Research ArticleOpen accessAll words, across the recordTesting VaR Accuracy for CDS Portfolios Using Historical Simulation and Delta-Normal ModelsViviane Y. NaimyThis paper studies the accuracy of the VaR using the Delta-Normal and Historical approaches in measuring the risk of CDS portfolios in three different zones, US, Europe and Asia, for the period March 2013-November 2015. The portfolios consist exclusively of CDS of high rated banks and financial institutions. We found that at the 95% confidence level both approaches were accurate … …Journal of Mathematics and Statistics, Vol. 12, Issue 2 · 16 Apr 2016 · 7,499 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordIntervened 2-Tier Poisson Distribution for Understanding Hospital Site InfectivityR. ShanmugamProblem statement: Whether it is a surgical site or medical treatment at a hospital site, the nurses in particular and the entire medical team including surgeons/physicians in general undergo a risk of being infected ironically by the patients whom they intend to disinfect. There are 2-tiers of patients at the site. One type consists of patients who are internally and … …International Journal of Research in Nursing, Vol. 3, Issue 1 · 31 Mar 2012 · 6,925 accessesView PDFCite