Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint. [PDF]
Comput Manag Sci, 2023 Staino A +3 more
europepmc +1 more source
A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk [PDF]
Under the Basel II Accord, banks and other Authorized Deposit-taking Institutions (ADIs) have to communicate their daily risk estimates to the monetary authorities at the beginning of the trading day, using a variety of Value-at-Risk (VaR) models to ...
Michael McAleer +2 more
core
Estimation of Value at Risk and Conditional Value at Risk
Estimation of Value at Risk and Conditional Value at Risk【学位授与の要件】中央大学学位規則第4条第1項 【論文審査委員主査】石村 直之(中央大学商学部教授) 【論文審査委員副査】斎藤 正武(中央大学商学部教授),髙岡 浩一郎(中央大学商学部教授) application ...
openaire
Loss of proton‐sensing TDAG8 increases tumor progression in mouse models of colon cancer
Molecular Oncology, EarlyView.Loss of the pH‐sensing receptor TDAG8 accelerates colorectal cancer progression in mice. Animals lacking TDAG8 expression had increased tumor growth, DNA damage, and recruitment of tumor‐associated immune cells, including macrophages, neutrophils, and monocytes.
Ermanno Malagola +11 more
wiley +1 more source
Value at Risk (VaR): Definition, Applications and Limits
openQuesta tesi di propone di esaminare l'origine e l'utilizzo del Value at Risk nella gestione del rischio finanziario, analizzando i punti di forza e debolezza.
PRETO, GIACOMO
core
Agricultural Applications of Value-at-Risk Analysis: A Perspective [PDF]
Value-at-Risk (VaR) determines the probability of a portfolio of assets losing a certain amount in a given time period due to adverse market conditions with a particular level of confidence.
Mark R. Manfredo, Raymond M. Leuthold
core
Molecular Oncology, EarlyView.Single‐cell multi‐omics reveals epigenetic heterogeneity across therapy‐adaptive tumor states, including quiescent/dormant, drug‐tolerant persister, and EMT‐like phenotypes. By linking regulatory features with state‐associated biomarkers, these approaches inform biomarker‐guided therapeutic strategies for evolving tumors.
Hee Jung Kim +3 more
wiley +1 more source
Skeletal Muscle Gauge and Complementary Pan-Immune-Inflammation Value for Risk Stratification of 30-Day Major Complications After Colorectal Cancer Surgery. [PDF]
BiomedicinesKiss BI +11 more
europepmc +1 more source
Dependent conditional value-at-risk for aggregate risk models. [PDF]
Heliyon, 2021 Josaphat BP, Syuhada K.
europepmc +1 more source
Nuclear pore links Fob1‐dependent rDNA damage relocation to lifespan control
FEBS Open Bio, EarlyView.Damaged rDNA accumulates at a specific perinuclear interface that couples nucleolar escape with nuclear envelope association. Nuclear pores at this site help inhibit Fob1‐induced rDNA instability. This spatial organization of damage handling supports a functional link between nuclear architecture, rDNA stability, and replicative lifespan in yeast.
Yamato Okada +5 more
wiley +1 more source