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Discounted maximum loss
Known as:
Worst case risk
, Worst-case risk measure
, Worst case risk measure
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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 measure
Expected shortfall
Loss function
Risk measure
Papers overview
Semantic Scholar uses AI to extract papers important to this topic.
2015
2015
CHEMICAL CHANGES DURING COMPOSTING OF POULTRY WASTE WITH COIRPITH WASTE AND SUGARCANE TOP
R. Sakthivadivu
,
K. Sivakumar
,
V. Ramesh
,
Saravana Kumar
,
A. Natarajan
2015
Corpus ID: 137925038
Composting of dead birds with cage layer manure (CLM) and low cost carbonaceous materials like 'coir pith waste' and 'sugarcane…
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2014
2014
Development of a Leakage Flux-Controlled Reactor
S. Shen
,
Y. Tang
,
+9 authors
J. Shi
IEEE transactions on applied superconductivity
2014
Corpus ID: 41887083
In order to flexibly compensate reactive power, it is necessary to develop a controllable reactor in long distance and ultrahigh…
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2008
2008
CHAPTER 8 – Integrated Dependability and Security Evaluation Using Game Theory and Markov Models
B. Helvik
2008
Corpus ID: 17475013
2007
2007
QoS Enabled Multicast for Structured P2P Networks
M. Brogle
,
Dragan Milic
,
T. Braun
4th IEEE Consumer Communications and Networking…
2007
Corpus ID: 16678739
In this paper we present a concept for providing QoS to multicast in structured P2P networks. We show on the example of Scribe…
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2006
2006
High-precision 2-D SM fiber connectors fabricated through deep proton writing
J. Van Erps
,
B. Volckaerts
,
+6 authors
H. Thienpont
IEEE Photonics Technology Letters
2006
Corpus ID: 19344337
High-precision two-dimensional (2-D) fiber alignment modules would offer great benefits for high-density photonic interconnects…
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2005
2005
Application-aware buffer management: new metrics and techniques
Yan Bai
,
M. Ito
IEEE transactions on broadcasting
2005
Corpus ID: 1511529
An important issue for video transmission over IP networks is preservation of perceived video quality despite packet loss. Packet…
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2004
2004
On the design of optical fiber based wireless access systems
Xavier N Fernando
,
A. Anpalagan
IEEE International Conference on Communications
2004
Corpus ID: 11992500
Optical fiber based wireless access schemes receive renewed attention with the popularity of hot-spots. They increase capacity…
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2002
2002
Architectural design for multistage 2-D MEMS optical switches
G. Shen
,
T. Cheng
,
S. Bose
,
Chao Lu
,
T. Chai
2002
Corpus ID: 15559464
Next-generation wavelength routing optical networks requiring optical cross connects (OXC) in the network have the ability to…
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2001
2001
Shortfall risk minimization under model uncertainty in the binomial case: adaptive and robust approaches
G. Favero
Math. Methods Oper. Res.
2001
Corpus ID: 18195252
Abstract. We consider the problem of minimizing the shortfall risk when the aim is to hedge a contingent claim in a binomial…
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1997
1997
A model for probable maximum loss in hurricanes
C. Unanwa
1997
Corpus ID: 114521687
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