Background: Endometriosis as one of the most common health problems of women during their reproductive age, affects 2.5-3.3% of women. Endometriosis may be asymptomatic or associated with dysmenorrheal symptoms, dyspareunia, pelvic pain, abnormal uterine bleeding and infertility. The objective of present study was to determine the risk factors related to endometriosis among Iranian infertile wo...

Often, the lack of mark-to-market data lures investors into the misconception that alternative asset classes and strategies represent somewhat of a “free lunch.” This article proposes solutions to measuring mark-tomarket risk in alternative and illiquid investments. The authors describe how to estimate risk factor exposures when the available asset return series may be smoothed (owing to the di...

Implied correlation and variance risk premium stand out in predicting market returns. However, while the predictive ability of implied correlation lasts for up to a year, the variance risk premium predicts market returns only for one quarter ahead. Contrary to the accepted view, implied correlation predicts the market return not through a diversification risk (average correlation) channel, but ...

We discuss the CreditRisk+ methodology from the perspective of the moment generating function of the credit factors. This representation lends itself to a new recursion formula for the portfolio loss distribution that is more accurate and considerably faster, particularly for large portfolios. We discuss how the model can be extended to incorporate correlations between risk factors and derive t...

Recently, there have been frequent accidents in energy chemical industry, hence the emergency management become normalized. Risk assessment provides basis for policy makers to make decision in the cases of the uncertain information and emergency. The chemical supply chain are influenced by many risk factors. In order to make the assessment of chemical supply chain risk by combining the qualitat...

About 30% of persons over 65 are subject to at least one fall during a year. A number of published studies identify statistical relations between risk factors and the probability of fall in terms of odds ratios. In this paper we present a tool based on the representation of risk factors as odds ratios. Such representation is exploited to automatically build a computational logic probabilistic p...

We find important differences in dollar-based and dollar-neutral G10 carry trades. Dollar-neutral trades have positive average returns, are highly negatively skewed, are correlated with risk factors, and exhibit considerable downside risk. In contrast, a diversified dollar-carry portfolio has a higher average excess return, a higher Sharpe ratio, minimal skewness, is unconditionally uncorrelate...

We consider an enhancement of the credit risk+ model to incorporate correlations between sectors. We model the sector default rates as linear combinations of a common set of independent variables that represent macro-economic variables or risk factors. We also derive the formula for exact VaR contributions at the obligor level.

Substantial strides have been made in the field of violence risk assessment. Numerous robust risk factors have been identified and incorporated into structured violence risk assessment instruments. The concepts of violence prevention, management, and treatment have been infused into contemporary thinking on risk assessment. This conceptual development underscores the necessity of identifying, m...