Results 101 to 110 of about 521,883 (320)
, 2002 Financial institutions have to allocate so-called "economic capital" in order to guarantee solvency to their clients and counter parties. Mathematically speaking, any methodology of allocating capital is a "risk measure", i.e.
Tasche, Dirk
core +2 more sources
Clustering Algorithm Reveals Dopamine‐Motor Mismatch in Cognitively Preserved Parkinson's Disease
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective To explore the relationship between dopaminergic denervation and motor impairment in two de novo Parkinson's disease (PD) cohorts. Methods n = 249 PD patients from Parkinson's Progression Markers Initiative (PPMI) and n = 84 from an external clinical cohort.
Rachele Malito +14 more
wiley +1 more source
Assessing financial risk with extreme value theory: US financial indemnity loss data analysis
Alexandria Engineering JournalIn 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
Fluid Biomarkers of Disease Burden and Cognitive Dysfunction in Progressive Supranuclear Palsy
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective Identifying objective biomarkers for progressive supranuclear palsy (PSP) is crucial to improving diagnosis and establishing clinical trial and treatment endpoints. This study evaluated fluid biomarkers in PSP versus controls and their associations with regional 18F‐PI‐2620 tau‐PET, clinical, and cognitive outcomes.
Roxane Dilcher +10 more
wiley +1 more source
Modelling Risk Dependencies in Insurance Using Survival Clayton Copula [PDF]
Statistika: Statistics and Economy JournalOur 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 +2 more
doaj +1 more source
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 +2 more
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VaR-implied tail-correlation matrices : [Version October 2013] [PDF]
, 2013 Empirical evidence suggests that asset returns correlate more strongly in bear markets than conventional correlation estimates imply. We propose a method for determining complete tail correlation matrices based on Value-at-Risk (VaR) estimates.
Mittnik, Stefan
core
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Background and Objectives Multiple sclerosis (MS) exhibits racially disparate rates of disease progression. Black people with MS (B‐PwMS) experience a more severe disease course than non‐Hispanic White people with MS (NHW‐PwMS). Here we investigated structural and functional connectivity as well as structure–function decoupling in the ...
Emilio Cipriano +11 more
wiley +1 more source
, 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 +2 more
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Multidimensional Profiling of MRI‐Negative Temporal Lobe Epilepsy Uncovers Distinct Phenotypes
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective Although hippocampal sclerosis (TLE‐HS) represents the most frequent cause of temporal lobe epilepsy (TLE), up to 30% of patients show no lesion on visual MRI inspection (TLE‐MRIneg). These cases pose diagnostic and therapeutic challenges and are underrepresented in surgical series.
Alice Ballerini +28 more
wiley +1 more source