Tail-Related Risk Models - Articles - Scientific Research Publishing

Value-at-Risk Based on Time-Varying Risk Tolerance Level (Articles)

Debasish Majumder

Theoretical Economics Letters Vol.8 No.1, January 29, 2018

DOI: 10.4236/tel.2018.81007 1,014 Downloads 2,442 Views Citations
This article belongs to the Special Issue on Financial Economics
Understanding the Relationships between Environmental and Social Risk Factors and Financial Performance of Global Infrastructure Projects (Articles)

Daniil Kiose, Steve Keen

iBusiness Vol.9 No.4, December 6, 2017

DOI: 10.4236/ib.2017.94007 1,381 Downloads 4,061 Views Citations
Evaluation of Social Risk Using Structural Equation Model (Articles)

Wei Shan, Hengwen Liu, Yichao Pan, Hengqing Tong

iBusiness Vol.2 No.2, June 12, 2010

DOI: 10.4236/ib.2010.22023 4,584 Downloads 8,383 Views Citations
Dirichlet Compound Multinomials Statistical Models (Articles)

Paola Cerchiello, Paolo Giudici

Applied Mathematics Vol.3 No.12A, December 31, 2012

DOI: 10.4236/am.2012.312A288 6,505 Downloads 9,347 Views Citations
This article belongs to the Special Issue on Probability and Its Applications
Risk Identification based on Hidden Semi-Markov Model in Smart Distribution Network (Articles)

Fangyuan Chang, Wanxing Sheng, Tianshu Zhang, Yu Zhang, Xiaohui Song

Energy and Power Engineering Vol.5 No.4B, November 12, 2013

DOI: 10.4236/epe.2013.54B183 5,151 Downloads 6,593 Views Citations
An Environmental Risk Evaluation Method Employing Atmospheric Dispersion Models and GIS (Articles)

Masakazu Ishii, Kayoko Yamamoto

Journal of Environmental Protection Vol.4 No.12, December 12, 2013

DOI: 10.4236/jep.2013.412160 6,293 Downloads 10,398 Views Citations
Valuation and Risk Assessment of a Portfolio of Variable Annuities: A Vector Autoregression Approach (Articles)

Albina Orlando, Gary Parker

Journal of Mathematical Finance Vol.8 No.2, May 9, 2018

DOI: 10.4236/jmf.2018.82023 1,022 Downloads 2,594 Views Citations
Survival Modelling for Credit Risk Assessment in Microfinance Lending: Estimating Time-to-Default and Probability of Default (Articles)

Shelmith Wanjiru Nderi, Samuel Mwalili, Damaris Mulwa

Open Journal of Statistics Vol.16 No.3, May 8, 2026

DOI: 10.4236/ojs.2026.163008 40 Downloads 270 Views Citations
The Volatilization of Pollutants from Soil and Groundwater: Its Importance in Assessing Risk for Human Health for a Real Contaminated Site (Articles)

Pamela Morra, Laura Leonardelli, Gigliola Spadoni

Journal of Environmental Protection Vol.2 No.9, November 2, 2011

DOI: 10.4236/jep.2011.29137 7,240 Downloads 12,429 Views Citations
VaR-Optimal Risk Management in Regime-Switching Jump-Diffusion Models (Articles)

Alessandro Ramponi

Journal of Mathematical Finance Vol.3 No.1, February 28, 2013

DOI: 10.4236/jmf.2013.31009 5,910 Downloads 10,485 Views Citations
Study of Volatility Stochastic Processes in the Context of Solvency Forecasting for Sri Lankan Life Insurers (Articles)

Ashika Mendis

Open Journal of Statistics Vol.11 No.1, January 20, 2021

DOI: 10.4236/ojs.2021.111004 1,014 Downloads 4,363 Views Citations
This article belongs to the Special Issue on Statistical Modeling and Analysis
Using Conditional Extreme Value Theory to Estimate Value-at-Risk for Daily Currency Exchange Rates (Articles)

Cyprian O. Omari, Peter N. Mwita, Antony G. Waititu

Journal of Mathematical Finance Vol.7 No.4, November 2, 2017

DOI: 10.4236/jmf.2017.74045 2,403 Downloads 8,814 Views Citations
Assessing the Risks of Trading Strategies Using Acceptability Indices (Articles)

Masimba E. Sonono, Hopolang P. Mashele

Journal of Mathematical Finance Vol.3 No.4, November 27, 2013

DOI: 10.4236/jmf.2013.34049 3,679 Downloads 6,152 Views Citations
A General Criterion of Choice, with Discussion of Borch Paradox (Articles)

Benito V. Frosini

Theoretical Economics Letters Vol.4 No.8, October 22, 2014

DOI: 10.4236/tel.2014.48087 2,367 Downloads 3,545 Views Citations
The Relationship among Self-Efficacy Beliefs, External Locus of Control and Work Stress in Public Setting Schoolteachers (Articles)

Maura I. Cascio, Paola Magnano, Silvia Elastico, Valentina Costantino, Valentina Zapparrata, Antonino Battiato

Open Journal of Social Sciences Vol.2 No.11, November 28, 2014

DOI: 10.4236/jss.2014.211021 7,948 Downloads 12,845 Views Citations
Predicting Bank Interests When Monetary Rates Are Close to Zero (Articles)

Laura Parisi, Igor Gianfrancesco, Camillo Giliberto, Paolo Giudici

Applied Mathematics Vol.7 No.1, January 11, 2016

DOI: 10.4236/am.2016.71001 4,707 Downloads 5,991 Views Citations
Breast and Ovarian Cancer in Young Women of the Arabian Gulf Region: Relationship to Age (Articles)

Sarah Al-Gahtani, Suhair Abozaid, Elham Al-Nami, Leen Merie, Ayana Al-Yousef, Mohamed M. Shoukri

Open Journal of Epidemiology Vol.6 No.3, August 22, 2016

DOI: 10.4236/ojepi.2016.63019 2,147 Downloads 3,932 Views Citations
Systemic Risk of Conventional and Islamic Banks: Comparison with Graphical Network Models (Articles)

Shatha Qamhieh Hashem, Paolo Giudici

Applied Mathematics Vol.7 No.17, November 14, 2016

DOI: 10.4236/am.2016.717166 1,974 Downloads 4,433 Views Citations
Probabilistic Fuzzy Regression Approach from the Point of View Risk (Articles)

Nana Gao, Qiujun Lu

Journal of Data Analysis and Information Processing Vol.6 No.4, November 12, 2018

DOI: 10.4236/jdaip.2018.64010 934 Downloads 2,183 Views Citations
Dividends and Dynamic Solvency Insurance in Two-Dimensional Risk Models (Articles)

Cristina Gosio, Ester C. Lari, Marina Ravera, Maria-Laura Torrente

Modern Economy Vol.9 No.12, December 13, 2018

DOI: 10.4236/me.2018.912131 781 Downloads 1,733 Views Citations

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