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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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Papers overview

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2015
2015
Composting of dead birds with cage layer manure (CLM) and low cost carbonaceous materials like 'coir pith waste' and 'sugarcane… 
2014
2014
In order to flexibly compensate reactive power, it is necessary to develop a controllable reactor in long distance and ultrahigh… 
2007
2007
In this paper we present a concept for providing QoS to multicast in structured P2P networks. We show on the example of Scribe… 
2006
2006
High-precision two-dimensional (2-D) fiber alignment modules would offer great benefits for high-density photonic interconnects… 
2005
2005
An important issue for video transmission over IP networks is preservation of perceived video quality despite packet loss. Packet… 
2004
2004
Optical fiber based wireless access schemes receive renewed attention with the popularity of hot-spots. They increase capacity… 
2002
2002
Next-generation wavelength routing optical networks requiring optical cross connects (OXC) in the network have the ability to… 
2001
2001
  • G. Favero
  • 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…