نتایج جستجو برای: risk measures
تعداد نتایج: 1241649 فیلتر نتایج به سال:
In this paper, we introduce the rich classes of conditional distortion (CoD) risk measures and contribution (ΔCoD) as systemic analyze their properties representations. The unify, significantly extend, existing such Value-at-Risk, Expected Shortfall, in terms VaR ES. We provide sufficient conditions for two random vectors to be ordered by proposed CoD-risk ΔCoD-measures. These are expressed usi...
Nowadays, shovels play an important role in production of open pit mines and their failures result in significant production loss and considerable increase in maintenance costs. Therefore, reliability and risk analysis can help to improve production, productivity and reduce production costs. In this study, reliability of electric cable shovel of Chadormalu iron ore mine in Iran was investigated...
BACKGROUND There is concern that non-inferiority trials might be deliberately designed to conceal that a new treatment is less effective than a standard treatment. In order to test this hypothesis we performed a meta-analysis of non-inferiority trials to assess the average effect of experimental treatments compared with standard treatments. METHODS One hundred and seventy non-inferiority trea...
This paper seeks to discover whether aviation security measures are costeffective by considering their effectiveness, their cost and expected lives saved as a result of such expenditure. An assessment of the Federal Air Marshal Service suggests that the annual cost is $180 million per life saved. This is greatly in excess of the regulatory safety goal (societal willingness to pay to save a life...
results overall hav seropositivity in nursing students (mean age 24, range 17 - 45 years) was 3%. compliance to preventive measures was not uniform (6% - 76%) and extremely low in some specific measures targeted to decrease the oral-fecal transmission. conclusions the high proportion of susceptible nursing students can contribute to an increase in the risk of nosocomial transmission, especially...
We present a general framework for comparative theory of variability measures, with particular focus on the recently introduced one-parameter families inter-Expected Shortfall differences and inter-expectile differences, that are explored in detail compared widely known applied inter-quantile differences. From mathematical point view, our main result is characterization symmetric comonotonic me...
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