Results 41 to 50 of about 5,312,301 (290)

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, Indrė Lapinskaitė   +1 more
doaj   +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

Loss-Based Risk Measures

, 2013
Starting from the requirement that risk measures of financial portfolios should be based on their losses, not their gains, we define the notion of loss-based risk measure and study the properties of this class of risk measures. We characterize loss-based
Cont, Rama, Deguest, Romain, He, Xuedong
core   +3 more sources

Set-valued shortfall and divergence risk measures [PDF]

, 2017
Risk measures for multivariate financial positions are studied in a utility-based framework. Under a certain incomplete preference relation, shortfall and divergence risk measures are defined as the optimal values of specific set minimization problems ...
Ararat, Çağın, Hamel, Andreas H., Rudloff, Birgit   +2 more
core   +2 more sources

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

Why and When Are Evidence‐Based Interventions Adopted in Paediatric Supportive Care? A Qualitative Exploration of the Determinants of Photobiomodulation Implementation

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, Kara A. Gray‐Burrows, Peter F. Day, Bob Phillips, Carl A. Thompson   +4 more
wiley   +1 more source

A New Shifted Lomax-X Family of Distributions : Properties and Applications to Actuarial and Financial Data

Computational Journal of Mathematical and Statistical Sciences
The 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, Agossou Alex Agbahide, Théophile Otodji, Mahoulé Jude Bogninou, Aliou Moussa Djibril   +4 more
doaj   +1 more source

Effects of the Age Process on Aggregate Discounted Claims

Risks, 2018
In this document, we examine the effects of the age process on aggregate discounted claims by studying the conditional raw and joint moments, the moment generating function and the distribution function of the increments of compound renewal sums with ...
Ghislain Léveillé, Ilie-Radu Mitric, Victor Côté   +2 more
doaj   +1 more source

Clinical Insights Into Hypercalcemia of Malignancy in Childhood

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Hypercalcemia of malignancy (HCM) is a rare but life‐threatening metabolic emergency in children that occurs in less than 1% of pediatric cancer cases, with a reported incidence ranging from 0.4% to 1.0% across different studies. While it is observed in 10%–20% of adult malignancies, pediatric HCM remains relatively uncommon.
Hüseyin Anıl Korkmaz
wiley   +1 more source

Survival Outcomes and Complications Among Canadian Children With Retinoblastoma: A Population‐Based Report From CYP‐C

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Purpose Retinoblastoma (RB) is the most common pediatric ocular cancer, yet population‐based data on survival and risk factors remain limited. This study aimed to describe survival in a large national RB cohort and identify predictors of death and complications.
Samuel Sassine, Ofélie Trudeau‐Ferrin, Caroline Laverdière, Patrick Hamel, Rosanne Superstein, Bénédicte Koukoui, Carole Provost, Paul C. Nathan, Vijay Ramaswamy, Furqan Shaikh, Brenda Gallie, Ashwin Mallipatna, Stephanie Kletke, Helen Dimaras, Hallie Coltin   +14 more
wiley   +1 more source