Results 71 to 80 of about 10,022,624 (305)
Multivariate Shortfall and Divergence Risk Statistics
Entropy, 2019 The aim of this paper is to construct two new classes of multivariate risk statistics, and to study their properties. We, first, introduce the multivariate shortfall risk statistics and multivariate divergence risk statistics.
Haiyan Song +3 more
doaj +1 more source
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 ...
Albrecht, Peter
core
Therapeutic Apheresis and Dialysis, EarlyView.ABSTRACT Background Japan has one of the highest dialysis prevalence rates worldwide and a shrinking, aging population. Whether dialysis burden has entered a sustained post‐peak phase or whether recent declines partly reflect pandemic‐related disruptions remains uncertain.
Hatice Şahin +2 more
wiley +1 more source
Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements [PDF]
Spectral risk measures are attractive risk measures as they allow the user to obtain risk measures that reflect their risk-aversion functions. To date there has been very little guidance on the choice of risk-aversion functions underlying spectral risk ...
Kevin Dowd, John Cotter
core +4 more sources
Entropy-Based Volatility Analysis of Financial Log-Returns Using Gaussian Mixture Models
EntropyVolatility in financial markets refers to the variation in asset prices over time. High volatility indicates increased risk, making its evaluation essential for effective risk management.
Luca Scrucca
doaj +1 more source
, 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 +2 more sources
Exponential Spectral Risk Measures [PDF]
Spectral risk measures are attractive risk measures as they allow the user to obtain risk measures that reflect their subjective risk-aversion. This paper examines spectral risk measures based on an exponential utility function, and finds that these risk
Cotter, John, Dowd, Kevin
core
Organoids in pediatric cancer research
FEBS Letters, EarlyView.Organoid technology has revolutionized cancer research, yet its application in pediatric oncology remains limited. Recent advances have enabled the development of pediatric tumor organoids, offering new insights into disease biology, treatment response, and interactions with the tumor microenvironment.
Carla Ríos Arceo, Jarno Drost
wiley +1 more source
Law Invariant Risk Measures Have the Fatou Property [PDF]
S. Kusuoka [K 01, Theorem 4] gave an interesting dual characterizationof law invariant coherent risk measures, satisfying the Fatou property.The latter property was introduced by F. Delbaen [D 02].
Walter Schachermayer +2 more
core +2 more sources
Foundations and Trends® in Microeconomics, 2006 The purpose of the survey is to summarize, discuss, and interpret published research concerning the risk aversion of decision makers who maximize expected utility. In doing this, two points are emphasized. First, any measure of risk aversion is specific to the particular outcome variable over which the measure is defined or estimated, and second when ...
Donald J. Meyer, Jack Meyer
openaire +2 more sources