Results 31 to 40 of about 5,312,301 (290)

A Non-Gaussian Approach to Risk Measures [PDF]

, 2006
Reliable calculations of financial risk require that the fat-tailed nature of prices changes is included in risk measures. To this end, a non-Gaussian approach to financial risk management is presented, modeling the power-law tails of the returns ...
Bacry, Borland, Borland, Bouchaud, Efron, Enrica Cisana, Gell-Mann, Giacomo Bormetti, Goldstein, Guido Montagna, Heikkinen, Heston, Hill, Jorion, Kamdem, Mandelbrot, Mantegna, Mantegna, Mattedi, McNeil, Mina, Nelson, Oreste Nicrosini, Pafka, Press, Tsallis   +25 more
core   +2 more sources

Risk Measures for Public Healthcare Service Quality Scale: An Evaluation of Collective and Independent (Urban and Rural) Decision Models Using Fuzzy AHP Methodology

IEEE Access
The study attempts to propose a conceptual framework for evaluating public healthcare service quality in the Indian context. First, it aims to construct and validate the Public HealthCare Service Quality (PubHCServQual) scale for three decision models ...
Rupal Khambhati, Hiren Patel, Karishma M. Qureshi, Abderrazak Laghouag, Muhammad Musa Al-Qahtani, Mohamed Rafik Noor Mohamed Qureshi   +5 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, Emilio Gómez-Déniz, Francisco J. Vázquez-Polo   +2 more
doaj   +1 more source

Mean-risk models using two risk measures: A multi-objective approach [PDF]

, 2006
This paper proposes a model for portfolio optimisation, in which distributions are characterised and compared on the basis of three statistics: the expected value, the variance and the CVaR at a specified confidence level.
Diana Roman, Fishburn PC, Gautam Mitra, Harvey C, Kenneth Darby-Dowman, Konno H, Krokhmal P, Larsen N, Laurent JP, Leyffer S, Luenberger DG, Makowski M, Ogryczak W, Pflug G, Rockafeller RT., Steuer R, Wang J, Wierzbicki A, Yitzhaki S   +18 more
core   +2 more sources

Underlying structures of risk response measures among small and medium contractors in South Africa [PDF]

, 2020
Although attention has been given to the measures used to respond to risk in the construction industry (CI), there is limited literature that scrutinizes underlying structures of risk response measures (RRMs) especially among small and medium enterprises
Agumba, Justus Ngala, Ansary, Nazee, Yembi Renault, Berenger   +2 more
core   +2 more sources

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, I Galarraga, A Markandya, E Sainz de Murieta   +3 more
doaj   +1 more source

Measures of Systemic Risk

, 2016
Systemic risk refers to the risk that the financial system is susceptible to failures due to the characteristics of the system itself. The tremendous cost of systemic risk requires the design and implementation of tools for the efficient macroprudential ...
Feinstein, Zachary, Rudloff, Birgit, Weber, Stefan   +2 more
core   +1 more source

Risk measures [PDF]

, 2003
The present review of (financial) risk measures, prepared for the Encyclopaedia of Actuarial Science, first distinguishes two conceptions of risk. Risk of the first kind conceives risk as the magnitude of (one- or two-sided) deviations from a target, whereas risk of the second kind conceives risk as necessary capital or necessary premium, respectively.
openaire   +4 more sources

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