Results 31 to 40 of about 10,022,624 (305)
Risk measures and the distribution of damage curves for 600 European coastal cities
Environmental Research Letters, 2019 A good understanding of climate change damages is vital to design effective adaptation policies and measures. Using a dataset of probabilistic sea-level rise and other of flood damages and protection cost curves for the 600 largest European coastal ...
L M Abadie +3 more
doaj +1 more source
Stochastic NPV Based vs Stochastic LCOE Based Power Portfolio Selection Under Uncertainty
Energies, 2020 This paper investigates the problem of power portfolio selection under uncertainty using two different metrics, namely the stochastic Net Present Value (NPV) and the stochastic Levelized Cost of Electricity (LCOE).
Carlo Mari
doaj +1 more source
Conditional Tail Expectation and Premium Calculation under Asymmetric Loss
Axioms, 2023 In this paper, we calculate premiums that are based on the Conditional Tail Expectation (CTE) and asymmetric loss functions to account for the risk of both underestimation and overestimation losses.
Enrique Calderín-Ojeda +2 more
doaj +1 more source
The concept of value at risk (VaR) and risk regulatory in Montenegro
Acta Economica, 2014 The concept of value at risk (Value at Risk - VaR) is a measure that is increasingly used for assessing the level of exposure of financial markets’ participants.
Јулија Церовић
doaj +1 more source
Tail Dependence in Financial Markets: A Dynamic Copula Approach
Risks, 2019 This article is concerned with the study of the tail correlation among equity indices by means of dynamic copula functions. The main idea is to consider the impact of the use of copula functions in the accuracy of the model’s parameters and in the ...
Federico Pasquale Cortese
doaj +1 more source
Designing of Optimal Reinsurance Indemnity
Mathematics, 2022 This paper contributes to relevant research in the area of optimal reinsurance indemnity and deals with the risk measures that are used in reinsurance. The research aims at finding optimal reinsurance contracts under different risk levels.
Viktorija Skvarciany +1 more
doaj +1 more source
Solid Pseudopapillary Neoplasm of the Pancreas in Children and Adolescents: Expert Recommendations
Pediatric Blood &Cancer, EarlyView.ABSTRACT Solid pseudopapillary neoplasm of the pancreas (SPN) is a rare low‐grade malignant exocrine pancreatic tumor, mostly discovered during the second decade of life in females, with a very good prognosis, provided microscopically complete surgical excision is achieved.
Sabine Irtan +18 more
wiley +1 more source
Computational Journal of Mathematical and Statistical SciencesThe Lomax distribution, which is often used to describe severe losses and financial risks because of its heavy tail features, is the basis distribution of the shifted Lomax (SHL-X) family of distributions that we propose in this study. The main objective
Mintodê Nicodème Atchadé +4 more
doaj +1 more source
Review of Financial Studies, 2010 We present a simple model of systemic risk and we show that each financial institution's contribution to systemic risk can be measured as its systemic expected shortfall (SES), i.e., its propensity to be undercapitalized when the system as a whole is undercapitalized.
Viral V. Acharya +3 more
openaire +5 more sources
Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements [PDF]
, 2005 This paper applies the Extreme-Value (EV) Generalised Pareto distribution to the extreme tails of the return distributions for the S&P500, FT100, DAX, Hang Seng, and Nikkei225 futures contracts.
Cotter, JOhn +3 more
core +3 more sources