Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint. [PDF]
Staino A +3 more
europepmc +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
core
Extracellular vesicle (EV) lipidomic profiling of plasma and ascites from patients with high‐grade serous ovarian cancer and of ovarian cancer cell lines reveals enrichment of triglycerides (TGs), diacylglycerols (DGs), phosphatidylcholine (PCs), sphingomyelins (SMs), reflecting tumor metabolic reprogramming.
Shikha Rani +9 more
wiley +1 more source
Left ventricular global longitudinal strain adds incremental value for risk prediction in unselected clinical patients. [PDF]
Backhaus SJ +7 more
europepmc +1 more source
Dependent conditional value-at-risk for aggregate risk models. [PDF]
Josaphat BP, Syuhada K.
europepmc +1 more source
Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach
L. El Ghaoui +2 more
semanticscholar +1 more source
High‐risk bladder cancer is typically treated with Bacillus Calmette‐Guérin (BCG), but 30–40% of patients relapse. No FDA‐ or CE‐approved biomarkers currently predict or prognosticate BCG failure. We systematically reviewed the literature and identified 72 eligible studies, revealing several promising biomarkers associated with BCG treatment response ...
Rui Ribeiro‐Pereira +7 more
wiley +1 more source
Prognostic value of risk factors in cervical squamous cell carcinoma based on tumour infiltration depth. [PDF]
Yang Q, Han X.
europepmc +1 more source
How to promote the healthy development of continuous participation in smart medical and elderly care systems: The dual perspective of perceived value and risk. [PDF]
Cao C, Dai H, Li D.
europepmc +1 more source
Worst-Case Value at Risk of Nonlinear Portfolios
Steve Zymler, D. Kuhn, B. Rustem
semanticscholar +1 more source

