Results 281 to 290 of about 2,204,741 (325)
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The Journal of Operational Risk, 2007
According to the last proposals of the Basel Committee on Banking Supervision, banks are allowed to use the Advanced Measurement Approach (AMA) option for the computation of their capital charge covering operational risks. Among these methods, the Loss Distribution Approach (LDA) is the most sophisticated (see Frachot et al (2001) and Baud et al (2002))
FIGINI, SILVIA +3 more
openaire +3 more sources
According to the last proposals of the Basel Committee on Banking Supervision, banks are allowed to use the Advanced Measurement Approach (AMA) option for the computation of their capital charge covering operational risks. Among these methods, the Loss Distribution Approach (LDA) is the most sophisticated (see Frachot et al (2001) and Baud et al (2002))
FIGINI, SILVIA +3 more
openaire +3 more sources
, 2020
Landslides are one of the catastrophic natural hazards that occur in mountainous areas, leading to loss of life, damage to properties, and economic disruption.
Abdelaziz Merghadi +7 more
semanticscholar +1 more source
Landslides are one of the catastrophic natural hazards that occur in mountainous areas, leading to loss of life, damage to properties, and economic disruption.
Abdelaziz Merghadi +7 more
semanticscholar +1 more source
Tone at the Bottom: Measuring Corporate Misconduct Risk from the Text of Employee Reviews
Management Sciences, 2021This paper examines whether information extracted via text-based statistical methods applied to employee reviews left on the website Glassdoor.com can be used to develop indicators of corporate misconduct risk.
Dennis Campbell, Ruidi Shang
semanticscholar +1 more source
Methods of Prioritizing and Measuring Occupational Health Risks Utilizing Hospital Back Injury Data
Journal of Occupational & Environmental Medicine, 1997The employee health service of a Boston hospital wanted a method to prioritize the risk of occupational injury or illness among its employees as the first step in developing a comprehensive ergonomics program. Data from the safety office and workers' compensation third-party administrator (TPA) was combined with hospital payroll data to create rates ...
M R, Jarrard +3 more
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SSRN Electronic Journal, 2020
Crude oil prices are particularly volatile. Managing such price risks is vital for participants in financial markets, in particular the oil market. In the perspective of a long position, we conduct an in-depth study of popular existing statistical approaches as well as a recently developed method to estimate Value at Risk of the next day's oil price ...
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Crude oil prices are particularly volatile. Managing such price risks is vital for participants in financial markets, in particular the oil market. In the perspective of a long position, we conduct an in-depth study of popular existing statistical approaches as well as a recently developed method to estimate Value at Risk of the next day's oil price ...
openaire +1 more source
SSRN Electronic Journal, 2015
During the last two decades, the general superiority of Expected Shortfall (ES) over Value-at-Risk (VaR) has been highlighted frequently. Nevertheless, VaR remained the fundamental regime for regulatory internal model approaches to market risk under Basel I, Basel II(.5) and Basel III for more than 15 years.
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During the last two decades, the general superiority of Expected Shortfall (ES) over Value-at-Risk (VaR) has been highlighted frequently. Nevertheless, VaR remained the fundamental regime for regulatory internal model approaches to market risk under Basel I, Basel II(.5) and Basel III for more than 15 years.
openaire +1 more source
Psychiatry Research, 2019
To quantitatively assess the association of problematic smartphone use (PSU) with poor sleep quality, depression, and anxiety, we reviewed current evidence from observational studies and performed a systematic review and meta-analysis.
Jiaxin Yang +3 more
semanticscholar +1 more source
To quantitatively assess the association of problematic smartphone use (PSU) with poor sleep quality, depression, and anxiety, we reviewed current evidence from observational studies and performed a systematic review and meta-analysis.
Jiaxin Yang +3 more
semanticscholar +1 more source
2014
The first part of this dissertation focuses on methods to adjust for measurement error in risk prediction models. In chapter one, we propose a nonparametric adjustment for measurement error in time to event data. Measurement error in time to event data used as a predictor will lead to inaccurate predictions.
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The first part of this dissertation focuses on methods to adjust for measurement error in risk prediction models. In chapter one, we propose a nonparametric adjustment for measurement error in time to event data. Measurement error in time to event data used as a predictor will lead to inaccurate predictions.
openaire +1 more source
Information-theoretic disclosure risk measures in statistical disclosure control of tabular data
Proceedings 14th International Conference on Scientific and Statistical Database Management, 2002J. Domingo-Ferrer +2 more
semanticscholar +1 more source
Modern statistical methods in respiratory medicine
Respirology (Carlton South. Print), 2014R. Wolfe, M. Abramson
semanticscholar +1 more source