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Five‐Year Disease Progression in Synuclein Seeding Positive Sporadic Parkinson's Disease
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective To provide a comprehensive description of disease progression in synuclein seeding assay (SAA) positive sporadic Parkinson Disease participants, using Neuronal Synuclein Disease integrated biological and functional impairment staging framework.
Paulina Gonzalez‐Latapi +19 more
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Perioperative copeptin: predictive value and risk stratification in patients undergoing major noncardiac surgery-a prospective observational cohort study. [PDF]
Can J AnaesthKamber F +7 more
europepmc +1 more source
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Distributionally robust reinsurance with Value-at-Risk and Conditional Value-at-Risk
Insurance: Mathematics and Economics, 2021zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Liu, Haiyan, Mao, Tiantian
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Risk sharing with Lambda value at risk
SSRN Electronic Journal, 2023In this paper, we study the risk-sharing problem among multiple agents using lambda value at risk ([Formula: see text]) as their preferences via the tool of inf-convolution, where [Formula: see text] is an extension of value at risk ([Formula: see text]).
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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 +1 more
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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 +1 more
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2004
The capital requirement from financial institutions is based on the amount of risk carried in their portfolios.
Jürgen Franke +2 more
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The capital requirement from financial institutions is based on the amount of risk carried in their portfolios.
Jürgen Franke +2 more
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Expert Systems with Applications, 2012
We review various risk measures which have been introduced. By considering backward stochastic difference equations related to a single jump process, we define some risk measures related to the solutions. Some simple numerical examples are given.
Leo Shen, Robert J. Elliott
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We review various risk measures which have been introduced. By considering backward stochastic difference equations related to a single jump process, we define some risk measures related to the solutions. Some simple numerical examples are given.
Leo Shen, Robert J. Elliott
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Psychological Reports, 1969
Data supported the assumption that persons tend to view themselves as moderately risky vis-a-vis their peers. Ss tended to ascribe positions to their peers that were equal to or more cautious than their own and participation in group discussion enhanced the probability of this relative judgment.
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Data supported the assumption that persons tend to view themselves as moderately risky vis-a-vis their peers. Ss tended to ascribe positions to their peers that were equal to or more cautious than their own and participation in group discussion enhanced the probability of this relative judgment.
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2001
The Value-at-Risk (VaR) is probably the most known measure for quantifying and controlling the risk of a portfolio. The establishment of VaR is of central importance to a credit institute, since it is the basis for a regulatory notification technique and for required equity investments.
Jürgen Franke +2 more
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The Value-at-Risk (VaR) is probably the most known measure for quantifying and controlling the risk of a portfolio. The establishment of VaR is of central importance to a credit institute, since it is the basis for a regulatory notification technique and for required equity investments.
Jürgen Franke +2 more
openaire +1 more source
European Management Journal, 1996
Abstract Increasingly complicated tools known as financial derivatives have been introduced in recent times to manage the market risk arising from floating exchange rates. The rapid development of the derivatives markets has in turn introduced new risks into the business of finance - witness the highly-publicised trading losses at Metallgesellschaft ...
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Abstract Increasingly complicated tools known as financial derivatives have been introduced in recent times to manage the market risk arising from floating exchange rates. The rapid development of the derivatives markets has in turn introduced new risks into the business of finance - witness the highly-publicised trading losses at Metallgesellschaft ...
openaire +1 more source