Results 41 to 50 of about 416,632 (304)

Comparing Model Selection Criteria to Distinguish Truncated Operational Risk Models

Frontiers in Applied Mathematics and Statistics, 2020
In this paper three information criteria are employed to assess the truncated operational risk models. The performances of the three information criteria on distinguishing the models are compared.
Daoping Yu
doaj   +1 more source

Improving Value-at-Risk prediction under model uncertainty

, 2020
Several well-established benchmark predictors exist for Value-at-Risk (VaR), a major instrument for financial risk management. Hybrid methods combining AR-GARCH filtering with skewed-$t$ residuals and the extreme value theory-based approach are ...
Peng, Shige, Yang, Shuzhen, Yao, Jianfeng   +2 more
core   +1 more source

Capital allocation for credit portfolios with kernel estimators [PDF]

, 2008
Determining contributions by sub-portfolios or single exposures to portfolio-wide economic capital for credit risk is an important risk measurement task. Often economic capital is measured as Value-at-Risk (VaR) of the portfolio loss distribution.
Dev A, Dirk Tasche, Epperlein E, Glasserman P, Glasserman P, Gouriéroux C, Kalkbrener M, Klebaner FC, Lemus G, Mausser H, McNeil A, Pagan A, Tasche D, Tasche D, Tasche D, Yamai Y   +15 more
core   +2 more sources

Dexamethasone for Chemotherapy‐Induced Nausea and Vomiting Prevention in Pediatric Patients: International Consensus

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Background An international Delphi panel of experts developed consensus statements to delineate the circumstances where the risks of dexamethasone as an antiemetic do and do not outweigh its benefits. Procedure Experts in supportive care of pediatric patients were invited to participate.
Negar Shavandi, Paula D. Robinson, Shana Jacobs, L. Lee Dupuis, the International Pediatric Dexamethasone Panel, Sameer Bakhshi, Tiene Bauters, Eva Brack, Simone Cesaro, Claire Fosbrook, Jason Freedman, Tamara MacDonald, Eloise Neumann, Venkatraman Radhakrishnan, Rod Rassekh, Florian Slimano, Johnathan Soggee, Joel Thompson, Marianne van de Wetering, Milena Villarroel, Jasper Wong   +20 more
wiley   +1 more source

Penggunaan Metode VaR (Value At Risk) dalam Analisis Risiko Investasi Saham dengan Pendekatan Generalized Pareto Distribution (GPD) [PDF]

, 2012
Investasi di pasar modal bertujuan untuk memperoleh return, sebesar-besarnya dengan risiko tertentu. Pengukuran risiko merupakan hal yang sangat penting berkaitan dengan investasi dana yang cukup besar, sehingga dapat mengurangi terjadinya kerugian ...
Akbar, M. S. (M), Haryono, H. (Haryono), Zuhara, U. (Ummi)   +2 more
core  

Real‐World Pediatric Blinatumomab Administration: Access to Outpatient Care Delivery and Impact of a Hospital‐Dispensed Model

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Blinatumomab has been shown to be highly effective for patients with pediatric B‐ALL and has recently become standard of care therapy. Due to its past use in the clinical trial setting, there is limited information available about real‐world administration.
Katelyn Oranges, Kelly A. Duffy, Sara McDonough, Evelyn Kurpiewski, R. Jennifer Randall, Allison Barz Leahy, Haley M. Newman, Joyce P. Lee, Stephen P. Hunger, Anne F. Reilly, David T. Teachey, Susan R. Rheingold, Daniel J. Zheng   +12 more
wiley   +1 more source

Dört Büyük Kriptoparanın Piyasa Riskinde Covid-19 Pandemi Etkisi

Ekonomi, Politika & Finans Araştırmaları Dergisi, 2020
Yüksek volatiliteli oldukları bilinen kripto paraları borsalarda yatırım amaçlı kullananlar için piyasa riskinin ölçülmesi, özellikle Covid-19 pandemi haberlerinin piyasalarda duyulmasıyla birlikte, daha fazla önem kazanmıştır.
Neslihan Fidan
doaj   +1 more source

Valor em Risco (Var-Value at Risk)

Review of Business and Legal Sciences, 2017
O VAR (Value at Risk), valor em risco, é a perda máxima provável de uma carteira para um nível de confiança determinado, num horizonte temporal especificado. As metodologias podem ser várias paro estimar o VAR, mas dividem-se em dois grandes grupos: os não paramétricos (simulações Históricas e simulações Monte Carlo) e os paramétricos, baseadas na ...
openaire   +3 more sources

Clinical Insights Into Hypercalcemia of Malignancy in Childhood

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Hypercalcemia of malignancy (HCM) is a rare but life‐threatening metabolic emergency in children that occurs in less than 1% of pediatric cancer cases, with a reported incidence ranging from 0.4% to 1.0% across different studies. While it is observed in 10%–20% of adult malignancies, pediatric HCM remains relatively uncommon.
Hüseyin Anıl Korkmaz
wiley   +1 more source

VALUE at RISK (VaR) DAN CONDITIONAL VALUE at RISK (CVaR) DALAM PEMBENTUKAN PORTOFOLIO BIVARIAT MENGGUNAKAN COPULA GUMBEL [PDF]

Jurnal Gaussian, 2020
One way to minimize risk in investing is to form of portfolio by combining several stocks.Value at Risk (VaR) is a method for estimating risk but has a weakness that is VaR is incoherent because it does not have the subadditivity. To overcome the weakness of VaR, Conditional Value at Risk (CVaR) can use. Stock data is generally volatile, so ARIMA-GARCH
Dina Rahma Prihatiningsih, Di Asih I Maruddani, Rita Rahmawati   +2 more
openaire   +1 more source