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Make the Most of Rental Real-estate Losses
suggestions taxpayers avoid consequences rental real-estate
2011/9/19
The article presents suggestions on how taxpayers can avoid consequences caused by rental real-estate losses in the U.S. It states that taxpayers lease their commercial property to a business to gener...
Distortion risk measures for sums of dependent losses
Coherence Dependence structure Distortion function Risk measure Risk theory insurance Wang transform
2011/7/5
We discuss two distinct approaches, for distorting risk measures of sums of dependent random variables,
which preserve the property of coherence. The first, based on distorted expectations, operates ...
Carbon Emissions Reduction and Power Losses Saving besides Voltage Profiles Improvement Using Micro Grids
Micro Grid Voltage Enhancement, Losses Saving CO2 SO2 NOx and Particulate Matter Emissions
2013/2/25
The objective of this paper is to evaluate the value of enhancement in voltage, amount of emission reduction and amount of power losses saving with using micro grids. The paper is divided in two parts...
Impact of Insurance for Operational Risk: Is it worthwhile to insure or be insured for severe losses?
Operational Risk Loss Distributional Approach Insurance Mitigation
2010/10/22
Under the Basel II standards, the Operational Risk (OpRisk) advanced measurement approach allows a provision for reduction of capital as a result of insurance mitigation of up to 20%. This paper stud...
Haar Wavelets-Based Approach for Quantifying Credit Portfolio Losses
Haar Wavelets-Based Quantifying Credit Portfolio Losses
2010/11/1
This paper proposes a new methodology to compute Value at Risk (VaR) for quan-tifying losses in credit portfolios. We approximate the cumulative distribution of the loss function by a nite combinatio...