In this paper, following the generalization of Delta Normal VaR to Delta Mixture Elliptic VaR in Sadefo-Kamdem [3], we give and explicit formula to estimate linear VaR and ES when the risk factors changes with the mixture of t-Student distributions. In particular, we give rise to Delta-Mixture-Student VaR and the Delta-Mixture-Elliptic ES.

The ability of phytopathogenic fungi to overcome the chemical defense barriers of their host plants is of great importance for fungal pathogenicity. We studied the role of cyclic hydroxamic acids and their related benzoxazolinones in plant interactions with pathogenic fungi. We identified species-dependent differences in the abilities of Gaeumannomyces graminis var. tritici, Gaeumannomyces gram...

Both Salvia akiensis and S. lutescens (Lamiaceae) are endemic to Japan. Salvia akiensis was recently described in 2014 in the Chugoku (= SW Honshu) region, and each four varieties of S. lutescens distributed allopatrically. Among varieties in S. lutescens, var. intermedia show a disjunctive distribution in the Kanto (=E Honshu) and Kinki (= W Honshu) regions. Recent field studies of S. lutescen...

The clinical outcome of Plasmodium falciparum infections ranges from asymptomatic parasitemia to severe malaria syndromes associated with high mortality. The virulence of P. falciparum infections is associated with the type of P. falciparum erythrocyte membrane protein 1 (PfEMP1) expressed on the surface of infected erythrocytes to anchor these to the vascular lining. Although var2csa, the var ...

The aim of this study was to investigate the influence of fiber orientation in the left ventricular (LV) wall on the ejection fraction, efficiency, and heterogeneity of the distributions of developed fiber stress, strain and ATP consumption. A finite element model of LV mechanics was used with active properties of the cardiac muscle described by the Huxley-type cross-bridge model. The computed ...

In this paper we study both the level of Value-at-Risk (VaR) disclosure and the accuracy of the disclosed VaR figures for a sample of US and international commercial banks. To measure the level of VaR disclosures, we develop a VaR Disclosure Index that captures many different facets of market risk disclosure. Using panel data over the period 1996–2005, we find an overall upward trend in the qua...

هدف: هدف از پژوهش حاضر مقایسۀ واکنش ­پذیری هیجانی و نظریه ذهن کودکان بر اساس سبک ­های ابرازگری مادرانشان بود. روش: روش توصیفی نوع علّی-مقایسه­ ای بود در دو گام به صورت آنلاین انجام رسید. ابتدا با استفاده نمونه ­گیری دسترس، تعداد 105 نفر مادرانی که نمرات آن­ها هر یک پرسشنامه کینگ امونز (1990)، دوسوگرایی (1990) کنترل راجر نشوور (1987) انحراف استاندارد بالاتر میانگین دست آمد (در گروه 35 نفر) دوم وا...

2 VAR models 4 2.1 Analytical results for VAR models . . . . . . . . . . . . . . . . . . . . 4 2.1.1 The Diffuse Prior . . . . . . . . . . . . . . . . . . . . . . . . . . 5 2.1.2 The Natural Conjugate Prior . . . . . . . . . . . . . . . . . . . 5 2.1.3 The Minnesota Prior . . . . . . . . . . . . . . . . . . . . . . . . 5 2.2 Estimation of VARs using the Gibbs sampler . . . . . . . . . . . . . 6...

Plasmodium falciparum erythrocyte membrane protein 1 (PfEMP1) is a major pathogenicity factor in falciparum malaria that mediates cytoadherence. PfEMP1 is encoded by approximately 60 var genes per haploid genome. Most var genes are grouped into 3 subgroups: A, B, and C. Evidence is emerging that the specific expression of these subgroups has clinical significance. Using field samples from child...

Value-at-Risk (VaR) is one of the most widely accepted risk measures in the financial and insurance industries, yet efficient optimization of VaR remains a very difficult problem. We propose a computationally tractable approximation method for minimizing the VaR of a portfolio based on robust optimization techniques. The method results in the optimization of a modified VaR measure, Asymmetry-Ro...