Results 71 to 80 of about 658,287 (293)

Tail approximation for reinsurance portfolios of Gaussian-like risks [PDF]

, 2014
We consider two different portfolios of proportional reinsurance of the same pool of risks. This contribution is concerned with Gaussian-like risks, which means that for large values the survival function of such risks is, up to a multiplier, the same as
Farkas, Julia, Hashorva, Enkelejd
core   +3 more sources

Estimating portfolio risk for tail risk protection strategies [PDF]

European Financial Management, 2018
AbstractWe forecast portfolio risk for managing dynamic tail risk protection strategies, based on extreme value theory, expectile regression, copula‐GARCH and dynamic generalized autoregressive score models. Utilizing a loss function that overcomes the lack of elicitability for expected shortfall, we propose a novel expected shortfall (and value‐at ...
Happersberger, David, Lohre, Harald, Nolte, Ingmar   +2 more
openaire   +2 more sources

Liquid biopsy epigenetics: establishing a molecular profile based on cell‐free DNA

Molecular Oncology, EarlyView.
Cell‐free DNA (cfDNA) fragments in plasma from cancer patients carry epigenetic signatures reflecting their cells of origin. These epigenetic features include DNA methylation, nucleosome modifications, and variations in fragmentation. This review describes the biological properties of each feature and explores optimal strategies for harnessing cfDNA ...
Christoffer Trier Maansson, Anders Lade Nielsen, Boe Sandahl Sorensen   +2 more
wiley   +1 more source

Intein‐based modular chimeric antigen receptor platform for specific CD19/CD20 co‐targeting

Molecular Oncology, EarlyView.
CARtein is a modular CAR platform that uses split inteins to splice antigen‐recognition modules onto a universal signaling backbone, enabling precise, scarless assembly without re‐engineering signaling domains. Deployed here against CD19 and CD20 in B‐cell malignancies, the design supports flexible multi‐antigen targeting to boost T‐cell activation and
Pablo Gonzalez‐Garcia, Noelia Moares, Wenjie Yi‐He, Rosa Luna‐Espejo, Ricardo Fernandez‐Cisnal, Javier Ocaña‐Cuesta, Juan P. Muñoz‐Miranda, Antonio Gabucio, Cecilia M. Fernandez‐Ponce, Francisco Garcia‐Cozar   +9 more
wiley   +1 more source

Bank tail risk in China

International Studies of Economics
In this study, we investigate the tail dependency between bank stocks in China and 35 common risk factors. We measure univariate and multivariate conditional tail risk probabilities.
Huan Yang, Jun Cai, Lin Huang
doaj   +1 more source

Molecular characterisation of human penile carcinoma and generation of paired epithelial primary cell lines

Molecular Oncology, EarlyView.
Generation of two normal and tumour (cancerous) paired human cell lines using an established tissue culture technique and their characterisation is described. Cell lines were characterised at cellular, protein, chromosome and gene expression levels and for HPV status.
Simon Broad, Mahmood Hachim, Tom Bertin, Karolina Penderecka, Rifat Hamoudi, Saif Khan, Rui Henrique, Natalie Bergmoser, Manit Arya, Kalle Sipila, Matteo Vietri Rudan, Asif Muneer, Aamir Ahmed   +12 more
wiley   +1 more source

Quantifying Tail Risk Spillovers in Chinese Petroleum Supply Chain Enterprises: A Neural-Network-Inspired Multi-Layer Machine Learning Framework

Systems
This study constructs a neural-network-inspired multi-layer machine learning model (RQLNet) to measure and analyze the effects of tail risk spillover and its associated sensitivities to macroeconomic factors among petroleum supply chain enterprises.
Xin Zheng, Lei Wang, Tingqiang Chen, Tao Xu   +3 more
doaj   +1 more source

Cis‐regulatory and long noncoding RNA alterations in breast cancer – current insights, biomarker utility, and the critical need for functional validation

Molecular Oncology, EarlyView.
The noncoding region of the genome plays a key role in regulating gene expression, and mutations within these regions are capable of altering it. Researchers have identified multiple functional noncoding mutations associated with increased cancer risk in the genome of breast cancer patients.
Arnau Cuy Saqués, Aracele Martinez‐Mendez, John Crown, Alex Eustace   +3 more
wiley   +1 more source

Comparative Analysis of Tail Risk in Emerging and Developed Equity Markets: An Extreme Value Theory Perspective

International Journal of Financial Studies
This research explores the application of extreme value theory in modelling and quantifying tail risks across different economic equity markets, with focus on the Nairobi Securities Exchange (NSE20), the South African Equity Market (FTSE/JSE Top40) and ...
Sthembiso Dlamini, Sandile Charles Shongwe   +1 more
doaj   +1 more source

Tail Risk in Production Networks

Econometrica, 2022
This paper describes the response of the economy to large shocks in a nonlinear production network. A sector's tail centrality measures how a large negative shock transmits to GDP, that is, the systemic risk of the sector. Tail centrality is theoretically and empirically very different from local centrality measures such as sales share—in ...
openaire   +2 more sources