expected profit and expected loss that may be experienced for any portfolio of strikes of the call and put contracts. Expected … profit and expected loss are the reward and risk metrics of such portfolios. An optimal portfolio can then be selected by …

-averse firms monotonically forgo expected profit in exchange for an improved risk measure, e.g., conditional value-at-risk (CVaR …). However, the stochastic-equilibrium literature exhibits non-monotonicities, i.e., both CVaR and expected profit increase with …

Trading in binary options is discussed using an approach based on expected profit (EP) and expected loss (EL) as …

optimal retention level that maximizes the expected profit and the survival probability, whereas minimizing the variance and …This paper deals with the optimal retention level under four competitive criteria: survival probability, expected … profit, variance and expected shortfall of the insurer's risk. The aggregate claim amounts are assumed to be distributed as …

ultimate ruin probability, as well as the maximum benefit criteria: released capital, expected profit and exponential …

ultimate ruin probability, as well as the maximum benefit criteria: released capital, expected profit and exponential …