Results 51 to 60 of about 3,321,400 (310)
The Value at Risk (VaR) method refers to a statistical risk measurement tool used to determine the maximum loss of an investment, while the distribution that must be met is the normal distribution.
Alimatun Najiha +2 more
doaj +1 more source
ABSTRACT Claudin‐6 has emerged as a promising immunotherapeutic target, yet protein‐level data in atypical teratoid/rhabdoid tumors (AT/RTs) have been inconsistent. We analyzed 36 well‐characterized AT/RT samples and found membranous claudin‐6 protein expression in 58% of cases, with striking enrichment in the molecular subgroup AT/RT‐TYR (100%) and ...
Victoria E. Fincke +4 more
wiley +1 more source
ABSTRACT Background Wilms tumor (WT) treatment imposes a significant time burden on patients and their families. Time toxicity is a patient‐centered metric that quantifies the burden of healthcare interaction. We sought to define time toxicity in the first year after diagnosis of WT and hypothesized that it would increase as tumor stage and treatment ...
Caleb Q. Ashbrook +6 more
wiley +1 more source
Copula-Based Risk Aggregation and the Significance of Reinsurance
Insurance companies need to calculate solvency capital requirements in order to ensure that they can meet their future obligations to policyholders and beneficiaries.
Alexandra Dias +2 more
doaj +1 more source
Sensitivity analysis of Values at Risk [PDF]
The aim of this paper is to analyze the sensitivity of Value at Risk VaR with respect to portfolio allocation. We derive analytical expressions for the first and second derivatives of the VaR, and explain how they can be used to simplify statistical inference and to perform a local analysis of the VaR.
Gourieroux, Christian +2 more
openaire +7 more sources
ABSTRACT Background Central nervous system (CNS) involvement in childhood acute lymphoblastic leukemia (ALL) is assessed by cell counting and cytomorphology from cerebrospinal fluid (CSF) and is used for treatment stratification worldwide. The ratio of “CNS2” patients in clinical trials ranges from 3% to 40%, with unclear prognostic significance ...
Laura Almási +14 more
wiley +1 more source
A Hybrid EGARCH–Informer Model with Consistent Risk Calibration for Volatility and CVaR Forecasting
This study proposes a hybrid EGARCH-Informer framework for forecasting volatility and calibrating tail risk in financial time series. The econometric layer (EGARCH) captures asymmetric and persistent volatility dynamics, while the attention layer ...
Ming Che Lee
doaj +1 more source
The technique (VaR) is a statistical measure of the risk. It is associated with financial risks related to the high volatility in prices, interest rates, or exchange rates.
Juan Gaytán Cortés
doaj +1 more source
One of the most significant recent developments in the risk measurement and management area has been the emergence of value at risk (VaR). The VaR of a portfolio is the maximum loss that the portfolio will suffer over a defined time horizon, at a specified level of probability known as the VaR confidence level.
Blake, D., Cairns, A., Dowd, K.
openaire +3 more sources
The Role of Hematopoietic Cell Transplantation in Ataxia‐Telangiectasia
ABSTRACT Background Ataxia‐telangiectasia (A‐T) is a DNA repair disorder characterized by neurodegeneration, immunodeficiency, and cancer predisposition. Hematopoietic cell transplantation (HCT) is an established therapy in related disorders such as Fanconi anemia (FA) and Nijmegen breakage syndrome (NBS), but its role in A‐T is unclear.
Laila Alkhouli +3 more
wiley +1 more source

