# Tagged Questions

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### Risk table for a Kaplan Meier plot in R

I need to make a Kaplan Meier plot with a risk table beneath it. Otherwise stated, I need a table of the number of subjects at risk at different time points aligned below the figure. I found a website ...
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### Fitting distributions

I have some data on serving sizes of a particular food (raw oysters), and I am trying to determine what probability distribution I should select to model these data for a risk assessment (RA). The R ...
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### Rephrasing the risk assessment of a project

An energy saving project is being considered and its benefit is computed by subtracting the "post-project" energy cost from the "status quo" energy cost, e.g if the post-project energy cost is ...
34 views

### Total probability of any event

We have an application where we're trying to quantify the total risk(hitting traffic, say) of a trip in a car where probability is a function of time and a series of algorithms: How can we quantify ...
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### Example Of Strict von Neumann Inequality

Let $r(\pi, \delta)$ denote the Bayes risk of an estimator $\delta$ with respect to a prior $\pi$, let $\Pi$ denote the set of all priors on the parameter space $\Theta$, and let $\Delta$ denote the ...
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### Relating lifetime risk to prevalence of a disease

I am somewhat confused about lifetime risk. The National Kidney Federation released data saying that the lifetime risk of a white American male needing dialysis was around 3%. However, considerably ...
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### Is there a word for the phenomenon that the old are generally less affected by risk factors?

In epidemiology, this occurs often: Old people are less prone to the influence of risk factors. For example, the Framingham risk score, which tries to estimate cardiovascular risk, gives 8 or 9 points ...
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### Can I run a regression where dependents are coefficients from other regression and independents are R squared from these regressions?

I calculate Beta risk for multiple assets by running multiple regressions: Return = intercept + Beta*Market_Return Then I want to compare the Betas. I run other regression where Beta is dependent ...
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### How can I convert annual standard deviation to a longer period?

Quicken provides annual standard deviation of returns for a given portfolio using analysis done by the Newport Group. I'd like to convert this to a longer term number--say 10, 20, or 30 years. ...
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### VaR in case of ARMA-GARCH?

How do I calculate the VaR in case of using an ARMA-GARCH approach? I am not good at time series, so I am more or less confused with the different possible notations of an ARMA-GARCH process. I hope ...
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### Predicting Risk based on weighted data

I am looking for a formula I can use in Excel that will provide a risk score from 1 - 10 with 10 being high risk. I have a set of 15 data items (i will add more in future) which are weighted on a ...
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### Shrinkage estimator's risk function

How do you compute the risk function under squared loss of an estimator of the form \begin{align*} \hat{\mu}(x) &= \bar{x} + \left(1-\frac{k}{||x-\bar{x}||_2^2}\right)(x - \bar{x}) \end{align*} ...
153 views

### VaR calculation

I am refering to this article: RiskMetrics Technical Document - Fourth Edition 1996, December One of their model is called RiskMetrics-GED and given by (p. 238-239): on p. 242 they say My ...
135 views

### Value at risk by Monte Carlo using generalized Pareto distribution

I have created a VBA program to calculate VaR by using Monte Carlo, I have simulated Brownian Motion. This method might be ok for 100% equity portfolio, but let's say this portfolio may have fixed ...
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### What differentiates a population risk model versus Individual risk model?

I am trying to determine why people ask if a model of a health care risk (for inpatient stay, or acquiring a disease or any outcome) is a population risk model or an individual risk model. This is in ...
55 views

### Calculating return from a factor model

I've been trying to figure this one for weeks so your advise is very appreciated. I have log returns for the past 5 yrs on the following indexes: NYSE, Communication, Growth and Large Cap. I ...
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### Defining Empirical Risk Minimization

I am reading Machine Learning - A probabilistic Perspective by Kevin Murphy and in chapter 6.5 the author discusses Empirical Risk Minimization, and provides the following definition: ...
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### Monte Carlo calculation of value at risk

I want to calculate the VaR with Monte Carlo Simulation, I am referring to this page: http://financetrain.com/calculating-var-using-monte-carlo-simulation/ which was created to the JP Morgan ...
142 views

### How to estimate the probability that the mean of an unknown distribution is over a threshold given small sample size

I am trying to quantify my concerns regarding a proposed incinerator in our community. The company is basing its potential to emit dioxins (a class of chlorinated organic compounds with a reference ...
311 views

### Case-mix adjustment versus risk adjustment, what are their differences in practice and objective?

I have encountered in swathes of medical literature the use of the terms "case-mix" and "risk" adjustment without any citations or explanations of their exact usage and motivation from a modeling ...
135 views

### How can I estimate the likelihood of being in a traffic accident on the US101 by day of week and time of day?

My plan is this: Find source of data about when and where accidents occurred on the US 101 Find a source of data about traffic volume on the same road Subset the data to include only accidents that ...
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### A good resource to learn about the intuition and optimization models behind Markovitz modern portfolio theorem

I would like to learn about the Markovitz theory because I am going to interview at a financial firm that uses variants of it extensively. I am looking for a resource to learn about the intuition ...
287 views

### Where did this risk exposure 'estimation-formula' come from?

I was reading a book and the authors metioned that risk exposure can be estimated scientifically using this forumula: $risk(\$) = \frac{(a + 4m + b)}{6}$and standard deviation$\sigma = ...