نتایج جستجو برای: risk criterion

تعداد نتایج: 1014579  

Hatef Vahid, Majid, Saleh Ardestani, Abbas ,

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...

2016
Dajian Li Paul Weng Orkun Karabasoglu

In this paper, we tackle the problem of risk-averse route planning in a transportation network with time-dependent and stochastic costs. To solve this problem, we propose an adaptation of the A* algorithm that accommodates any risk measure or decision criterion that is monotonic with first-order stochastic dominance. We also present a case study of our algorithm on the Manhattan, NYC, transport...

2007
Lee Epstein Andrew D. Martin Jeffrey A. Segal

To say that positive political theory (PPT) scholarship on the hierarchy of justice is theory rich and data poor is to make a rather uncontroversial claim. For over a decade now, scholars have offered intriguing theoretical accounts aimed at understanding why lower courts defy (comply with) higher courts. But only rarely do they subject the accounts to rigorous empirical interrogation. The chie...

2000
E. STRAUB

Confining ourselves to criterion (i) in the present paper we may then say that tile problem of calculating technical minimuna premiums is broadly spoken equivalent with the problem of estimating loss probabilities. Since art exact calculation of such probabilities is only possible for a few very simple and therefore mostly unrealistic risk models and since e.g Esscher's method is not always ver...

Journal: :JCP 2011
Yingxia Liu Faliang Chang

This paper considers the problem of accuracy for judging threshold under the complicated circumstance. In the detecting system, threshold is one of the most important factor, it decides the accuracy of the detecting result. Because the circumstance is changing, the threshold is asked to adapt the change. The traditional algorithm can hardly satisfy the need of the system. Bayesian model is an e...

Journal: :MCSS 2000
Paul Dupuis Matthew R. James Ian R. Petersen

The purpose of the present paper is to precisely characterize and prove robustness properties of risk sensitive controllers. In particular, we establish a stochastic version of the small gain theorem. This theorem is expressed in terms of an inequality which bounds the average output power in terms of the input power. Since this inequality is closely related to the risk-sensitive criterion, our...

Journal: :IJBIS 2014
Khaled Mohammed Alqasa Filzah Mohd Isa Siti Norezam Othman Ali Hussein Saleh Zolait

This study examines the ability and application of the theory of reasoned action (TRA) in explaining the use of banking system in Yemen. It investigates the impact of two theoretical variables (attitude and subjective norms), using a sample consists of university students, on individuals’ intention to use banking services. The results of the study revealed a strong predictive power of the theor...

Journal: :journal of agricultural science and technology 2010
j. torkamani m. abdolahi

the purpose of this study was to compare various direct techniques of measuring attitudes toward risk. the equally likely certainty equivalent with a purely hypothetical risky prospect (elce-ph), the equally likely certainty equivalent with a hypothetical but realistic risky prospect (elce-r) and probability of winning demanded (pwd) models were used to elicit the risk attitude of a sample ...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه علامه طباطبایی - دانشکده اقتصاد 1389

abstract: about 60% of total premium of insurance industry is pertained?to life policies in the world; while the life insurance total premium in iran is less than 6% of total premium in insurance industry in 2008 (sigma, no 3/2009). among the reasons that discourage the life insurance industry is the problem of adverse selection. adverse selection theory describes a situation where the inf...

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید