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Discounted maximum loss

Known as: Worst case risk, Worst-case risk measure, Worst case risk measure 
Discounted maximum loss, also known as worst-case risk measure, is the present value of the worst-case scenario for a financial portfolio. In… 
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Related topics

Related topics

4 relations
Coherent risk measureExpected shortfallLoss functionRisk measure

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
Review
2013
Review
2013
Focal ratio degradation in lightly fused hexabundles
We are now moving into an era where multi-object wide-field surveys, which traditionally use single fibres to observe many… 
Highly Cited
2012
Highly Cited
2012
Investigation of Domestic Load Control to Provide Primary Frequency Response Using Smart Meters
The ability of smart meters to control domestic demand during system emergencies was investigated. Direct load control through… 
Highly Cited
2012
Highly Cited
2012
CAPRA - Comprehensive Approach to Probabilistic Risk Assessment: international initiative for risk management effectiveness
Understanding disaster risk due to hazard events, such as earthquakes, creates powerful incentives for countries to develop… 
Highly Cited
2012
Highly Cited
2012
Aggregating imprecise or conflicting beliefs: An experimental investigation using modern ambiguity theories
Two experiments show that violations of expected utility due to ambiguity, found in general decision experiments, also affect… 
Highly Cited
2010
Highly Cited
2010
Modeling s-t path availability to support disaster vulnerability assessment of network infrastructure
Review
2009
Review
2009
E-safety and Web 2.0 for children aged 11-16
Abstract  This paper reports findings from a survey and interviews with children aged 11–16 years, teachers and parents on their… 
Highly Cited
2007
Highly Cited
2007
Design of an Electronically Beam Scanning Reflectarray Using Aperture-Coupled Elements
The design of a C-band electronically beam scanning reflectarray is presented. The reconfigurable reflectarray element consists… 
Review
2004
Review
2004
The hydraulic architecture of Pinaceae – a review
We reviewed the literature to examine the vulnerability to water stress-induced embolism of Pinaceae relative to other conifers… 
2002
2002
Architectural design for multistage 2-D MEMS optical switches
Next-generation wavelength routing optical networks requiring optical cross connects (OXC) in the network have the ability to… 
Highly Cited
2001
Highly Cited
2001
Optimal Portfolio Selection in a Value-at-Risk Framework
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