Results 131 to 140 of about 141,342 (308)
Advanced Functional Materials, EarlyView.Highly hydrophilic surfaces (water contact angle, ≈17.7°) exhibiting surprising water slipping performance (sliding angle, ≈7.3°) are successfully prepared via simple chemisorption of polyethylene glycol (PEG) organosilane and subsequent alkali‐treatment.
Hyeonjin Kim +5 more
wiley +1 more source
An M-estimator of multivariate tail dependence.
AN M-ESTIMATOR OF TAIL DEPENDENCE. Extreme value theory is the part of probability and statistics that provides the theoretical background for modeling events that almost never happen.
Krajina, A.
core
Advanced Healthcare Materials, EarlyView.The repair and regeneration of brain tissue faces both biological and technical challenges. Injectable bioscaffolds offer new opportunities to stimulate tissue regrowth in the brain by recruiting neural stem cells. Here, the translational issues are reviewed that need to be address to advance this promising new therapeutic approach from the bench to ...
Michel Modo, Alena Kisel
wiley +1 more source
An evaluation of the adequacy of Lévy and extreme value tail risk estimates
Financial InnovationThis study investigates the simplicity and adequacy of tail-based risk measures—value-at-risk (VaR) and expected shortfall (ES)—when applied to tail targeting of the extreme value (EV) model.
Sharif Mozumder +2 more
doaj +1 more source
New stochastic comparisons based on tail values at risk
In this paper we provide a new criterion for the comparison of claims, when we have conditional claims arising in stop loss contracts or contracts with franchise deductible. These stochastic comparisons are made on the basis of the Tail Value at Risk (also known as conditional tail expectation), just for a fixed level and beyond.
Belzunce, Félix +2 more
openaire +2 more sources
Measuring market risk using extreme value theory
The adoption of Basel II standards by the Bangko Sentral ng Pilipinas initiates financial institutions to develop value-at-risk (VaR) models to measure market risk.
Mapa, Dennis S., Suaiso, Oliver Q.
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Scaling conditional tail probability and quantile estimators [PDF]
We present a novel procedure for scaling relatively high frequency tail probability and quantile estimates for the conditional distribution of returns.
John Cotter
core
A Novel Decellularized Fibrocartilage Graft Promotes Tympanic Membrane Repair
Advanced Healthcare Materials, EarlyView.An off‐the‐shelf decellularized porcine meniscus fibrocartilage graft (MEND) is engineered for pediatric tympanoplasty. Featuring a microchannel architecture that promotes host cell invasion, MEND rapidly closes tympanic membrane perforations and fully remodels in vivo, outperforming fascia and matching cartilage grafts while avoiding donor‐site ...
Paul M. Gehret +6 more
wiley +1 more source
Methodology and Implementation of Value-at-Risk Measures in Emerging Fixed-Income Markets with Infrequent Trading. [PDF]
This paper deals with the issue of calculating daily Value-at-Risk (VaR) measures within an environment of thin trading. Our approach focuses on fixed income portfolios with low frequency of transactions in which the missing data problem makes VaR ...
Diether Beuermann +2 more
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Decellularized Extracellular Matrix (dECM) in Tendon Regeneration: A Comprehensive Review
Advanced Healthcare Materials, EarlyView.Decellularized Extracellular Matrix (dECM) offers a promising solution by replicating the native tendon microenvironment and promoting regeneration. This review highlights advances in the decellularization methods, as well as their integration with emerging technologies and translational progress in tendon tissue engineering.
Kumaresan Sakthiabirami +4 more
wiley +1 more source