaches that can support stem cell research, from mechanistic ODE and abstract models to multiscale and deep learning methods.
Ricco Zeegelaar +4 more
wiley +1 more source
Risk measuring under liquidity risk [PDF]
Applied Mathematical Finance, 2014 We present a general framework for measuring the liquidity risk. The theoretical framework defines a class of risk measures that incorporate the liquidity risk into the standard risk measures. We consider a one-period risk measurement model. The liquidity risk is defined as the risk that a given security or a portfolio of securities cannot be easily ...
openaire +3 more sources
Determination of Risk Pricing Measures from Market Prices of Risk [PDF]
A new insurance provider or a regulatory agency may be interested in determining a risk measure consistent with observed market prices of a collection of risks.
Silvia Mayoral, Henryk Gzyl
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Design and analysis strategies for robust microbiome ageing research
FEBS Letters, EarlyView.The gut microbiome changes with age and associates with age‐related morbidity and mortality, establishing it as a potential biomarker and intervention target for ageing. Realising this potential requires methodological rigour, yet distinguishing biological signals from methodological artefacts remains challenging across cohorts. This review provides an
Mark Olenik +5 more
wiley +1 more source
Innovar: Revista de Ciencias Administrativas y Sociales, 2010 An accurate estimation of extreme claims is fundamental to assess solvency capital requirements (SCR) established by Solvency II. Basing on the Extreme Value Theory (EVT), this paper performs a parametric estimation to fit the motor liability insurance ...
María José Pérez-Fructuoso +1 more
doaj
Economic capital allocation derived from risk measures. [PDF]
We examine properties of risk measures that can be considered to be in line with some 'best practice' rules in insurance, based on solvency margins. We give ample motivation that all economic aspects related to an insurance portfolio should be considered
Kaas, R, Goovaerts, Marc, Dhaene, Jan
core