نتایج جستجو برای: and limited extreme risk model

تعداد نتایج: 17320688  

پایان نامه :دانشگاه آزاد اسلامی - دانشگاه آزاد اسلامی واحد تهران مرکزی - دانشکده مدیریت 1391

one of the most important factors in study of project’s , is the study of environmental opportunities factors the permanent study of environmental opportunity factors . the study of permanent environmental changing and knowing golden threats’ cooperate with possible threats and at the result in structure forming and future skeleton of organization has a vital effects . the petrochemical industr...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه تبریز 1382

‏‎despite the different criticisms on contrastive analysis it has been proved that the results of it(when processed) can be useful in a tefl environment, specially at the level of phonology.this study is an attempt to compare and contrast the sound systems of kurdish and english for pedagogical aims.the consonants,vowels,stress and intonation of the two languages are described by the same model...

Vijaya Rekha Rekha

In this paper, we have proposed a study on controllability and optimal harvestingof a prey predator model and mathematical non linear formation of the equation equilibriumpoint of Routh harvest stability analysis. The problem of determining the optimal harvestpolicy is solved by invoking Pontryagin0s maximum principle dynamic optimization of theharvest policy is studied by taking the combined h...

2003
PAUL EMBRECHTS HANSJÖRG FURRER ROGER KAUFMANN

The proposed New Accord (Basel II) established by the Basel Committee on Banking Supervision calls for an explicit treatment of operational risk. Banks are required to demonstrate their ability to capture severe tail loss events. Value at risk is a risk measure that could be used to derive the necessary regulatory capital. Yet operational loss data typically exhibit irregularities which complic...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه سیستان و بلوچستان - دانشکده مهندسی عمران 1391

in this study, scour of mashkid bridge pier located in mashkid river of saravan county has been studied and to measure the scour rate, the numerical model hec-ras 4.0 has been used. upon selection of mashkid river as the case study and whereas the studied zone is important with respect to the climatic conditions and showery monsoon raining and flowing the great and destructive floodwaters, ther...

2014
Qihe Tang Fan Yang

For a risk variable X and a normalized Young function φ(·), the Haezendonck– Goovaerts risk measure for X at level q ∈ (0, 1) is defined as Hq[X] = infx∈R (x + h), where h solves the equation E [φ ((X − x)+/h)] = 1 − q if Pr(X > x) > 0 or is 0 otherwise. In a recent work, we implemented an asymptotic analysis for Hq[X] with a power Young function for the Fréchet, Weibull and Gumbel cases separa...

Journal: :Mathematics and Computers in Simulation 2015
Juan Carlos Reboredo Mikel Ugando

The European Union carbon market is undergoing rapid development and its interdependence with fossil fuel markets is increasingly important for energy investors. In this study, exponential general autoregressive conditional heteroskedastic models, extreme value theory and copulas are used to evaluate downside risk through the traditional value-at-risk and expected shortfall measurements. Empiri...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه تربیت مدرس - دانشکده مهندسی عمران 1388

چکیده روش های متعددی برای برآورد رواناب حاصل از بارش در حوضه های آبریز وجود دارد. یکی از این روش ها استفاده از مدل های هیدرولوژیکی است. با استفاده از مدل های هیدرولوژیکی و شبیه سازی فرآیندهای هیدرولوژیکی می توان با صرف کمترین زمان و هزینه، رواناب و مولفه های دیگر چرخ? هیدرولوژیکی را برآورد کرد. از آنجا که در حوضه های آبریز اندازه گیری تمام کمیت های مورد نیاز برای تحلیل رواناب ممکن نیست، انتخاب...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه تحصیلات تکمیلی علوم پایه زنجان - دانشکده ریاضی 1393

in this thesis, a structured hierarchical methodology based on petri nets is used to introduce a task model for a soccer goalkeeper robot. in real or robot soccer, goalkeeper is an important element which has a key role and challenging features in the game. goalkeeper aims at defending goal from scoring goals by opponent team, actually to prevent the goal from the opponent player’s attacks. thi...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه شهرکرد - دانشکده ادبیات و زبانهای خارجی 1392

the application of a comprehensive model of communicative language ability (cla) to language teaching and testing has always been an imperative in l2 education since hymess proposal of communicative competence in the 1970s. recent l2 research has clearly underscored the importance of sufficient pragmatics representation as an essential component of cla in pedagogical and testing practices in l2...

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