Results 71 to 80 of about 5,864,540 (301)
Tail approximation for credit risk portfolios with heavy-tailed risk factors [PDF]
We consider a portfolio credit risk model in the spirit of CreditMetrics [15]. The multivariate normally distributed underlying risk factors in that model are replaced by more general multivariate elliptical factors with heavy-tailed marginals, introducing tail-dependence. We consider a full-scale version of the model, i.e.
openaire +1 more source
This study shows that lung adenocarcinomas exploit developmental branching morphogenesis to acquire a therapy resistant basal‐like tumour cell state. This process was found to be regulated by combined TP53 loss‐of‐function and type‐I interferon signalling, identifying a novel axis for biomarker and therapeutic target discovery.
Kamila J Bienkowska +13 more
wiley +1 more source
Tail dependence, tail asymmetry and credit portfolio risk
Summary: In the risk management of the credit portfolio of a bank, Normal copula is standard for modelling dependencies between each credit in the portfolio. The Normal copula modelling is criticized by the tendency of underestimation of the risk due to its asymptotic independence. This paper analyses the effect of dependence between each extreme value
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We identify USP29 as the only DUB mirroring CA9 expression, a marker of hypoxia and HIF pathway activation associated with PCA aggressiveness. USP29 stabilizes HIF‐1α and HIF‐2α via a noncanonical mechanism that is independent of PHD/pVHL activity yet relies on proteasomal regulation, establishing USP29 as a previously unrecognized regulator of hypoxic
Amelie S Schober +16 more
wiley +1 more source
Tail biting in domestic pigs relates to a range of risk factors, primarily in the pigs’ environment. Preventive tail docking is widely used, and various experimental approaches suggest that docking reduces the risk of tail biting.
K. Thodberg +3 more
doaj +1 more source
MITF maintains genome stability in nonmelanocyte lineages
MITF is essential for melanocyte survival and acts as an oncogene in 10%–20% of melanomas. We show that MITF depletion causes genome instability in nonmelanocytic cells, leading to LATS2‐mediated P53 activation, cell cycle arrest, and apoptosis. This study highlights the role of MITF as a genome maintenance factor beyond the melanocyte lineage. Created
Drifa H. Gudmundsdottir +13 more
wiley +1 more source
Extreme Value Theory for Tail-Related Risk Measures [PDF]
Many fields of modern science and engineering have to deal with events which are rare but have significant consequences. Extreme value theory is considered to provide the basis for the statistical modeling of such extremes. The potential of extreme value
Evis Këllezi, Manfred Gilli
core
Circulating microRNAs as biomarkers of cachexia and sex‐specific cancer in senior dogs. In 25 client‐owned dogs, four circulating miRNAs (miR‐15a, miR‐15b, miR‐16, miR‐140) were downregulated in cachexia, with miR‐16 the strongest individual biomarker (AUC = 0.899).
Soon‐Seok Park +6 more
wiley +1 more source
Tail Risks Across Investment Funds
The purpose of the article. Managed portfolios are subject to tail risks, which can be either index level (systematic) or fund-specific. Examples of fund-specific extreme events include those due to big bets or fraud.
Jerchern Lin
doaj +1 more source
Tumour heterogeneity and clonal evolution of metastatic salivary gland cancer were evaluated in two patients with adenoid carcinoma and one patient with myoepithelial carcinoma. Radiology‐guided autopsy enabled multi‐region sampling (total samples n = 149), followed by whole‐genome sequencing and phylogenetic reconstruction (17 tumour samples, 4–7 per ...
Gerben Lassche +10 more
wiley +1 more source

