نتایج جستجو برای: financial risk
تعداد نتایج: 1067578 فیلتر نتایج به سال:
Past research has widely regarded trust as unconditionally facilitating behavioral intentions, and perceived risk as unconditionally detracting from them. This study advocates the necessity to examine trust and perceived risk within the broader perspective of the societal context. We propose that the perceived regulatory effectiveness of online marketplaces moderates the impact of trust and ris...
Patients treated at different hospitals often vary in the severity of their pre-operative clinical condition. To fairly compare outcomes at different hospitals, it is necessary to adjust for differences in the case mix of patients across hospitals. CCMRP "levels the playing field" by accounting for the pre-operative condition of each patient. Hospitals that routinely handle complex cases (e.g.,...
In this paper, we propose a customer-arrival-based insurance risk model, in which customers’ potential claims are described as independent and identically distributed heavy-tailed randomvariables andpremiumsare the same for eachpolicy. Weobtain some precise large deviation results for the prospective-loss process under a mild assumption on the random index (in our case, the customer-arrival pro...
We show that a simple mixing idea allows to establish a number of explicit formulas for ruin probabilities and related quantities in collective risk models with dependence among claim sizes and among claim inter-occurrence times. Examples include compound Poisson risk models with completely monotone marginal claim size distributions that are dependent according to Archimedean survival copulas a...
Yuzhen Wen and Chuancun Yin School of Mathematical Sciences, Qufu Normal University, Qufu, Shandong 273165, China Correspondence should be addressed to Yuzhen Wen, [email protected] Received 5 February 2012; Revised 16 April 2012; Accepted 20 April 2012 Academic Editor: Laurent Gosse Copyright q 2012 Y. Wen and C. Yin. This is an open access article distributed under the Creative Commons Attribu...
The purpose of this study was to investigate the role of non-financial information analysis and risk-return analysis along with financial information in increasing the selected banks and financial institutions of Tehran Stock Exchange portfolio efficiency. To evaluate the efficiency of the portfolio, the Treynor's ratio was used and attempted to determine the Treynor's ratio of the selected opt...
the risk free rate of return plays a main role in financial economic theory and financial markets. due to prohibition of interest in islamic countries there is no specific financial instrument with risk free rate of return as a criterion for measuring the risk free rate of market. we apply the kalman filter to estimate this variable for financial markets in iran. the technique is based on a sta...
Systemic risk is the risk beared by an economic system because of a special organization. This means that a liquidity problem or a financial crisis in one company could trigger a chain of reactions that puts the whole market into trouble. This kind of risk was underestimated until 2008 financial crisis. Now federal regulations exist for controlling this risk of financial institutions. Among div...
the aim of this research is study about influence of companies financial factors on volume of them shares traded in tehran stock exchange and classification of these financial factors on the basis of their effect on volume of shares traded. first, the relation of each above financial factors and “rial amount of trading volume” has studied separately. so it is used of correlation coefficient and...
This paper outlines a security assessment methodology for analysing critical infrastructure networks. The focus is on intentional attacks against critical infrastructure, but otherwise the scope is not delimited much. Comprehensive security analysis of a critical infrastructure network requires an assessment of the probability of an attack, the probability of success of the attack, the propagat...
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