Results 51 to 60 of about 60,954 (219)
On Conditional Value at Risk (CoVaR) for tail-dependent copulas
Dependence Modeling, 2017 The paper deals with Conditional Value at Risk (CoVaR) for copulas with nontrivial tail dependence. We show that both in the standard and the modified settings, the tail dependence function determines the limiting properties of CoVaR as the conditioning ...
Jaworski Piotr
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
Supporting Survivor‐Centered Care Through Digital Health Integration
Pediatric Blood &Cancer, EarlyView.ABSTRACT Survivors of childhood cancer face barriers to receiving guideline‐based, long‐term follow‐up care. Two digital tools, Passport for Care (PFC) and Cancer SurvivorLink (SurvivorLink), address complementary gaps by enabling tailored survivorship care plan (SCP) generation, updating, storage, and sharing.
Jordan G. Marchak +15 more
wiley +1 more source
Improving Risk Factor of Market Risk Capital Requirement in Solvency Model of Iranian Insurance Industry [PDF]
مدلسازی اقتصادسنجی, 2018 The main purpose of this paper is to present a more efficient method than the 69th act and previous studies, for determining risk factor of Market Risk Capital Requirement.
Nader Mazloumi, Amir Safari, Reza Jafari
doaj +1 more source
Therapeutic Apheresis and Dialysis, EarlyView.ABSTRACT Objective To compare the efficacy and safety of roxarestat versus recombinant human erythropoietin (rhEPO) in the management of renal anemia in patients undergoing maintenance hemodialysis. Methods This was a prospective, open‐label, randomized controlled trial.
Lingling Chen, Junjie Zhu, Qiaonan Ge
wiley +1 more source
Aggregate Risk Model and Risk Measure-Based Risk Allocation
InPrime, 2020 In actuarial modeling, aggregate risk is known as more attractive rather than individual risk. It has, however, usual difficulty in finding (the exact form of) joint probability distribution.
Khreshna Syuhada
doaj +1 more source
RisksThe Value-at-Risk (VaR) metric serves as a pivotal tool for quantifying market risk, offering an estimation of potential investment losses. Predominantly employed within financial sectors, it aids in adhering to regulatory mandates and in devising ...
Danai Likitratcharoen +1 more
doaj +1 more source
Extreme Value at Risk and Expected Shortfall during Financial Crisis [PDF]
This paper investigates Value at Risk and Expected Shortfall for CAC 40, S&P 500, Wheat and Crude Oil indexes during the 2008 financial crisis. We show an underestimation of the risk of loss for the unconditional VaR models as compared with the ...
D. Dupre +3 more
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Value-at-Risk and Expected Shortfall for Linear Portfolios with elliptically distributed RisK Factors [PDF]
In this paper, we generalize the parametric Delta-VaR method from portfolios with normally distributed risk factors to portfolios with elliptically distributed ones. We treat both expected shortfall and the Value-at-Risk of such portfolios.
SADEFO KAMDEM Jules
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