A More Neutral Measure for Sensitivity
نویسندگان
چکیده
منابع مشابه
More Results on Dynamic Cumulative Inaccuracy Measure
In this paper, borrowing the intuition in Rao et al. (2004), we introduce a cumulative version of the inaccuracy measure (CIM). Also we obtain interesting and applicable properties of CIM for different cases based on the residual, past and interval lifetime random variables. Relying on various applications of stochastic classes in reliability and information theory fields, we stu...
متن کاملThe Correlation-neutral Measure for Portfolio Credit
We derive a formula for a Fourier transform of a counting process that describes the arrival of unpredictable events, and we show how this transform facilitates an analytical treatment of a range of valuation, hedging and risk management problems that arise in single name and portfolio credit risk. Example applications include reduced form pricing of credit sensitive securities referenced on si...
متن کاملA Russell Measure for Modeling Environmental Performance
Data Envelopment Analysis (DEA) has been long employed as a popular methodology to evaluate the performance of various production activities with multiple inputs and outputs. However, an important issue is that the production process in the real world inevitably generates undesirable outputs (like wastes and pollutants) along with desirable outputs. Therefore, the undesirable outputs should be ...
متن کاملMeaningful And More Meaningful: A Modest Measure
We often describe lives (or parts of lives) as meaningful or as not meaningful. It is also common to characterize them as more or less meaningful. Some lives, we tend to think, are more meaningful than others. But how then can one compare lives with respect to how much meaning they contain? Can one? This paper argues that (i) only a notion of rough equality can be used when comparing different ...
متن کاملDMC: a more precise cohesion measure for classes
In object-oriented systems, a single class consists of attributes and methods and its cohesion denotes the degree of relatedness among these elements. To quantify the cohesiveness of a class, a large number of measures that only depict method–attribute reference relationships have been proposed in last decade. However, the flow-dependence relationships among attributes, the direction of method–...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Optik & Photonik
سال: 2015
ISSN: 1863-1460
DOI: 10.1002/opph.201500027