We discuss a number of quantile-based risk measures (QBRMs) that have recently been developed in the financial risk and actuarial/insurance literatures. The measures considered include the Value-at-Risk (VaR), coherent risk measures, spectral risk measures, and distortion risk measures. We discuss and compare the properties of these different measures, and point out that the VaR is seriously fl...

purpose the aim of this study was to examine the influence of selected exercises on motor development in elementary school third grade girl students in ahwaz city, iran. methods the present study was semi–experimental, performed as field and using experimental and control groups. the statistical population included all third grade girl students of elementary schools of ahvaz city (10,500 subjec...

the efficiency of three statistical models, ahp surface-weighted density bivariate (semi-quantitative models), stepwise multivariate regression and logistic multivariate regression models were compared in chehel-chai watershed in golestan province, iran. in current study the hazard map was prepared according to the top model of landslide hazard map. chehel-chai watershed is located as one of go...

a risk assessment study was conducted to predict the expected hazardous influence on the ecosystem resulted from urbanization and industrialization activities at helwan area, egypt. to achieve these goals, soils, plants and water samples were collected from helwan area, and their total concentrations of inorganic contaminants (cd, cr, co, cu, fe, mn, ni, pb, and zn) and organic pollutants; such...

two models are commonly made use to explain the behavior of insurance industries, namely: risk-pooling and the risk-absorbing models. neither of the two models provides an acceptable definition of insurance output in the economies experiencing high inflation rate. to address the deficiencies of the present models, an alternative was proposed in the current study as based on the theory of in...

purpose physical inactivity is more prevalent among women than men, varies by ethnic group, and becomes increasingly prevalent with age. the aim of this study was to examine the effects of a 12-week exercise program on the cardiovascular disease risk and fitness of iranian middle aged women. methods this was a randomized controlled trial study. participants in the training group (n=20) performe...

For a variety of reasons, many bank and corporate finance executives are implementing enterprise risk management systems to better understand and manage the firm’s risks. Our objective is to provide tools that evaluate the accuracy of the output from these systems. Especially in markets where the risks are large and complex, such as energy firms, it is crucial to establish the accuracy of the r...

Is it possible to obtain an objective and quantifiable measure of risk backed up by choices made by some specific groups of rational investors? To answer this question, in this paper we establish some behavior foundations for various types of VaR models, including VaR and conditional-VaR, as measures of downside risk. Though supported to some extent with unanimous choices by some specific group...