4,922 Results Found

Background: The physical abilities of older adults decline with age, making them more susceptible to micronutrient deficiency, which may affect their sleep quality. Objectives: This study aimed to construct a risk correlative model for sleep disorder...

The present work concerns the finite-time ruin probabilities for several bidimensional risk models with constant interest force and correlated Brownian motions. Under the condition that the two Brownian motions $\{B_1\left(t\right),t\ge 0\}$ and $\{B_2\left(t\right),t\ge 0\}$ are c...

We propose a simple but practical methodology for the quantification of correlation risk in the context of credit derivatives pricing and credit valuation adjustment (CVA), where the correlation between rates and credit is often uncertain or unmodell...

We consider a system where the asset values of firms are correlated with the default thresholds. We first evaluate the probability of default of a single firm under the correlated assets assumptions. This extends Merton’s probability of default of a...

The increase of health effects caused by air pollution seems to be a growing concern in Asian cities with increasing motorization. This paper discusses methods of estimating the health effects of air pollution in large Asian cities. Due to the absenc...

This study adopts a three-factor approach to the affine term structure models, aiming to analyse South African (SA) government bond yields across various maturities. The primary objective is to evaluate whether these models offer robust pricing capab...

In a default event, several obligors simultaneously experience financial difficulty in servicing their debt to the point where the entire market can experience a sudden yet significant jump to a credit default. To help protect lenders against a jump-...

Risk assessment is critical for securing and sustaining operational resilience in cloud computing. Traditional approaches often rely on single-objective or subjective weighting methods, limiting their accuracy and adaptability to dynamic cloud condit...

Vasicek’s asymptotic single risk factor (ASRF) model is employed by the Basel Committee on Banking Supervision (BCBS) in its internal ratings-based (IRB) approach for estimating credit losses and regulatory credit risk capital. This methodology...

A correlation analysis of pollutant variables provides comprehensive information on dependency behaviour and is thus useful in relating the risk and consequences of pollution events. However, common correlation measurements fail to capture the variou...

Elevated air pollution, along with rapid urbanization, have imposed higher health risks and a higher disease burden on urban residents. To accurately assess the increasing exposure risk and the spatial association between PM_2.5 and lung cancer incide...

Objective: To investigate the impact of extreme climate on geological disasters in Shanxi and propose effective disaster prevention and mitigation strategies. Methods: Using daily temperature and precipitation data from 27 meteorological stations in...

While existing research has identified diverse fall risk factors in adults aged 60 and older across various areas, comprehensively examining the interrelationships between all factors can enhance our knowledge of complex mechanisms and ultimately pre...

This paper extends the conditional autoregressive range (CARR) model to the multivariate CARR (MCARR) model and further to the two-stage MCARR-return model to model and forecast volatilities, correlations and returns of multiple financial assets. The...

Introduction: Cardiovascular disease (CVD) remains a primary cause of mortality worldwide, with persistent geographic disparities driven by a complex interplay of risk factors. Continual updates of localized variations in CVD mortality are essential...

We introduce the Quantum Alarm System, a novel framework that combines the informational advantages of quantum majorization applied to tail pseudo-correlation matrices with the learning capabilities of a reinforced urn process, to predict financial t...

We propose a novel credit risk measurement model for Corporate Default Swap (CDS) spreads that combines vector autoregressive regression with correlation networks. We focus on the sovereign CDS spreads of a collection of countries that can be regarde...

The goal of this paper was to exploit the Bayesian approach and MCMC procedures to structure an internal model to quantify the reserve risk of a non-life insurer under Solvency II regulation. To this aim, we provide an extension of the Correlated Cha...

Many factors impact the host response to influenza virus infection and vaccination. Ferrets have been an indispensable reagent for influenza virus research for almost one hundred years. One of the most significant and well-known factors affecting hum...

This work aims to illustrate an advanced quantitative methodology for measuring the credit risk of a loan portfolio allowing for diversification effects. Also, this methodology can allocate the credit capital coherently to each counterparty in the po...

Structural changes occurring in the crude oil market have stimulated the emergence of hypotheses suggesting that the relationship between prices of this raw material and the US dollar exchange rate can gradually become similar to that observed betwee...

Background: Endometrial proliferative lesions are common in the menopausal transition and carry a measurable risk of carcinoma. Early risk stratification may guide evaluation and follow-up. Methods: We performed a single-center retrospective study of...

We apply our statistically deterministic machine learning/clustering algorithm *K-means (recently developed in https://ssrn.com/abstract=2908286) to 10,656 published exome samples for 32 cancer types. A majority of cancer types exhibit a mutation clu...

Polygenic risk scores (PRSs) are being constructed for many diseases and are presented today as a promising avenue in the field of human genetics. These scores aim at predicting the risk of developing a disease by leveraging the many genome-wide asso...

Many papers on fuzzy risk analysis calculate the similarity between fuzzy numbers. Usually, they use symmetric and reflexive similarity measures between parameters of fuzzy sets or “centers of gravity” of generalized fuzzy numbers represe...

Medical science-related studies have reinforced that the prevalence of coronary heart disease which is associated with the heart and blood vessels has been the most significant cause of health loss and death globally. Recently, data mining and machin...

Extraordinary economic conditions during the COVID-19 pandemic caused many IFRS 9 impairment models to produce unreliable results. Severe market reactions, resulting from unprecedented events, prompted swift action from the regulatory authorities to...

In paired-organ studies such as ophthalmology, otolaryngology, and rheumatology, etc., various approaches take highly correlated bilateral data into account for homogeneity tests but are less likely to focus on combined bilateral and unilateral data...

The Ebinur Lake Basin (ELB), which is a typical watershed in an arid region, has an extremely delicate natural ecosystem. Rapid urbanisation and economic growth have triggered substantial ecological and environmental transformations in this key econo...

Air pollution risk assessment is complex due to dynamic data change and pollution source distribution. Air quality index concentration level prediction is an effective method of protecting public health by providing the means for an early warning aga...

Against the backdrop of the “dual circulation” development pattern and the in-depth advancement of the Regional Comprehensive Economic Partnership (RCEP), the interconnection between China and global financial markets has significantly in...

Signal de-noising methods based on threshold processing of wavelet decomposition coefficients have become popular due to their simplicity, speed, and ability to adapt to signal functions with spatially inhomogeneous smoothness. The analysis of the er...

In this paper we consider a discrete-time risk model, which allows the premium to be adjusted according to claims experience. This model is inspired by the well-known bonus-malus system in the non-life insurance industry. Two strategies of adjusting...

Although lifestyle-based interventions are the most effective to prevent metabolic syndrome (MetS), there is no definitive agreement on which nutritional approach is the best. The aim of the present retrospective analysis was to identify a multivaria...

The systematicness of banks is an important driver of financial crisis. Overlapping portfolios and assets correlation of banks’ investment are important reasons for systemic risk contagion. The existing systemic risk models are all analyzed fro...

Extreme weather events pose significant risks to power systems, necessitating effective risk forewarning and management strategies. A few existing researches have concerned the correlation of the extreme weather in different regions of power system,...

To enhance the safety risk management and control capabilities for TBM (Tunnel Boring Machine) construction in hydraulic tunnels, this study conducts a correlation analysis and dynamic evolution study of safety risks. Data were collected through mult...

In recent multi-population stochastic mortality models, one critical scientific issue is the vague distinction between trend risk and population basis risk. In particular, the cross- and auto-correlations between the innovations of the latent factors...

The semi-nonparametric (SNP) modeling of the return distribution has been proved to be a flexible and accurate methodology for portfolio risk management that allows two-step estimation of the dynamic conditional correlation (DCC) matrix. For this SNP...

The correct identification and timely pre-warning of driving behavior risks can remind drivers to correct their unsafe driving behaviors effectively. First of all, four risk evaluation indicators of driving behavior were defined based on lateral and...

Based on the Copula theory, a multiple correlation analysis model for the operation safety risks of long-distance water diversion projects was established. Combined with Bayesian network reasoning, a polynomial regression analysis, and other techniqu...

Improving safety management and risk evaluation methods is important for the global mining industry, which is the backbone of the industrial development of our society. To prevent any accidental loss or harm to human life and property, a safety risk...

Microglia and macrophages play a major role in glioma immune responses within the glioma microenvironment. We aimed to construct a prognostic prediction model for glioma based on microglia/macrophage-correlated genes. Additionally, we sought to devel...

Type 2 diabetes mellitus (T2DM) is a multifactorial disease with a high global incidence. Hypertriglyceridemia is a major risk factor for both cardiovascular disease and T2DM. In this study, we determined the allele and genotype frequencies of apolip...

This work addresses crucial questions about the robustness of the PSDization process for applications in insurance. PSDization refers to the process that forces a matrix to become positive semidefinite. For companies using copulas to aggregate risks...

In this paper, we consider a loss reserving model for a general insurance portfolio consisting of a number of correlated run-off triangles that can be embedded within the quantile regression model for longitudinal data. The model proposes a combinati...

The covariance allocation principle is one of the most widely used capital allocation principles in practice. Risks change over time, so capital risk allocations should be time-dependent. In this paper, we propose a dynamic covariance capital allocat...

In the arid zone of northwest China, the Heihe River Basin (HRB), as a typical inland river basin, has a fragile regional ecological environment, obvious ecological degradation characteristics, and extremely serious problems in the utilization of agr...

Due to their large scale, long duration, complex geological conditions, and multiple stakeholders, water conservancy engineering projects are subject to diverse, interrelated, and uncertain risk factors that affect the construction timeline. Traditio...

Progress on asymmetric correlations of asset returns has recently advanced considerably. Asymmetric correlations can cause problems in hedging effectiveness and overstate the value of diversification. Furthermore, considering the asymmetric correlati...