Sentence examples for risk measures from inspiring English sources

That puts Venezuela behind only Argentina, also struggling with rising inflation, in economic risk measures of large Latin American countries.

Bank concentration ratio Risk measures: 21.

Vigilance is satisfied by a large class of risk measures, including all distortion risk measures and some classes of robust risk measures.

Model results are compared using several different risk measures.

Various risk measures are used in the model.

By relaxing the set of axioms, the static coherent risk measures were generalized to static convex risk measures and to an even more general class called monetary risk measures.

Similarly, as in the static case, the dynamic coherent risk measures were extended to dynamic convex risk measures by replacing sub-additivity and positive homogeneity properties with convexity.

It can be shown that for dynamic coherent risk measures, or more generally for dynamic monetary risk measures, property (5) is equivalent to (4).

(Artzner et al. 1999) follow a systematic approach and define "coherent risk measures".

This is crucial for estimating production risk measures such that results must be interpreted with caution.

These risk-adjusted performance and risk measures are very common in ethical investment & mutual fund literature.