Parametric VaR with goodness-of-fit tests based on EDF statistics for extreme returns

Parametric VaR (Value-at-Risk) is widely used due to its simplicity and easy calculation. However, the normality assumption, often used in the estimation of the parametric VaR, does not provide satisfactory estimates for risk exposure. Therefore, this study suggests a method for computing the parametric VaR based on goodness-of-fit tests using the empirical distribution function (EDF) for extreme returns, and compares the feasibility of this method for the banking sector in an emerging market and in a developed one. The paper also discusses possible theoretical contributions in related fields like enterprise risk management (ERM). © 2013 Elsevier Ltd.

Bacterial leakage in root canals filled with conventional and MTA-based sealers

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Evaluation of the thermoplasticity of gutta-percha and Resilon (R) using the Obtura II System at different temperature settings

Aim To analyse the thermoplasticity of several endodontic filling materials using the Obtura II System at different temperature settings.Methodology The following materials based on gutta-percha: Regular Obtura (OBT), Obtura Flow 150 (OBT F), Endo Flow (EDF), Odous (ODO) and the synthetic thermoplastic polymer material Resilon (RE) were heated using the Obtura II System at three temperature settings (140, 170 and 200 degrees C). Samples of the heated materials were placed on the sensor of a digital thermometer (THR-140; Instrutherm, São Paulo, Brazil) to determine their real temperature (RT) when the system was set at 140 degrees C (from 64.5 to 69 degrees C), 170 degrees C (from 73.8 to 77.5 degrees C) and 200 degrees C (from 83.6 degrees C for EDF and 100 degrees C for RE). Specimens (n = 30) were made by placing samples of each material in metallic ring moulds and compressing them between two glass slabs. After 24 h, specimens (n = 10) were heated at the different settings (RT) and submitted to compression under a 5-kg load. Plasticization was assessed by calculating the differences between the post-compression and initial diameters of each specimen. Data were submitted to ANOVA and Tukey's test at 5% significance.Results At 140 degrees C, Obtura Flow presented the highest thermoplasticity values and Regular Obtura, the lowest. At 170 degrees C, Obtura Flow and Resilon demonstrated greater plasticization. Resilon had the highest mean thermoplasticity values at 200 degrees C.Conclusions Thermoplasticity values were influenced both by the temperature settings on the Obtura II System and by the type of material analysed. Obtura Flow and Resilon had the highest mean thermoplasticity values.

Infiltração bacteriana em obturações realizadas com diferentes cimentos endodônticos

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Topografia superficial e aderência de Streptococcus mutans no titânio após imersão e escovação com dentifrícios fluoretado e não-fluoretado simulando 10 anos de uso

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Surface roughness and hardness of yttria stabilized zirconia (Y-TZP) after 10 years of simulated brushing

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Correlative light-electron fractography of interlaminar fracture in a carbon-epoxy composite

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)