Introduction: Environmental and occupational human exposure from neutron source can lead to the serious biologic effects. The aim of this study is to evaluate the cancer incidence risk for various human organs at different neutron dose levels due to exposure from an Americium-241/Beryllium (Am-241/Be), a standard neutron source for calibration purposes. Material and Methods: We measured ambient...

Introduction: Multiple fields and presence of heterogeneities create complex dose distributions that need three dimensional dosimetry. In this work, we investigated MR-based MAGIC gel dosimetry as a three-dimensional dosimetry technique to measure the delivered dose to bladder and rectum in prostate radiation therapy. Materials and Methods: A heterogeneous slab phantom including bones was made....

Background: The grading evaluation of atlas based auto-segmentation (ABAS) of organs at risk (OARs) in thorax was studied. Materials and Methods: Forty patients with thoracic cancer were included in this study, and for each thirteen thoracic OARs were delineated by an experienced radiation oncologist. The patients were randomly grouped into the training and the test dataset (20 each). The inves...

Recent literature has investigated the risk aggregation of a portfolio X = (Xi)1≤i≤n under the sole assumption that the marginal distributions of the risks Xi are specified but not their dependence structure. There exists a range of possible values for any risk measure of S = ∑n i=1Xi and the dependence uncertainty spread, as measured by the difference between the upper bound and the lower boun...

A distortion risk measure used in finance and insurance is defined as the expected value of potential loss under a scenario probability measure. In this paper, the tail distortion risk measure is introduced to assess tail risks of excess losses modeled by the right tails of loss distributions. The asymptotic linear relation between tail distortion and Value-at-Risk is derived for heavy tailed l...

Starting with a time-0 coherent risk measure defined for “value processes”, we also define risk measurement processes. Two other constructions of measurement processes are given in terms of sets of test probabilities. These latter constructions are identical and are related to the former construction when the sets fulfill a stability condition also met in multiperiod treatment of ambiguity as i...

Evaluating risk measures, premiums, and capital allocation based on dependent multi-losses is a notoriously difficult task. In this paper, we demonstrate how this can be successfully accomplished when losses follow the multivariate Pareto distribution of the second kind, which is an attractive model for multi-losses whose dependence and tail heaviness are influenced by a heavy-tailed background...

THE JOURNAL OF DERIVATIVES 1 The notion of extreme movements in asset prices is implicit in current risk management practices. Capital adequacy assumes a threshold that classifies observed changes in market risk factors either as extreme or ordinary. A probability is first chosen to measure the “extremeness” of events that may affect a particular portfolio. This probability then determines the ...