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Добірка наукової літератури з теми "Average risk"

Автор: Grafiati

Опубліковано: 30 травня 2022

Оновлено: 31 травня 2022

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Статті в журналах з теми "Average risk"

Levin, Bernard, and Sarah Tropman Hawley. "Average-risk Screening." Surgical Oncology Clinics of North America 9, no. 4 (October 2000): 665–77. http://dx.doi.org/10.1016/s1055-3207(18)30102-9.

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HARDCASTLE, J. D. "Screening average risk individuals." Journal of Gastroenterology and Hepatology 6, no. 6 (December 1991): 545–47. http://dx.doi.org/10.1111/j.1440-1746.1991.tb00905.x.

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Tavakoli Baghdadabad, Mohammad Reza. "Average drawdown risk reduction and risk tolerances." Research in Economics 68, no. 3 (September 2014): 264–76. http://dx.doi.org/10.1016/j.rie.2014.02.002.

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Wylie, Virginia L. "The Risk in Being Average." Middle School Journal 23, no. 4 (March 1992): 33–35. http://dx.doi.org/10.1080/00940771.1992.11496060.

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Botella-Rocamora, P., A. López-Quílez, and M. A. Martinez-Beneito. "Spatial moving average risk smoothing." Statistics in Medicine 32, no. 15 (December 10, 2012): 2595–612. http://dx.doi.org/10.1002/sim.5704.

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Diamantini, C., and A. Spalvieri. "Quantizing for minimum average misclassification risk." IEEE Transactions on Neural Networks 9, no. 1 (1998): 174–82. http://dx.doi.org/10.1109/72.655039.

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Kaunitz, Andrew M., JoAnn V. Pinkerton, Sujata V. Ghate, and Andrew M. D. Wolf. "Screening mammography for average-risk women." Menopause 25, no. 3 (March 2018): 343–45. http://dx.doi.org/10.1097/gme.0000000000001026.

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Beutner, Eric, and Henryk Zähle. "Bootstrapping Average Value at Risk of Single and Collective Risks." Risks 6, no. 3 (September 12, 2018): 96. http://dx.doi.org/10.3390/risks6030096.

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Almost sure bootstrap consistency of the blockwise bootstrap for the Average Value at Risk of single risks is established for strictly stationary β -mixing observations. Moreover, almost sure bootstrap consistency of a multiplier bootstrap for the Average Value at Risk of collective risks is established for independent observations. The main results rely on a new functional delta-method for the almost sure bootstrap of uniformly quasi-Hadamard differentiable statistical functionals, to be presented here. The latter seems to be interesting in its own right.

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Lee, Cindy S., Debra L. Monticciolo, and Linda Moy. "Screening Guidelines Update for Average-Risk and High-Risk Women." American Journal of Roentgenology 214, no. 2 (February 2020): 316–23. http://dx.doi.org/10.2214/ajr.19.22205.

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Harris, Robert S., and John J. Pringle. "RISK-ADJUSTED DISCOUNT RATES-EXTENSIONS FROM THE AVERAGE-RISK CASE." Journal of Financial Research 8, no. 3 (September 1985): 237–44. http://dx.doi.org/10.1111/j.1475-6803.1985.tb00406.x.

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Дисертації з теми "Average risk"

Wang, Wei. "Sample Average Approximation of Risk-Averse Stochastic Programs." Diss., Georgia Institute of Technology, 2007. http://hdl.handle.net/1853/19784.

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Sample average approximation (SAA) is a well-known solution methodology for traditional stochastic programs which are risk neutral in the sense that they consider optimization of expectation functionals. In this thesis we establish sample average approximation methods for two classes of non-traditional stochastic programs. The first class is that of stochastic min-max programs, i.e., min-max problems with expected value objectives, and the second class is that of expected value constrained stochastic programs. We specialize these SAA methods for risk-averse stochastic problems with a bi-criteria objective involving mean and mean absolute deviation, and those with constraints on conditional value-at-risk. For the proposed SAA methods, we prove that the results of the SAA problem converge exponentially fast to their counterparts for the true problem as the sample size increases. We also propose implementation schemes which return not only candidate solutions but also statistical upper and lower bound estimates on the optimal value of the true problem. We apply the proposed methods to solve portfolio selection and supply chain network design problems. Our computational results reflect good performance of the proposed SAA schemes. We also investigate the effect of various types of risk-averse stochastic programming models in controlling risk in these problems.

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Brau, Rojas Agustin. "Controlled Markov chains with risk-sensitive average cost criterion." Diss., The University of Arizona, 1999. http://hdl.handle.net/10150/284004.

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Discrete controlled Markov chains with finite action space and bounded cost per stage are studied in this dissertation. The performance index function, the exponential average cost (EAC), models risk-sensitivity by means of an exponential (dis)utility function. First, for the finite state space model, the EAC corresponding to a fixed stationary (deterministic) policy is characterized in terms of the spectral radii of matrices associated to irreducible communicating classes of both recurrent and transient states. This result generalizes a well known theorem of Howard and Matheson, which treats the particular case in which the Markov cost chain has only one dosed class of states. Then, it is shown that under strong recurrence conditions, the risk-sensitive model approaches the risk-null model when the risk-sensitivity coefficient is small. However, it is proved and also illustrated by means of examples, that in general, fundamental differences arise between both models, e.g., the EAC may depend on the cost structure at the transient states. In particular, the behavior of the EAC for large risk-sensitivity is also analyzed. After showing that an exponential average optimality equation holds for the countable state space model, a proof of the existence of solutions to that equation for the finite model under a simultaneous Doeblin condition is provided, which is simpler than that given in recent work of Cavazos-Cadena and Fernandez-Gaucherand. The adverse impact of "large risk-sensitivity" on recently obtained conditions for the existence of solutions to an optimality inequality is illustrated by means of an example. Finally, a counterexample is included to show that, unlike previous results for finite models, a controlled Markov chain with infinite state space may not have ultimately stationary optimal policies in the risk-sensitive (exponential) discounted cost case, in general. Moreover, a simultaneous Doeblin condition is satisfied in our example, an assumption that enables the vanishing discount approach in the risk-null case, thus further suggesting that more restrictive conditions than those commonly used in the risk neutral context are needed to develop the mentioned approach for risk-sensitive criteria.

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Miller, Carrie A. "Communicating Colorectal Cancer Risk to Average Risk Adults: Examining the Impact on Risk Perceptions and Health Behavior Intentions." VCU Scholars Compass, 2018. https://scholarscompass.vcu.edu/etd/5632.

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Background. CRC risk can be reduced though lifestyle modification and regular screenings. Providing CRC risk feedback that promotes preventive behaviors to those at average risk has the potential to significantly reduce CRC morbidity and mortality. Purpose. The purpose of this dissertation was to examine the impact of CRC risk assessment feedback among adults aged 50-75 with no personal or family history of the disease. The specific aims were to: (1a) test personalized (vs. generic) risk assessment feedback on individuals’ risk perceptions and intentions to engage in three risk-reducing behaviors (e.g., physical activity, diet, and screening); (1b) determine if the provision of CRC risk information influences breast cancer risk perceptions and mammography intentions; (2a) examine individuals’ accuracy of perceived lifetime risk of CRC; (2b) assess whether improved accuracy following risk assessment was associated with changes in behavioral intentions; and finally, (3) evaluate the use of a unique sampling procedure designed to increase diversity of survey respondents. Methods. A pre-post parallel, two arm randomized controlled trial examined the effects of providing CRC risk assessment feedback that included lifetime risk estimates and information about CRC risk factors that was either personalized (treatment) or generic (control). N=419 average risk adults between the ages of 50-75 were recruited from a commercial online panel. Results. There were no differences in risk perception between study arms. Overall participants, perceived lifetime risk of CRC lowered at post-test and seemingly produced a spillover effect in lowered perceived lifetime risk of breast cancer among females. CRC screening intentions increased in both study arms and mammography intentions increased in the control arm. Accuracy of lifetime risk improved at post-test, but was not associated with changes in intentions to perform risk reducing behaviors. Quota sampling acquired a targeted and diverse sample quickly and efficiently. Conclusion. Communicating CRC risk information to average risk adults can improve CRC risk perception accuracy and enhance colorectal and mammography screening intentions. Risk assessment feedback did not consistently influence intentions to improve diet and physical activity.

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Tekaya, Wajdi. "Risk neutral and risk averse approaches to multistage stochastic programming with applications to hydrothermal operation planning problems." Diss., Georgia Institute of Technology, 2013. http://hdl.handle.net/1853/47582.

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The main objective of this thesis is to investigate risk neutral and risk averse approaches to multistage stochastic programming with applications to hydrothermal operation planning problems. The purpose of hydrothermal system operation planning is to define an operation strategy which, for each stage of the planning period, given the system state at the beginning of the stage, produces generation targets for each plant. This problem can be formulated as a large scale multistage stochastic linear programming problem. The energy rationing that took place in Brazil in the period 2001/2002 raised the question of whether a policy that is based on a criterion of minimizing the expected cost (i.e. risk neutral approach) is a valid one when it comes to meet the day-to-day supply requirements and taking into account severe weather conditions that may occur. The risk averse methodology provides a suitable framework to remedy these deficiencies. This thesis attempts to provide a better understanding of the risk averse methodology from the practice perspective and suggests further possible alternatives using robust optimization techniques. The questions investigated and the contributions of this thesis are as follows. First, we suggest a multiplicative autoregressive time series model for the energy inflows that can be embedded into the optimization problem that we investigate. Then, computational aspects related to the stochastic dual dynamic programming (SDDP) algorithm are discussed. We investigate the stopping criteria of the algorithm and provide a framework for assessing the quality of the policy. The SDDP method works reasonably well when the number of state variables is relatively small while the number of stages can be large. However, as the number of state variables increases the convergence of the SDDP algorithm can become very slow. Afterwards, performance improvement techniques of the algorithm are discussed. We suggest a subroutine to eliminate the redundant cutting planes in the future cost functions description which allows a considerable speed up factor. Also, a design using high performance computing techniques is discussed. Moreover, an analysis of the obtained policy is outlined with focus on specific aspects of the long term operation planning problem. In the risk neutral framework, extreme events can occur and might cause considerable social costs. These costs can translate into blackouts or forced rationing similarly to what happened in 2001/2002 crisis. Finally, issues related to variability of the SAA problems and sensitivity to initial conditions are studied. No significant variability of the SAA problems is observed. Second, we analyze the risk averse approach and its application to the hydrothermal operation planning problem. A review of the methodology is suggested and a generic description of the SDDP method for coherent risk measures is presented. A detailed study of the risk averse policy is outlined for the hydrothermal operation planning problem using different risk measures. The adaptive risk averse approach is discussed under two different perspectives: one through the mean-$avr$ and the other through the mean-upper-semideviation risk measures. Computational aspects for the hydrothermal system operation planning problem of the Brazilian interconnected power system are discussed and the contributions of the risk averse methodology when compared to the risk neutral approach are presented. We have seen that the risk averse approach ensures a reduction in the high quantile values of the individual stage costs. This protection comes with an increase of the average policy value - the price of risk aversion. Furthermore, both of the risk averse approaches come with practically no extra computational effort and, similarly to the risk neutral method, there was no significant variability of the SAA problems. Finally, a methodology that combines robust and stochastic programming approaches is investigated. In many situations, such as the operation planning problem, the involved uncertain parameters can be naturally divided into two groups, for one group the robust approach makes sense while for the other the stochastic programming approach is more appropriate. The basic ideas are discussed in the multistage setting and a formulation with the corresponding dynamic programming equations is presented. A variant of the SDDP algorithm for solving this class of problems is suggested. The contributions of this methodology are illustrated with computational experiments of the hydrothermal operation planning problem and a comparison with the risk neutral and risk averse approaches is presented. The worst-case-expectation approach constructs a policy that is less sensitive to unexpected demand increase with a reasonable loss on average when compared to the risk neutral method. Also, we comp are the suggested method with a risk averse approach based on coherent risk measures. On the one hand, the idea behind the risk averse method is to allow a trade off between loss on average and immunity against unexpected extreme scenarios. On the other hand, the worst-case-expectation approach consists in a trade off between a loss on average and immunity against unanticipated demand increase. In some sense, there is a certain equivalence between the policies constructed using each of these methods.

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Coffindaffer, Jarrett W. "Colorectal cancer cost-effectiveness of screening and chemoprevention in average risk males /." Morgantown, W. Va. : [West Virginia University Libraries], 2006. https://eidr.wvu.edu/etd/documentdata.eTD?documentid=4633.

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Thesis (M.S.)--West Virginia University, 2006.
Title from document title page. Document formatted into pages; contains ix, 98 p. : ill. (some col.). Includes abstract. Includes bibliographical references (p. 92-98).

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Griffey, Kathy R. "The effect of at-risk tutorial programs on student grade point average." Virtual Press, 1990. http://liblink.bsu.edu/uhtbin/catkey/720400.

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The purpose of the study was to determine the effectiveness of at-risk tutorial programs as measured by student grade point average.The population was defined as elementary students identif7ed by local school officials as being at-risk according to federal and state descriptions of at-risk youth and according to individual school program objectives. The sample consisted of 250 elementary students selected from nine schools in five school districts that offered Indiana Department of Education funded at-risk tutorial programs and who were identified as at-risk by local school officials.The independent variables were time and treatment utilizing a 3 (Time) x 3 (Treatment) design for the study. The dependent variable was grade point average. Intervening variables were gender, age, grade, socioeconomic status, tutor, race, type of treatment, motivation, parent input such as encouragement, and student participation in other special programs such as special counseling.The following three findings were a result of analysis of data collected for the study:1. The null hypothesis of no differences among group means was rejected at an alpha level of .05 using Wilks multivariate analysis of variance.2. Univariate F statistics revealed the multivariate difference among group means to be accounted for at Time 4.3. Scheffe' post hoc pair-wise comparisons for Time 4 revealed a difference existed between the Control Group and Experimental Group 1 and between Experimental Group 1 and Experimental Group 2. No difference existed between the Control Group and Experimental Group 2.One conclusion was evident as a result of procedures applied in the study. No differences of grade point average were proven to result from differing levels of participation in at-risk tutorial programs. Implications of the study were (a) at-risk students need to participate in long-term programs that provide services for the student K-12 school career and (b) short-term at-risk programs may cause decline of student progress when the program is withdrawn.
Department of Educational Leadership

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Bretz, Frances. "Using average net returns and risk measures to compare irrigation management strategies." Thesis, Kansas State University, 2017. http://hdl.handle.net/2097/35548.

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Master of Agribusiness
Department of Agricultural Economics
Nathan P. Hendricks
Risk and uncertainty are inherent in agriculture especially when lack of precipitation needed for crop production is common. Precipitation in the High Plains is highly variable. To supplement precipitation, the Ogallala Aquifer, a large underground water storage reservoir, was developed for irrigation. However, as the saturated thickness of the aquifer decreases, the rate at which water can be extracted (i.e., well capacities) decreases. Limited well capacities induce risk in agricultural production because producers may not be able to irrigate sufficiently in dry years. This study’s objective was to develop a method to assist producers in comparing alternative irrigation management strategies in the face of risk due to a limited well capacity. The objective was accomplished by simulating average net returns for 172 different irrigation strategies across 30 years (1986-2015) of historical weather (Kansas Mesonet 2016). Management strategies include different combinations of corn and wheat production with full irrigation, moderate irrigation, deficit irrigation and dryland production. The three risk measures were Value at Risk (VaR), expected shortfall, and standard deviation. The risk-return tradeoff is estimated for management strategies for two well capacities, 300 GPM (gallons per minute) and 600 GPM. Estimating these risk measures can help producers better evaluate the optimal management strategy compared to the approach of only equating average net returns.

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Claus, Lora Hamerschlag. "Proft Maximizing Hedging Strategies for Managers and Members of Vertical Beef Alliances." Thesis, Virginia Tech, 2003. http://hdl.handle.net/10919/31578.

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Vertical alliances are an increasingly common form of organization for participants in the beef industry. The implications of combining feeding and packing margins into one alliance are investigated. Moving average based selective hedging strategies are used to hedge the major inputs and outputs for cattle owners and packers to improve the level of mean revenue to the alliance. The success of the hedging program is evaluated from mean-variance and cash-flow perspectives.
Master of Science

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Broll, Udo, Andreas Förster, and Wilfried Siebe. "Market Risk: Exponential Weightinh in the Value-at-Risk Calculation." Technische Universität Dresden, 2020. https://tud.qucosa.de/id/qucosa%3A72009.

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When measuring market risk, credit institutions and Alternative Investment Fund Managers may deviate from equally weighting historical data in their Value-at-Risk calculation and instead use an exponential time series weighting. The use of expo-nential weighting in the Value-at-Risk calculation is very popular because it takes into account changes in market volatility (immediately) and can therefore quickly adapt to VaR. In less volatile market phases, this leads to a reduction in VaR and thus to lower own funds requirements for credit institutions. However, in the ex-ponential weighting a high volatility in the past is quickly forgotten and the VaR can be underestimated when using exponential weighting and the VaR may be un-derestimated. To prevent this, credit institutions or Alternative Investment Fund Managers are not completely free to choose a weighting (decay) factor. This article describes the legal requirements and deals with the calculation of the permissible weighting factor. As an example we use the exchange rate between Euro and Polish zloty to estimate the Value-at-Risk. We show the calculation of the weighting factor with two different approaches. This article also discusses exceptions to the general legal requirements.

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Cucurnia, Renato, and Ali Khadar. "Value at Risk : En kvantitativ studie av Historical Simulation Approach och Simple Moving Average Approach." Thesis, Umeå University, Umeå School of Business, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-34300.

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Книги з теми "Average risk"

Institute of Medicine (U.S.), National Cancer Policy Board (U.S.), National Research Council (U.S.). Board on Science, Technology, and Economic Policy, National Research Council (U.S.). Global Affairs Division, and NetLibrary Inc, eds. Economic models of colorectal cancer screening in average-risk adults: Workshop summary. Washington, DC: National Academies Press, 2005.

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Attanasio, Orazio P. Intertemporal substitution, risk aversion and the Euler Equation for consumption: Evidence from aggregate and average cohort data. London: University College, 1987.

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Bernstein, Peter L. Against the gods: The remarkable story of risk. Toronto: John Wiley & Sons, Inc, 1996.

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Bernstein, Peter L. Against the gods: The remarkable story of risk. New York: John Wiley & Sons, 1996.

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Risuku: Kamigami e no hangyaku = Against the gods : the remarkable story of risk. Tōkyō: Nihon Keizai Shinbun, 1998.

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Savage, Sam L. The Flaw of Averages. New York: John Wiley & Sons, Ltd., 2009.

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Parrino, Robert. Measuring investment distortions when risk-averse managers decide whether to undertake risky projects. Cambridge, MA: National Bureau of Economic Research, 2002.

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Vitale, Paolo. Risk-averse traders with inside information. Cambridge: Department of Applied Economics, University of Cambridge, 1995.

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Pham, Khanh D. Linear-Quadratic Controls in Risk-Averse Decision Making. New York, NY: Springer New York, 2013. http://dx.doi.org/10.1007/978-1-4614-5079-5.

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The flaw of averages: Why we underestimate risk in the face of uncertainty. Hoboken, NJ: Wiley, 2009.

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Частини книг з теми "Average risk"

Peng, Jin. "Average Value at Risk in Fuzzy Risk Analysis." In Advances in Soft Computing, 1303–13. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-642-03664-4_139.

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Glazer, Amanda K., Jacob V. Spertus, and Philip B. Stark. "Bayesian Audits Are Average But Risk-Limiting Audits are Above Average." In Electronic Voting, 84–94. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-60347-2_6.

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Weber, Charles L. "Binary Detection Systems Minimizing the Average Risk." In Springer Texts in Electrical Engineering, 19–39. New York, NY: Springer New York, 1987. http://dx.doi.org/10.1007/978-1-4612-4774-6_4.

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Stark, Philip B. "Sets of Half-Average Nulls Generate Risk-Limiting Audits: SHANGRLA." In Financial Cryptography and Data Security, 319–36. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-54455-3_23.

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Cavazos-Cadena, Rolando, and Emmanuel Fernández-Gaucherand. "Risk-Sensitive Optimal Control in Communicating Average Markov Decision Chains." In International Series in Operations Research & Management Science, 515–53. New York, NY: Springer US, 2002. http://dx.doi.org/10.1007/0-306-48102-2_22.

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Tang, Xu, and Fah Fatt Gan. "Risk-Adjusted Exponentially Weighted Moving Average Charting Procedure Based on Multi-Responses." In Frontiers in Statistical Quality Control 12, 113–31. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-75295-2_6.

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Yoshida, Yuji, and Satoru Kumamoto. "Dynamic Average Value-at-Risk Allocation on Worst Scenarios in Asset Management." In Lecture Notes in Computer Science, 674–83. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-14812-6_42.

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Yoshida, Yuji. "A Dynamic Average Value-at-Risk Portfolio Model with Fuzzy Random Variables." In Fuzzy Sets, Rough Sets, Multisets and Clustering, 291–306. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-47557-8_17.

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Yoshida, Yuji. "An Optimal Process for Average Value-at-Risk Portfolios in Financial Management." In Lecture Notes in Electrical Engineering, 101–7. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-53934-8_12.

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Kumar, Praveen, Priyanka Sihag, Ankush Pathania, Pratik Chaturvedi, K. V. Uday, and Varun Dutt. "Comparison of Moving-Average, Lazy, and Information Gain Methods for Predicting Weekly Slope-Movements: A Case-Study in Chamoli, India." In Understanding and Reducing Landslide Disaster Risk, 321–30. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-60311-3_38.

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Тези доповідей конференцій з теми "Average risk"

Hu, Yu-Gang, Jianye Ching, and Kok-Kwang Phoon. "Can a Spatially Variable Field Be Converted into a Homogeneous Spatial Average over an Influence Zone?" In Geo-Risk 2017. Reston, VA: American Society of Civil Engineers, 2017. http://dx.doi.org/10.1061/9780784480731.011.

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Zhao, Feiran, Keyou You, and Tamer Basar. "Infinite-horizon Risk-constrained Linear Quadratic Regulator with Average Cost." In 2021 60th IEEE Conference on Decision and Control (CDC). IEEE, 2021. http://dx.doi.org/10.1109/cdc45484.2021.9683474.

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van, Mark, der Krog, and Timo Schweckendiek. "Systematic Transformation Error in the Depth-Average Undrained Shear Strength." In Proceedings of the 7th International Symposium on Geotechnical Safety and Risk (ISGSR 2019). Singapore: Research Publishing Services, 2019. http://dx.doi.org/10.3850/978-981-11-2725-0-ms1-9-cd.

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Carpin, Stefano, Yin-Lam Chow, and Marco Pavone. "Risk aversion in finite Markov Decision Processes using total cost criteria and average value at risk." In 2016 IEEE International Conference on Robotics and Automation (ICRA). IEEE, 2016. http://dx.doi.org/10.1109/icra.2016.7487152.

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Dolmatov, Denis A., Renat R. Abdullin, and Rostislav I. Sokolov. "Phase-locked radar impulse optimal receiver by average risk minimum criterion." In 2017 IEEE Radio and Antenna Days of the Indian Ocean (RADIO). IEEE, 2017. http://dx.doi.org/10.23919/radio.2017.8242241.

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Byrd, William R., and Matthew G. Wylie. "Site-Specific Quantitative Pipeline Risk Analysis Using Monte Carlo Methods." In 2014 10th International Pipeline Conference. American Society of Mechanical Engineers, 2014. http://dx.doi.org/10.1115/ipc2014-33171.

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This paper compares a site specific quantitative risk analysis for a gas transmission pipeline using traditional “average” risk ranking methods to a more complex Monte Carlo analysis using a range of possibilities and consequences for the various areas of the site—each with their own probability. The comparison is based on the California “Guidance Protocol for School Site Pipeline Risk Analysis”, a quantitative risk analysis protocol which uses average probability and consequence values, and extends it to explain how a more complex Monte Carlo analysis of those same risk factors can give a more comprehensive understanding of anticipated risks and consequences.

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Yoshida, Yuji. "Return-Maximizing in Fuzzy Portfolio Processes under Average Value-at-Risk Constraints." In 2018 7th International Conference on Reliability, Infocom Technologies and Optimization (Trends and Future Directions) (ICRITO). IEEE, 2018. http://dx.doi.org/10.1109/icrito.2018.8748375.

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Macijauskas, Lukas. "Simple Moving Average as a Risk Management Method in Main Asset Classes." In The 7th International Scientific Conference "Business and Management 2012". Vilnius, Lithuania: Vilnius Gediminas Technical University Publishing House Technika, 2012. http://dx.doi.org/10.3846/bm.2012.016.

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Siedlikowski, Sophia, Gillian Bartlett, Roland Grad, and Carolyn Ells. "113 An exploration of physician perspectives on mammography screening for average-risk women." In Preventing Overdiagnosis, Abstracts, August 2018, Copenhagen. BMJ Publishing Group Ltd, 2018. http://dx.doi.org/10.1136/bmjebm-2018-111070.113.

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Schrading, S., K. Strobel, and CK Kuhl. "Abstract S1-09: MRI screening of women at average risk of breast cancer." In Abstracts: Thirty-Sixth Annual CTRC-AACR San Antonio Breast Cancer Symposium - Dec 10-14, 2013; San Antonio, TX. American Association for Cancer Research, 2013. http://dx.doi.org/10.1158/0008-5472.sabcs13-s1-09.

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Звіти організацій з теми "Average risk"

Ramesh, Anapathur V., David Twigg, and Tilak Sharma. Modeling Average Flight Risk due to Lightning Threat in Safety Analysis for Airplane Systems and Structures. Warrendale, PA: SAE International, October 2011. http://dx.doi.org/10.4271/2011-01-2567.

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Bustelo, Monserrat, Pablo Egana-delSol, Laura Ripani, Nicolas Soler, and Mariana Viollaz. Automation in Latin America: Are Women at Higher Risk of Losing Their Jobs? Inter-American Development Bank, August 2020. http://dx.doi.org/10.18235/0002566.

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New technological trends, such as digitization, artificial intelligence and robotics, have the power to drastically increase economic output but may also displace workers. In this paper we assess the risk of automation for female and male workers in four Latin American countries Bolivia, Chile, Colombia and El Salvador. Our study is the first to apply a task-based approach with a gender perspective in this region. Our main findings indicate that men are more likely than women to perform tasks linked to the skills of the future, such as STEM (science, technology, engineering and mathematics), information and communications technology, management and communication, and creative problem-solving tasks. Women thus have a higher average risk of automation, and 21% of women vs. 19% of men are at high risk (probability of automation greater than 70%). The differential impacts of the new technological trends for women and men must be assessed in order to guide the policy-making process to prepare workers for the future. Action should be taken to prevent digital transformation from worsening existing gender inequalities in the labor market.

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De Donder, Philippe, Marie-Louise Leroux, and François Salanié. Advantageous selection without moral hazard. CIRANO, May 2022. http://dx.doi.org/10.54932/nqvt3458.

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Advantageous (or propitious) selection occurs when an increase in the premium of an insurance contract induces high-cost agents to quit, thereby reducing the average cost among remaining buyers. Hemenway (1990) and many subsequent contributions motivate its advent by differences in risk-aversion among agents, implying different prevention efforts. We argue that it may also appear in the absence of moral hazard, when agents only differ in riskiness and not in (risk) preferences. We first show that profit-maximization implies that advantageous selection is more likely when markup rates and the elasticity of insurance demand are high. We then move to standard settings satisfying the single-crossing property and show that advantageous selection may occur when several contracts are offered, when agents also face a non-insurable background risk, or when agents face two mutually exclusive risks that are bundled together in a single insurance contract. We exemplify this last case with life care annuities, a product which bundles long-term care insurance and annuities, and we use Canadian survey data to provide an example of a contract facing advantageous selection.

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Parrino, Robert, Allen Poteshman, and Michael Weisbach. Measuring Investment Distortions when Risk-Averse Managers Decide Whether to Undertake Risky Projects. Cambridge, MA: National Bureau of Economic Research, January 2002. http://dx.doi.org/10.3386/w8763.

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Keefer, Philip, Carlos Scartascini, and Razvan Vlaicu. Research Insights: Can Voter Preferences Explain Why Governments Underinvest in Public Goods? Inter-American Development Bank, April 2022. http://dx.doi.org/10.18235/0004212.

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A new survey of 6,040 voting-age individuals conducted in seven Latin American metropolitan areas reveals that political and interpersonal mistrust, risk aversion and time impatience are strong predictors of voter preferences for public spending. Respondents with higher mistrust or impatience are more likely to choose transfers over public goods; more impatient respondents are also more likely to choose current spending over public investment. Randomized experiments providing information about the benefits of public investment have the expected average demand impacts. Respondents with high political mistrust or impatience increase their demand for public investment significantly less than others.

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Lichand, Guilherme, Carlos Alberto Dória, Onicio Leal Neto, and João Cossi. The Impacts of Remote Learning in Secondary Education: Evidence from Brazil during the Pandemic. Inter-American Development Bank, June 2021. http://dx.doi.org/10.18235/0003344.

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The goal of this paper is to document the pedagogic impacts of the remote learning strategy used by an state department of education in Brazil during the pandemic. We found that dropout risk increased by 365% under remote learning. While risk increased with local disease activity, most of it can be attributed directly to the absence of in-person classes: we estimate that dropout risk increased by no less than 247% across the State, even at the low end of the distribution of per capita Covid-19 cases. Average standardized test scores decreased by 0.32 standard deviation, as if students had only learned 27.5% of the in-person equivalent under remote learning. Learning losses did not systematically increase with local disease activity, attesting that they are in fact the outcome of remote learning, rather than a consequence of other health or economic impacts of Covid-19. Authorizing schools to partially reopen for in-person classes increased high-school students test scores by 20% relative to the control group.

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Berlinski, Samuel, Matías Busso, Taryn Dinkelman, and Claudia Martínez A. Reducing Parent-School Information Gaps and Improving Education Outcomes: Evidence from High-Frequency Text Messages. Inter-American Development Bank, May 2021. http://dx.doi.org/10.18235/0003257.

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We conducted an experiment in low-income schools in Chile to test the effects and behavioral changes triggered by a program that sends attendance, grade, and classroom behavior information to parents via weekly and monthly text messages. Our 18-month intervention raised average math GPA by 0.09 of a standard deviation and increased the share of students satisfying attendance requirements for grade promotion by 4.5 percentage points. Treatment effects were larger for students at higher risk of later grade retention and dropout. Leveraging existing school inputs for a light-touch, cost-effective, and scalable information intervention can improve education outcomes in lower-income settings.

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Tarko, Andrew P., Qiming Guo, and Raul Pineda-Mendez. Using Emerging and Extraordinary Data Sources to Improve Traffic Safety. Purdue University, 2021. http://dx.doi.org/10.5703/1288284317283.

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The current safety management program in Indiana uses a method based on aggregate crash data for conditions averaged over several-year periods with consideration of only major roadway features. This approach does not analyze the risk of crashes potentially affected by time-dependent conditions such as traffic control, operations, weather and their interaction with road geometry. With the rapid development of data collection techniques, time-dependent data have emerged, some of which have become available for safety management. This project investigated the feasibility of using emerging and existing data sources to supplement the current safety management practices in Indiana and performed a comprehensive evaluation of the quality of the new data sources and their relevance to traffic safety analysis. In two case studies, time-dependent data were acquired and integrated to estimate their effects on the hourly probability of crash and its severity on two selected types of roads: (1) rural freeways and (2) signalized intersections. The results indicate a considerable connection between hourly traffic volume, average speeds, and weather conditions on the hourly probability of crash and its severity. Although some roadway geometric features were found to affect safety, the lack of turning volume data at intersections led to some counterintuitive results. Improvements have been identified to be implemented in the next phase of the project to eliminate these undesirable results.

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Ayoul-Guilmard, Q., F. Nobile, S. Ganesh, M. Nuñez, R. Tosi, C. Soriano, and R. Rosi. D5.5 Report on the application of multi-level Monte Carlo to wind engineering. Scipedia, 2022. http://dx.doi.org/10.23967/exaqute.2022.3.03.

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We study the use of multi-level Monte Carlo methods for wind engineering. This report brings together methodological research on uncertainty quantification and work on target applications of the ExaQUte project in wind and civil engineering. First, a multi-level Monte Carlo for the estimation of the conditional value at risk and an adaptive algorithm are presented. Their reliability and performance are shown on the time-average of a non-linear oscillator and on the lift coefficient of an airfoil, with both preset and adaptively refined meshes. Then, we propose an adaptive multi-fidelity Monte Carlo algorithm for turbulent fluid flows where multilevel Monte Carlo methods were found to be inefficient. Its efficiency is studied and demonstrated on the benchmark problem of quantifying the uncertainty on the drag force of a tall building under random turbulent wind conditions. All numerical experiments showcase the open-source software stack of the ExaQUte project for large-scale computing in a distributed environment.

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Constantinides, George, Michal Czerwonko, Jens Carsten Jackwerth, and Stylianos Perrakis. Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence. Cambridge, MA: National Bureau of Economic Research, August 2010. http://dx.doi.org/10.3386/w16302.

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