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… (More)
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Papers overview

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2015
2015
a r t i c l e i n f o a b s t r a c t In this paper we study the optimal design of credit derivative contracts when banks have… (More)
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Highly Cited
2012
Highly Cited
2012
This paper presents a comprehensive analytical study of two competitive secondary operators' investment (i.e., spectrum leasing… (More)
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2012
2012
Today, H.264/AVC coding standards is widely used for efficient coding of video signals. But to cope with resolutions higher than… (More)
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2007
2007
The aim of this paper is to present an experimental study of impact and compression after impact (CAI) tests performed on… (More)
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Highly Cited
2007
Highly Cited
2007
The design of a C-band electronically beam scanning reflectarray is presented. The reconfigurable reflectarray element consists… (More)
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Highly Cited
2003
Highly Cited
2003
A precise estimation of the tail shape of forex returns is of critical importance for proper risk assessment. We improve upon the… (More)
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2002
2002
We present a simple numerical algorithm to select the minimal subset of SNPs required to capture the diversity of haplotype… (More)
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2002
2002
The World Trade Center disaster was a stark reminder to the insurance industry of the potential dire consequences of accumulating… (More)
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2001
2001
Next-generation wavelength routing optical networks requiring optical cross connects (OXC) in the network have the ability to… (More)
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1999
1999
Clicks is a new software architecture for building flexible and configurable routers. A Click router is assembled from packet… (More)
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