In the most recent heuristic methods, the high potential buses for capacitor placement are initially identified and ranked using loss sensitivity factors (LSFs) or power loss index (PLI). These factors or indices help to reduce the search space of the optimization procedure, but they may not always indicate the appropriate placement of capacitors. This paper proposes an efficient approach for t...

To quantify the operational risk capital charge under the current regulatory framework for banking supervision, referred to as Basel II, many banks adopt the Loss Distribution Approach. There are many modeling issues that should be resolved to use the approach in practice. In this paper we review the quantitative methods suggested in literature for implementation of the approach. In particular,...

We study the distribution of discounted collective risk model where the counting process is Poisson. For the model considered here, we obtain mean, variance and moment generating function (m.g.f) of the model. To do this, we use two approaches. In the first approach we use classical methods to obtain the mean and variance. In the second approach we introduce some proper martingale and then we o...

the probability of losing a customer in m/g/n/0 and gi/m/n/0 loss queuing systems withheterogeneous servers is minimized. the first system uses a queue discipline in which a customer who arriveswhen there are free servers chooses any one of them with equal probability, but is lost otherwise. providedthat the sum of the servers rates are fixed, loss probability in this system attains minimum val...

application of distributed generation (dg) units in distribution networks has increased in recent years. sizing and sitting of dg units are two important factors which should be considered, especially for reduction of power losses in distribution system. this paper presents a new approach for dg placement in distribution systems using the mixed integer nonlinear programming (minlp). this approa...

the main objective of this paper is to examine the impact of economic growth on coefficient of cardinal welfare in iran’s economy. hence, we employ the bayesian approach and the estimation of forward and backward density functions in order to measure the effect of economic growth spillovers on the social welfare. the paper has applied the gibbs sampling algorithm which is a rigorous tool for fo...

existence of capacity drop phenomenon, as the difference between pre-queue and queue discharge flow rates, has been one of the controversial concepts of traffic engineering. several researches have focused on capacity drop existence and also its estimation issues. this paper aims to estimate capacity drop based not only on a comparison between breakdown and queue discharge flow rates, but also ...