The design rainfall intensity and its return period of the combined interceptor sewer is an important factor affecting overflow (CSO) occurrence. However, we often use ratio (or multiple, n0) to sewer, equivalent ignored. In this study, a low formula modeling method was proposed estimate period. First, new event separation approach especially developed, minimum interevent time (MIET) set concen...

abstract flood is among phenomena which result considerable damages to resources and is a serious issue among hydrologists. the proper estimation of runoff is necessary for designating appropriate approaches for its control or optimal management. various problems have been reported in application of empirical models. the regional analysis of runoff with different return periods by applying wate...

Abstract. When a natural hazard event like an earthquake affects region and generates catastrophe (NatCat), the following questions arise: how often does such occur? What is its return period (RP)? We derive combined (CRP) from concept of extreme value statistics theory – pseudo-polar coordinates. A CRP (weighted) average local RP intensities. Since CRP's reciprocal expected exceedance frequenc...

This paper characterizes the equilibrium demand and risk premiums in the presence of skewness risk. In a model with a single time period, we extend the classical mean-variance two-fund separation theorem to a three-fund separation theorem. The additional fund is the skewness portfolio, i.e. a portfolio that gives the optimal hedge of the squared market return; it contributes to the skewness ris...

the purpose of this research is investigation of application of the arbitrage pricing theory and effect of unanticipated changes in a set of macroeconomic variables such as inflation rate, money supply, exchange rate, oil price, term structure and industrial production on expected security return in tehran stock exchange. in this research, data are analyzed quarterly for the period of 1997-2008...