Results 111 to 120 of about 138,460 (299)

On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures [PDF]

, 2020
Zhengjun Zhang
openalex   +1 more source

Parametric Forecasting of Value at Risk Using Heavy Tailed Distribution [PDF]

, 2006
This paper deals with modeling volatility of returns of Pliva stocks on Zagreb Stock Exchange for Value at Risk forecasting. Volatility reaction and volatility persistence are measured using asymmetric GARCH process. Croatian capital market characteristic is absence of intensive reaction on "good" information.
Arnerić, Josip, Jurun, Elza, Pivac, Snježana   +2 more
openaire   +1 more source

Coating Artificial Spider Silk Fiber with Magnetic FeCo: An Effective Strategy for Creating a Flexible Magneto‐Responsive Material

Advanced Functional Materials, EarlyView.
An original method is presented for producing artificial spider silk fibers with magnetic and magnetomechanical responsiveness, which consists in coating them with a nanometer‐thick layer of FeCo alloy by sputtering deposition. The challenge of combining organic materials and inorganic magnetic nanostructures is addressed, thus taking a step forward ...
Filippo Lanaro, Federico Spizzo, Gabriele Greco, Benjamin Schmuck, Anna Rising, Lucia Del Bianco   +5 more
wiley   +1 more source

A New Logistic Distribution and Its Properties, Applications and PORT-VaR Analysis for Extreme Financial Claims

Mathematical and Computational Applications
This paper introduces a new extension of exponentiated standard logistic distribution. Some important statistical properties of the novel family of distributions are discussed. A simulation study is also conducted to observe the behavior of the estimated
Piotr Sulewski, Morad Alizadeh, Jondeep Das, Gholamhossein G. Hamedani, Partha Jyoti Hazarika, Javier E. Contreras-Reyes, Haitham M. Yousof   +6 more
doaj   +1 more source

Pemodelan Besar Klaim menggunakan Distribusi Berekor dan Tail-Value-at-Risk (TVaR) pada Data Sampel Badan Penyelenggara Jaminan Sosial (BPJS) Kesehatan

, 2023
Vicko Regenio Widodo, Firman Adiyansyah, Yusril Rais Anwar, Kurnia Novita Sari   +3 more
openalex   +2 more sources

Discussion on paper ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’ by Zhengjun Zhang [PDF]

, 2021
Yongcheng Qi
openalex   +1 more source

Exploring an Alternative to mRNA Vaccine Cold Chain Storage: MRNA‐Lipid Nanoparticle Stability When Dried in a Polymer Matrix

Advanced Functional Materials, EarlyView.
The nanostructure, size, and function of mRNA‐loaded lipid nanoparticles are evaluated before drying, within polymer microneedles, and after rehydration. The results reveal the polymer and LNP loadings required to recover nanostructure and preserve the delivery performance in dry‐state formulations.
Brendan P. Dyett, Shahad K. Alsaiari, John L. Daristotle, Timothy A. Forster, Alicia Lau, Dhruv Varshney, Rania Afaneh, Andrew R. Hanna, Charles Sloane, David Mankus, Haitao Yu, Jiali Zhai, DongSoo Yun, Lisa H. Tostanoski, Abigail Lytton‐Jean, Dan H. Barouch, Charlotte E. Conn, Robert Langer, Ana Jaklenec, Calum J. Drummond   +19 more
wiley   +1 more source

The Value at Risk Analysis using Heavy-Tailed Distribution on the Insurance Claims Data

JTAM (Jurnal Teori dan Aplikasi Matematika)
The insurance has often been involved to minimize financial losses. As the product providers, the insurance companies must effectively manage risks to prevent errors in risk measurement. The amount of risk or loss experienced by the policyholder refers to the claim amount. The Value at Risk (VaR) is commonly used to measure risk.
Utriweni Mukhaiyar, Aprilia Dianpermatasari, Azizah Dzakiya, Sasqia Bunga Widyani, Husnul Khatimah Syam   +4 more
openaire   +2 more sources

Mechanoluminescent HOF Nanotransducers Enabled Sono‐Optogenetics in Parkinsonian Rats

Advanced Functional Materials, EarlyView.
We present a mechanoluminescent system utilizing porous hydrogen‐bonded organic frameworks (HOFs) as a toolkit for focused ultrasound‐triggered, non‐invasive light delivery to the deep brain in rats. This approach enables the specific activation of PV‐GPe neurons in dopamine‐depleted Parkinson's disease rat models, resulting in a comparable alleviation
Wenliang Wang, Ilya Pyatnitskiy, Yanshu Shi, Kai Wing Kevin Tang, Yi Xie, Sihan Yu, Thomas Wynn, Xiangping Liu, Ju‐Chun Hsieh, Jinmo Jeong, Weilong He, Brinkley Artman, Anakaren Romero Lozano, Xi Shi, Arjun Sangani, Lief E Fenno, Samantha Santacruz, Banglin Chen, Huiliang Wang   +18 more
wiley   +1 more source

Modelling Extreme Losses in JSE Life Insurance Price Index Growth Rates Using the Generalised Extreme Value Distribution (GEVD) and the Generalised Pareto Distribution (GPD)

Data
The life insurance sector plays a critical role in financial system stability but is inherently exposed to extreme market fluctuations due to long-term liabilities and asset–liability mismatches. This study investigates extreme losses in the growth rates
Delson Chikobvu, Tendai Makoni, Frans Frederik Koning   +2 more
doaj   +1 more source