Gini Shortfall: A Coherent Risk Measure Dr. Ricardas Zitikis Western University Professor of Statistical and Actuarial Sciences “For quite some time, the value-at-risk (VaR) was an appealing risk measure, and even an industry and regulatory standard for calculating risk capital... Read More
Residual Finiteness of Certain Three Generator Artin Groups Dr. Kasia Jankiewicz University of Chicago L.E. Dickson Instructor “Despite the simple looking presentation much is unknown about Artin groups. However, some questions can be answered in suitable classes of Artin groups.... Read More
An Axiomatic Foundation for the Expected Shortfall Dr. Ricardas Zitikis Western University Professor of Statistical and Actuarial Sciences “The Value-at-Risk (VaR) and the Expected Shortfall (ES) are the most popular risk measures used in banking and insurance regulation. According to... Read More