Results 1 to 10 of about 7,457,774 (289)

Maximum Varma Entropy Distribution with Conditional Value at Risk Constraints. [PDF]

Entropy (Basel), 2020
Liu C, Chang C, Chang Z.
europepmc   +1 more source

Achieving Value by Risk Stratification With Machine Learning Model or Clinical Risk Score in Acute Upper Gastrointestinal Bleeding: A Cost Minimization Analysis. [PDF]

Am J Gastroenterol
Shung DL, Lin JK, Laine L.
europepmc   +1 more source

Combining the Elicitor Up-Regulated Production of Unusual Linear Diterpene-Derived Variants for an In-Depth Assessment of the Application Value and Risk of the Medicinal and Edible Basidiomycete Schizophyllum commune. [PDF]

Molecules
Wang Y, Cao F, Zhou L, Liu H, Gao H, Cui G, Niu C, Zhang P, Li D, Liu S, Jiang Y, Wu G.   +11 more
europepmc   +1 more source

Fair innings? The utilitarian and prioritarian value of risk reduction over a whole lifetime.

J Health Econ, 2021
Adler MD, Ferranna M, Hammitt JK, Treich N.   +3 more
europepmc   +1 more source

Perioperative copeptin: predictive value and risk stratification in patients undergoing major noncardiac surgery-a prospective observational cohort study. [PDF]

Can J Anaesth
Kamber F, Roth S, Bolliger D, Seeberger E, Nienhaus J, Mueller C, Lurati Buse G, Mauermann E.   +7 more
europepmc   +1 more source

Value at Risk [PDF]

The Journal of Derivatives, 1997
In the wake of recent failures of risk management, there has been a widespread call for improved quantification of the financial risks facing firms. At the forefront of this clamor has been Value at Risk. Previous research has identified differences in models, or Model Risk, as an important impediment to developing a Value at Risk standard. By contrast,
Christopher Marshall, Michael Siegel
openaire   +3 more sources

Distributionally robust reinsurance with Value-at-Risk and Conditional Value-at-Risk

Insurance: Mathematics and Economics, 2021
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Liu, Haiyan, Mao, Tiantian
openaire   +1 more source

Non-Linear Value-at-Risk

SSRN Electronic Journal, 1999
Abstract Value-at-risk methods which employ a linear (“delta only”) approximation to the relation between instrument values and the underlying risk factors are unlikely to be robust when applied to portfolios containing non-linear contracts such as options.
Britten-Jones, Mark, Schaefer, Stephen M.   +1 more
openaire   +1 more source