conditional tail expectation

Tail value at risk - Wikipedia, the free encyclopedia這就是老婆!看完了,你會心碎…  晚上,他扳過她苗條的身子想親熱一下。 。他把她輕輕抱進懷裡,那一刻,他發誓這輩子一定給她幸福。他從泥瓦工做到分組長,後來組建了自己的工程隊,再後來工程隊變成了建築公司,如今建築公司在這個城市​​名氣頗響,他身邊也有了太多的誘惑。而她越來越老了Tail value at risk (TVaR), also known as tail conditional expectation (TCE) or conditional tail expectation (CTE), is a risk measure associated with the more general value at risk. It quantifies the expected value of the loss given that an event outside a...

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B&H RESEARCH One-year projection of run-off conditional tail expectation (CTE) reserves 1、家裡離公司很遠,為了上班方便,老公和他的秘書Mary合資在公司附近租了一個公寓。一天,老公邀請妻子去他們租屋處吃晚飯。飯桌上,妻子一直注意老公與女祕書的互動,老公也發現了妻子的眼光。 於是主動跟妻子說明:我知道你在想什麼,不過我可以向你保證,Mary和我是純粹的上司與下屬,絕對沒有別的。 一個ESG DOCUMENTATION PACK MARCH 2013 MARCH 2013 ENTERPRISE RISK SOLUTIONS One-year projection of run-off conditional tail expectation (CTE) reserves Overview This paper discusses whether the quantitative techniques that have been ......

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Estimating the Conditional Tail Expectation in the Case of Heavy-Tailed Losses 你們相遇於茫茫人海,相識於某個瞬間,然後,荷爾蒙的作用使你們相互吸引,一切似乎預示著某個特殊時刻的到來……然後,你說……(當然也可能是ta說),到底什麼樣的語言能夠最準確最具殺傷力地使你們過渡到下一個關鍵的時刻呢?兩性心理高手在調查了40名男The conditional tail expectation (CTE) is an important actuarial risk measure and a useful tool in financial risk assessment. Under the classical assumption that the second moment of the loss variable is finite, the asymptotic normality of the nonparametr...

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conditional sale legal definition of conditional sale   那年,妻子在外面遇見了一個人,是所謂異性知己,他差點兒成了她的外遇。他是一個很風趣、很有才情的男人。也許是他的婚姻太冷漠,也許是她的情感太寂寞,總之這個人給她帶來了特別新鮮的感覺,就好像又重新有了戀愛的激情。過去的幾年裡,她不修邊幅、不愛出門,躺在沙發上可以一天不吃飯…conditional sale n. a sale of property or goods which will be completed if certain conditions are met (as agreed) by one or both parties to the transaction. Example: Hotrod agrees to buy Tappit's 1939 LaSalle for $1,000 cash if Tappit can get the car runn...

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Tail Value At Risk - Introduction   當你太愛一個人的時候,他就不會很愛你了,因為他看準了你不會離開他,哪怕他把你傷得一塌糊塗,他自信只要用一個愛字,就可以把一切抺平,這樣一個人是不值得你去愛的。   這樣的人太過自私和功利,愛自己遠勝於愛你。他的自尊、他的驕傲、他的需要都要比你的愛來得重要。你盡管很愛他,但你The Tail Value-at-Risk, TVaR, of a portfolio is defined as the expected outcome (loss), conditional on the loss exceeding the Value-at-Risk (VaR), of the distribution. Where the support of the distribution is continuous the VaR with confidence level is us...

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A Simple General Approach to Inference About the Tail of a Distribution 寫得很有趣,同時又耐人尋味。   首先出場的是一號女主角(為了方便,我就排序從1號——30號了)。出場之前,要介紹一下我的大姨媽,女孩子一聽到大姨媽就都明白了, 每月一次,雷打不動,除非安全措施沒做好,萬一她不來,你的噩夢就要來了。   我的大姨媽,就是THE TAIL OF A DISTRIBUTION 1169 yr+1) > D, the conditional likelihood function for 0 is (3.3) L1(6) oc IJlexp[k In w(y(l'; 0) - (k - i) In [w(y(i); O)/w(y(i+?'; 0)]] where the Jacobian J is proportional to Jl+1 (dIn w(y'i'; 0))/dy'i'. It is interesting to...

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