Results 81 to 90 of about 10,022,624 (305)

Optimization of Risk Measures [PDF]

We consider optimization problems involving coherent risk measures. We derive necessary and sufficient conditions of optimality for these problems, and we discuss the nature of the nonanticipativity constraints.
Andrzej Ruszczynski, Alexander Shapiro
core  

Gut microbiome and aging—A dynamic interplay of microbes, metabolites, and the immune system

FEBS Letters, EarlyView.
Age‐dependent shifts in microbial communities engender shifts in microbial metabolite profiles. These in turn drive shifts in barrier surface permeability of the gut and brain and induce immune activation. When paired with preexisting age‐related chronic inflammation this increases the risk of neuroinflammation and neurodegenerative diseases.
Aaron Mehl, Eran Blacher
wiley   +1 more source

PERFORMANCE LOSS QUANTIFICATION IN KERNEL DENSITY ESTIMATION FOR ACTUARIAL AND FINANCIAL ANALYSIS

Barekeng
Accurately estimating aggregate loss distributions is critical in actuarial and financial risk assessment, as it underpins effective risk analysis and the development of mitigation strategies.
Shafira Fauzia Untsa, Nanang Susyanto, Danang Teguh Qoiyyimi, Dwi Ertiningsih   +3 more
doaj   +1 more source

Measures of downside risk [PDF]

The paper characterizes a family of downside risk measures. They depend on a target value and a parameter reflecting the attitude towards downside risk. The indicators are probability weighted -order means of possible shortfalls.
Udo Ebert
core  

On representing claims for coherent risk measures [PDF]

, 2007
We consider the problem of representing claims for coherent risk measures. For this purpose we introduce the concept of (weak and strong) time-consistency with respect to a portfolio of assets, generalizing the one defined in Delbaen [7]. In a similar
Berkaoui, Abdelkarem, Jacka, Saul D.
core  

The human gut microbiome across the life course

FEBS Letters, EarlyView.
Despite significant individual variation and continuous change throughout life, the human gut microbiome follows some life stage‐specific trends. This article provides a brief overview of how gut microbiome composition shifts across different phases of life. Created in BioRender. Özkurt, E. (2026) https://BioRender.com/8q4nrnc.
Alise J. Ponsero, Basak Bahcivanci, Antonietta Hayhoe, Animesh Acharjee, Ezgi Özkurt   +4 more
wiley   +1 more source

Firm’s Risk-Return Association Facets and Prospect Theory Findings—An Emerging versus Developed Country Context

Risks, 2018
A risk-return association under normal market conditions can be conventional positive (risk-averse) or “paradoxical„ negative (risk seeking).
Ranjan Das Gupta, Rajesh Pathak
doaj   +1 more source

A representation of risk measures [PDF]

Decisions in Economics and Finance, 2016
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +3 more sources

Conditional and Dynamic Convex Risk Measures [PDF]

We extend the definition of a convex risk measure to a conditional framework where additional information is available. We characterize these risk measures through the associated acceptance sets and prove a representation result in terms of conditional ...
Kai Detlefsen, Giacomo Scandolo
core  

Degradation mechanism of the von Willebrand factor A2 domain by nattokinase

FEBS Letters, EarlyView.
Nattokinase, a natto‐derived protease, exhibits potent antithrombotic effects. This study demonstrates that nattokinase directly cleaves the von Willebrand factor (vWF) A2 domain in vitro. Unlike the native regulator ADAMTS13, nattokinase degrades folded vWF independently of shear stress.
Ryuichi Hyakumoto, Masatomo So, Ayako Furukawa, Kenji Sugase   +3 more
wiley   +1 more source