Results 141 to 150 of about 141,342 (308)
Modelling Catastrophic Risk in International Equity Markets: An Extreme Value Approach [PDF]
This letter uses the Block Maxima Extreme Value approach to quantify catastrophic risk in international equity markets. Risk measures are generated from a set threshold of the distribution of returns that avoids the pitfall of using absolute returns for ...
John Cotter
core +2 more sources
Multidimensional Cellular Micro‐Compartments to Model Invasive Lobular Carcinoma Dormancy
Advanced Healthcare Materials, EarlyView.Invasive lobular carcinoma (ILC) is an understudied subtype of breast cancer that is susceptible to late recurrences. In this study, micro‐compartmentalization techniques spanning multiple dimensions, including 2D, pseudo‐3D, and 3D, are integrated to uncover the mechanisms underlying ILC dormancy, revealing the central role of p27Kip1.
Xilal Y. Rima +15 more
wiley +1 more source
Value-at-Risk Diversification of $\alpha$-stable Risks: The Tail-Dependence Puzzle
, 2017 We consider the problem of risk diversification of $\alpha$-stable heavy tailed risks. We study the behaviour of the aggregated Value-at-Risk, with particular reference to the impact of different tail dependence structures on the limits to diversification.
Cherubini, Umberto, Neri, Paolo
openaire +1 more source
Integrated Visible Light and Oxidant Protection Through Multifunctional Sunscreens
Advanced Healthcare Materials, EarlyView.High‐energy visible radiation (HEVR), although less energetic than UV light, penetrates deeper into the skin and contributes to photoaging, pigmentation disorders, and oxidative stress. The development of new HEVR‐targeted filters, therefore, represents not only a scientific challenge but also a pressing public health and cosmetic industry need.
Beatriz Peñín +3 more
wiley +1 more source
Fitting the Generalized Pareto Distribution to Commercial Fire Loss Severity: Evidence from Taiwan [PDF]
, 2012 This paper focuses on modeling and estimating tail parameters of loss distributions from Taiwanese commercial fire loss severity. Using extreme value theory, we employ the generalized Pareto distribution (GPD) and compare it with standard parametric ...
Lee, Wo-chiang
core
Hydrogel Microtube Drug Carrier for Catheter‐Based Intravascular Therapy
Advanced Healthcare Materials, EarlyView.This paper proposes hydrogel microtube carriers composed of barium alginate gel, enabling long‐term vascular retention without interrupting blood flow. Intravascular treatments have long been attracting attention for therapeutic efficacy, yet practical delivery methods remained unestablished.
Shota Sato +8 more
wiley +1 more source
LIMITATIONS OF VALUE-AT-RISK (VAR) FOR BUDGET ANALYSIS
Value-at-risk (VaR) is increasingly being applied to problems in agriculture, especially valuation of crop insurance and agricultural lending risk exposure.
Gustafson, Cole R.
core
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".
Goovaerts, Marc +2 more
core
Neutrophil‐Mimetic MRI Enables Ultra‐Early Detection of Vascular Inflammation After Stroke
Advanced Healthcare Materials, EarlyView.In this study, we developed neutrophil‐mimetic MRI probes that detect ultra‐early neuroinflammation following ischemic stroke by targeting E‐selectin. Within seconds of their injection, these microparticles mimic initial leukocyte adhesion to the activated cerebral endothelium.
Marion Isabelle Morvan +17 more
wiley +1 more source
New trading risk indexes: application of the shapley value in finance [PDF]
The aim of this paper is to offer new risk indicators that enable one to classify securities of a portfolio according to their risk degrees. These indexes are issued from a new method of the covariance decomposition based on the Shapley Value.
stephane mussard, virginie terraza
core