Making heads or tails of systemic risk measures
A Leeuwenkamp - arXiv preprint arXiv:2206.02582, 2022 - arxiv.org
This paper shows that the CoVaR, $\Delta $-CoVaR, CoES, $\Delta $-CoES and MES
systemic risk measures can be represented in terms of the univariate risk measure …
systemic risk measures can be represented in terms of the univariate risk measure …
[HTML][HTML] Deep learning algorithms for enhancing securities price prediction and insurance strategy optimization
Y Mao - Journal of Intelligent & Fuzzy Systems, 2023 - dl.acm.org
The process of attempting to estimate the future prices of particular stocks by utilizing
historical data and various analytical tools, including deep learning algorithms, is called …
historical data and various analytical tools, including deep learning algorithms, is called …
[HTML][HTML] Monotone tail functions: Definitions, properties, and application to risk-reducing strategies
H Hanbali, D Linders - Journal of Computational and Applied Mathematics, 2022 - Elsevier
This paper studies properties of functions having monotone tails. We extend Theorem 1 of
Dhaene et al.(2002a) and show how the tail quantiles of a random variable transformed with …
Dhaene et al.(2002a) and show how the tail quantiles of a random variable transformed with …
Deep learning algorithms for enhancing securities price prediction and insurance strategy optimization
Y Mao - Journal of Intelligent & Fuzzy Systems, 2023 - content.iospress.com
The process of attempting to estimate the future prices of particular stocks by utilizing
historical data and various analytical tools, including deep learning algorithms, is called …
historical data and various analytical tools, including deep learning algorithms, is called …
Weighted mean inactivity time function with applications
A Di Crescenzo, A Toomaj - Mathematics, 2022 - mdpi.com
We consider an extension of the mean inactivity time based on a non-negative weight
function. We show various properties of the new notion, and relate it to various functions of …
function. We show various properties of the new notion, and relate it to various functions of …