Asymptotics of multivariate conditional risk measures for Gaussian risks
Sign Up to like & getrecommendations! Published in 2019 at "Insurance: Mathematics and Economics"
DOI: 10.1016/j.insmatheco.2019.03.003
Abstract: Abstract This paper investigates accurate approximations of marginal moment excess, marginal conditional tail moment and marginal moment shortfall for multivariate Gaussian system risks. Based on the dimension reduction property via the quadratic programming problem, the… read more here.
Keywords: moment; risk; risk measures; multivariate conditional ... See more keywords
Response to letter to the editor by A. Huitfeldt Re: Odds ratios deconstructed: a new way to understand and explain odds ratios as conditional risk ratios.
Sign Up to like & getrecommendations! Published in 2017 at "Journal of clinical epidemiology"
DOI: 10.1016/j.jclinepi.2016.12.017
Abstract: Objectives: The aim of this analysis was to provide an alternative derivation of the odds ratio (OR) to provide an intuitive meaning, freeing it from any mention of odds, which may make it a more… read more here.
Keywords: treatment control; control; odds ratios; treatment ... See more keywords