Results 131 to 140 of about 521,883 (320)

Agricultural Applications of Value-at-Risk Analysis: A Perspective [PDF]

Value-at-Risk (VaR) determines the probability of a portfolio of assets losing a certain amount in a given time period due to adverse market conditions with a particular level of confidence.
Mark R. Manfredo, Raymond M. Leuthold
core  

Unbiased estimation of risk

, 2017
The estimation of risk measures recently gained a lot of attention, partly because of the backtesting issues of expected shortfall related to elicitability.
Pitera, Marcin, Schmidt, Thorsten
core   +1 more source

Response to Allopurinol and Febuxostat According to the Fractional Excretion of Urate in Men With Gout

Arthritis Care &Research, EarlyView.
Objective Body mass index (BMI), glomerular filtration rate (GFR), and pretreatment urate levels have been reported to influence the urate‐lowering response to allopurinol. We investigated whether the fractional excretion of uric acid (FEUA) also modulates this response and relates to oxypurinol concentrations.
Pascal Richette, Anouk Walter‐Petrich, Quang Dinh Nguyen, Matthieu Resche‐Rigon, Quang Huy Dinh Nguyen, Minh Duc Do, Thao Phuong Mai, Tuan Duc Nguyen, Fernando Perez‐Ruiz, Emmanuel Letavernier, Tristan Pascart, Augustin Latourte, Hang Korng Ea, Thomas Bardin   +13 more
wiley   +1 more source

Odd Log-Logistic XGamma Model: Bayesian and Classical Estimation with Risk Analysis Utilizing Reinsurance Revenues Data

Journal of Statistical Theory and Applications (JSTA)
Effective risk exposure descriptions can be made using continuous distributions. To illustrate the level of exposure to a certain danger, it is better to use a single number, or at the very least, a small set of numbers.
Vahid Ranjbar, Morad Alizadeh, Mahmoud Afshari, Haitham M. Yousof   +3 more
doaj   +1 more source

Estimation de mesures de risque pour des pluies extrêmes dans la région Cévennes-Vivarais [PDF]

, 2013
National audienceOn dénombre de nombreuses mesures de risque dans la littérature dont la Value-at-Risk et la Conditional Tail Expectation. En termes statistiques, la Value-at-Risk est un quantile de la distribution de la variable aléatoire d'intérêt.
El Methni, Jonathan, Gardes, Laurent, Girard, Stéphane   +2 more
core   +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

Mycophenolate Mofetil Treatment Reduces the Risk of Treatment Escalation Due to Vascular Complications in Limited Cutaneous Systemic Sclerosis: Emulation of a Target Trial From the Italian Rheumatology Society SPRING Registry

Arthritis Care &Research, EarlyView.
Objective Mycophenolate mofetil (MMF) use in limited cutaneous systemic sclerosis (lcSSc) is relatively uncommon because of the lower fibrotic burden and the predominance of vascular complications. In vitro observations and clinical data from transplanted patients suggest a protective effect of MMF on endothelial function.
Enrico De Lorenzis, Gerlando Natalello, Rossella De Angelis, Lucrezia Verardi, Dilia Giuggioli, Gianluigi Bajocchi, Lorenzo Dagna, Silvia Bellando‐Randone, Giovanni Zanframundo, Rosario Foti, Fabio Cacciapaglia, Giovanna Cuomo, Alarico Ariani, Edoardo Rosato, Gemma Lepri, Francesco Girelli, Valeria Riccieri, Elisabetta Zanatta, Ilaria Cavazzana, Francesca Ingegnoli, Maria De Santis, Giuseppe Murdaca, Giuseppina Abignano, Giorgio Pettiti, Alessandra Della Rossa, Maurizio Caminiti, Annamaria Iuliano, Giovanni Ciano, Lorenzo Beretta, Gianluca Bagnato, Ennio Lubrano, Maria Ilenia De Andres, Alessandro Giollo, Cosimo Bruni, Martina Orlandi, Marco Fornaro, Marta Saracco, Cecilia Agnes, Pier Giacomo Cerasuolo, Gabriella Alonzi, Edoardo Cipolletta, Federica Lumetti, Amelia Spinella, Luca Magnani, Corrado Campochiaro, Giacomo De Luca, Veronica Codullo, Elisa Visalli, Carlo Iandoli, Antonietta Gigante, Greta Pellegrino, Erika Pigatto, Maria‐Grazia Lazzaroni, Franco Franceschini, Elena Generali, Gianna Mennillo, Simone Barsotti, Giuseppa Pagano Mariano, Federica Furini, Licia Vultaggio, Simone Parisi, Clara Lisa Peroni, Gerolamo Bianchi, Enrico Fusaro, Gian Domenico Sebastiani, Marcello Govoni, Salvatore D'Angelo, Franco Cozzi, Fabrizio Conti, Serena Guiducci, Andrea Doria, Carlo Salvarani, Florenzo Iannone, Maria Antonietta D'Agostino, Clodoveo Ferri, Marco Matucci Cerinic, Silvia Laura Bosello, on behalf of the SPRING Italian Registry Collaborators   +77 more
wiley   +1 more source

An extended Rayleigh Weibull model with actuarial measures and applications

Heliyon
In this article, we discuss a new extension of the Rayleigh-Weibull model using the Marshall-Olkin family of distributions. The proposed model is called the Marshall-Olkin-Rayleigh-Weibull (MORW) model.
Mohammed Elgarhy, Arne Johannssen, Mohamed Kayid   +2 more
doaj   +1 more source

Discordance between systemic lupus erythematosus disease activity index domain weights and their association with organ damage accrual

Arthritis Care &Research, Accepted Article.
Objective Studies of damage accrual in patients with systemic lupus erythematosus (SLE) show associations with disease activity measured by the SLE Disease Activity Index 2000 (SLEDAI‐2K), but these associations are imperfect. SLEDAI scores are powerfully influenced by weightings (1‐8) assigned to each domain.
Kevin Zhang, Eric F. Morand, Sarah E. Boyd, François Petitjean, Alberta Hoi, Rachel Koelmeyer, Iolanda Miceli, Julie A. Monk, Hieu T. Nim   +8 more
wiley   +1 more source

Real‐world trends in prenatal antirheumatic drug utilization in Ontario, Canada: A cross‐sectional time‐series analysis

Arthritis Care &Research, Accepted Article.
Objectives This study aimed to describe real‐world trends in preconception and prenatal use of antirheumatic drugs among pregnant individuals with rheumatic diseases in Ontario, Canada. Methods We conducted a time‐series analysis using repeated cross‐sectional data to examine annual patterns of disease‐modifying antirheumatic drug (DMARD) use among ...
Shenthuraan Tharmarajah, Swaleh Hussain, Sara J.T. Guilcher, Lisa M. McCarthy, Dharini Mahendira, Howard Berger, Mina Tadrous   +6 more
wiley   +1 more source