In this paper, we consider a risk model with two-sided jumps and proportional investment. The upward downward represent gains claims, respectively. Suppose the company invests all of its surplus in certain proportion two types investments, one is risk-free (such as bank accounts) other risky stocks). Our aim to find optimal admissible strategy (including dividend rate ratio investment assets), ...

The quality spread differential is defined to be the difference between the default premiums demanded for fixed rate and floating rate risky debts. The risky debt model based on Merton’s firm value approach is used to examine the behaviors of the quality spread differential of fixed rate and floating rate debts. We extend earlier result by adopting Geometric Brownian diffusion process with jump...

conclusions this study indicated that health belief model contrasts could predict the risky behavior of university students due to heart disease. however, more researches are needed to verify the predictors of high risky behaviors in students. background disease preventing methods focus mostly on lifestyle factors such as physical activity, healthy diet and not smoking. previous studies verifie...

The aim of this paper is to propose a robust reliable bi-objective supply chain network design (SCND) model that is capable of controlling different kinds of uncertainties, concurrently. In this regard, stochastic bi-level scenario based programming approach which is used to model various scenarios related to strike of disruptions. The well-known method helps to overcome adverse effects of disr...

Abstract The accidental spread of aquatic invasive species (AIS) by recreational boaters is a major concern state and county environmental planners in the USA. While programs for watercraft inspection to educate slow AIS are common practice, large numbers boats waterbodies, together with limited budgets, make program design difficult. To facilitate design, we developed an integer programming mo...

in this paper the issue of evaluating iranian oil refineries performance has been discussed. the research is based on math modelling by operational research techniques. to do so, of the proposed scenarios and different math programming models, a model is made by combining dea with goal programming techniques that compared with the old classical dea models which measures the efficiency and produ...

using the mathematic techniques such as fuzzy approach has useful outcomes for production planning in different sources. in this paper lgp1 was used to model the objectives such as: avoidance of shortage or surplus of demand, access to maximum of income, using the normal capacity of production and organizing the inventory of warehouse, within the framework of goal constraints like balancing be...