Results 91 to 100 of about 510,642 (302)

The comovements of tail risks in time and frequency domains: evidence from US and emerging Asian stock markets

Future Business Journal
The study applies the wavelet local multiple correlations to investigate the level of comovements among the tail risks of US and emerging Asian stock markets in both time and frequency domains.
Boubekeur Baba
doaj   +1 more source

Assessing financial risk with extreme value theory: US financial indemnity loss data analysis

Alexandria Engineering Journal
In this paper, we presented a financial analysis of the values of financial losses for real data in light of a set of indicators for measuring financial risks.
Abdussalam Aljadani
doaj   +1 more source

Some Comments on QIS3. [PDF]

In this paper we discuss some issues proposed in the Solvency II - QIS3 report. In particular we comment and discuss the \AISAM-ACME study on non-life long tail liabilities; reserve risk and risk margin assessment under Solvency II".
Dhaene, Jan, Goovaerts, Marc, Van Weert, Koen   +2 more
core  

The MMP‐9/TIMP‐1 Ratio and Concentrations of Osteopontin Are Elevated in Cerebrospinal Fluid of People With Multiple Sclerosis and Decrease After Autologous Hematopoietic Stem Cell Transplantation

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objectives To evaluate the utility of cerebrospinal fluid (CSF) biomarkers—matrix metalloproteinase‐9 (MMP‐9), tissue inhibitor of metalloproteinases‐1 (TIMP‐1), the MMP‐9/TIMP‐1 ratio, and osteopontin (OPN)—as indicators of blood–brain barrier (BBB) integrity and disease activity in people with relapsing–remitting multiple sclerosis (pwMS ...
Ivan Pavlovic, Ida Erngren, Kim Kultima, Anders Larsson, Malin Müller, Anna Wiberg, Joachim Burman   +6 more
wiley   +1 more source

Bayesian inference for CoVaR

, 2013
Recent financial disasters emphasised the need to investigate the consequence associated with the tail co-movements among institutions; episodes of contagion are frequently observed and increase the probability of large losses affecting market ...
Bernardi, Mauro, Gayraud, Ghislaine, Petrella, Lea   +2 more
core  

Nationwide Survey of Atopic Myelitis and Plexin D1‐Immunoglobulin G‐Related Pain

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective To elucidate the features of plexin D1‐immunoglobulin (Ig)G‐associated neuropathic pain and its relationship to atopic myelitis (AM) in a nationwide Japanese survey. Methods A preliminary survey questionnaire was sent to 1574 selected departments (neurology and pediatrics/pediatric neurology) to explore the numbers of AM and plexin ...
Jun‐ichi Kira, Xu Zhang, Takayuki Fujii, Mikio Mitsuishi, Miho Ushijima, Sato Yoshidomi, Ayako Sakoda, Tomohiro Imamura, Satoshi Kuwabara, Noriko Isobe, Yuri Nakamura   +10 more
wiley   +1 more source

Network Localization of Fatigue in Multiple Sclerosis

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Background Fatigue is among the most common symptoms and one of the main factors determining the quality of life in multiple sclerosis (MS). However, the neurobiological mechanisms underlying fatigue are not fully understood. Here we studied lesion locations and their connections in individuals with MS, aiming to identify brain networks ...
Olli Likitalo, Jaakko Kungshamn, Albert Bellmunt‐Gil, Silvia Tommasin, Abhineet Ojha, Matias Viitala, Juho Aaltonen, Jyrki Lötjönen, Juha Koikkalainen, Pauli Ylikotila, Patrizia Pantano, Merja Soilu‐Hänninen, Juho Joutsa   +12 more
wiley   +1 more source

Modelling Risk Dependencies in Insurance Using Survival Clayton Copula [PDF]

Statistika: Statistics and Economy Journal
Our aim in this paper is to show the use of survival Clayton copula as a suitable tool for modelling risk dependencies in insurance. Apurpose-built simulation of an adequate upper tail dependence can be an important part of the aggregation of risks in an
Vladimír Mucha, Michal Páleš, Patrícia Teplanová   +2 more
doaj   +1 more source

Estimation of tail thickness parameters from GJR-GARCH models [PDF]

We propose a method of estimating the Pareto tail thickness parameter of the unconditional distribution of a financial time series by exploiting the implications of a GJR-GARCH volatility model.
Emma M. Iglesias, Oliver Linton
core  

Changes in Immune‐Inflammation Status and Acute Ischemic Stroke Prognosis in Prospective Cohort

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Background Inflammation is a critical risk factor for poor outcomes in cerebral infarction. Prior studies focused primarily on baseline inflammation status, neglecting dynamic longitudinal changes. We try to investigate the association between immune‐inflammation status alterations and stroke prognosis, and evaluated three systemic biomarkers'
Songfang Chen, Wenting Huang, Yitian Liu, Xuan Chen, Buyu Ke, Qian Shen, Hanyu Cai, Jing Sun, Yan Li, Yungang Cao, Beilei Hu, Keyang Chen   +11 more
wiley   +1 more source