نتایج جستجو برای: risk criterion

تعداد نتایج: 1014579  

Journal: :International Journal of Production Economics 2014

Today, Systemic Risk is being analyzed as one of the major issues in financial institutions. Banks are one of the institutions that can be linked to systemic risk based on global experience. Therefore, in the study, we evaluate the systemic risk in the banking system of the country via the marginal expected shortfall (MES) criterion. For the purpose of the present study, 17 banks listed on the ...

Journal: :international journal of supply and operations management 2015
muhammad nazam jiuping xu zhimiao tao jamil ahmad muhammad hashim

in the emerging supply chain environment, green supply chain risk management plays a significant role than ever. risk is an inherent uncertainty and has tendency to disrupt the typical green supply chain management (gscm) operations and eventually reduce the success rate of industries. in order to mitigate the consequences, a fuzzy multi-criteria group decision making modeling (fmcgdm) which co...

2006
Ken Seng Tan Jun Cai K. S. Tan

We propose practical solutions for the determination of optimal retentions in a stop-loss reinsurance. We develop two new optimization criteria for deriving the optimal retentions by, respectively, minimizing the value-at-risk (VaR) and the conditional tail expectation (CTE) of the total risks of an insurer. We establish necessary and sufficient conditions for the existence of the optimal reten...

Ahmad, Jamil, Hashim, Muhammad, Nazam, Muhammad, Tao, Zhimiao, Xu, Jiuping,

In the emerging supply chain environment, green supply chain risk management plays a significant role than ever. Risk is an inherent uncertainty and has tendency to disrupt the typical green supply chain management (GSCM) operations and eventually reduce the success rate of industries. In order to mitigate the consequences, a fuzzy multi-criteria group decision making modeling (FMCGDM) which co...

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