scholarly journals Econometric modeling of risk measures: A selective review of the recent literature

2019 ◽  
Vol 34 (2) ◽  
pp. 205-228
Author(s):  
Ding-shi Tian ◽  
Zong-wu Cai ◽  
Ying Fang
2020 ◽  
Vol 12 (1) ◽  
pp. 775-799 ◽  
Author(s):  
Áureo de Paula

This article provides a selective review of the recent literature on econometric models of network formation. I start with a brief exposition on basic concepts and tools for the statistical description of networks; then I offer a review of dyadic models, focusing on statistical models on pairs of nodes, and I describe several developments of interest to the econometrics literature. I also present a discussion of nondyadic models in which link formation might be influenced by the presence or absence of additional links, which themselves are subject to similar influences. This argument is related to the statistical literature on conditionally specified models and the econometrics of game theoretical models. I close with a (nonexhaustive) discussion of potential areas for further development.


Psychiatry ◽  
2002 ◽  
Vol 65 (1) ◽  
pp. 75-94
Author(s):  
Horacio Fabrega ◽  
Paramjit T. Joshi ◽  
Roy Lubit ◽  
Spencer Eth

1994 ◽  
Vol 39 (2) ◽  
pp. 103-107 ◽  
Author(s):  
A.J. Cooper

This paper describes the case of a non diabetic physician with a prior psychiatric history in which there was overwhelming biochemical and clinical evidence that he had attempted suicide by injecting himself with an overdose of insulin. He was extensively monitored from the time of his admission to hospital in a coma, until he fully recovered consciousness 30 days later and during the next eight months of his rehabilitation. This case attests to the high level of morbidity which might follow profound hypoglycemia. It also illustrates some putative psychodynamics of suicidal behaviour — notably ambivalence and denial (at the time of writing, the patient never acknowledged that he had overdosed with insulin). A selective review on some of the more recent literature on the neuropathological effects of insulin overdose and profound hypoglycemia is presented.


2018 ◽  
Vol 2018 ◽  
pp. 1-12
Author(s):  
Yu Chen ◽  
Yu Gao ◽  
Wenxue Gao ◽  
Weiping Zhang

The quantification of diversification benefits due to risk aggregation has received more attention in the recent literature. In this paper, we establish second-order asymptotics of the risk concentration based on several risk measures for a portfolio of n identically distributed but dependent deflated risks Xj=RjS, j=1,2,…,n under the assumptions of second-order regular variation on the survival functions of the risks Rj and the deflator S, where R1,R2,…,Rn are n independent and identically distributed random variables with a common survival function and S is a random variable being independent of R1,R2,…,Rn. Examples are also given to illustrate our main results.


Author(s):  
D. E. Speliotis

The interaction of electron beams with a large variety of materials for information storage has been the subject of numerous proposals and studies in the recent literature. The materials range from photographic to thermoplastic and magnetic, and the interactions with the electron beam for writing and reading the information utilize the energy, or the current, or even the magnetic field associated with the electron beam.


Author(s):  
L. F. Allard ◽  
E. Völkl ◽  
T. A. Nolan

The illumination system of the cold field emission (CFE) Hitachi HF-2000 TEM operates with a single condenser lens in normal imaging mode, and with a second condenser lens excited to give the ultra-fine 1 nm probe for microanalysis. The electron gun provides a guaranteed high brightness of better than 7×l08 A/cm2/sr, more than twice the guaranteed brightness of Schottky emission guns. There have been several articles in the recent literature (e.g. refs.) which claim that the geometry of this illumination system yields a total current which is so low that when the beam is spread at low magnifications (say 10 kX), the operator must “keep his eyes glued to the binoculars” in order to see the image. It is also claimed that this illuminating system produces an isoplanatic patch (the area over which image character does not vary significantly) at high magnification which is so small that the instrument is ineffective for recording high resolution images.


2012 ◽  
Vol 17 (2) ◽  
pp. 69-75 ◽  
Author(s):  
Pamela A. Smith

In this article, I will review the available recent literature about the aging population with autism, a patient group that researchers know little about and a group that is experiencing a growing need for support from communication disorders professionals. Speech-language pathologists working with geriatric patients should become familiar with this issue, as the numbers of older patients with autism spectrum disorders is likely to increase. Our profession and our health care system must prepare to meet the challenge these patients and residents will present as they age.


2009 ◽  
Author(s):  
Susmita Pati ◽  
Kyleen Hashim ◽  
Brett Brown ◽  
Alex Fiks ◽  
Christopher B. Forrest

2020 ◽  
Vol 20 (2020) (2) ◽  
pp. 565-595
Author(s):  
Andrej Rahten

The article presents the circumstances in Carinthia in the first months after the plebiscite, which ended on 10 October 1920, with the Austrian victory and the Yugoslav defeat. Author pays the main attention to the revanchist policies of the Carinthian governmental circles and the persecutions of the Carinthian Slovenes. The article is based on the archival, journalist and memoir sources, the relevant recent literature has been taken into consideration, too.


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